• The Journal of the Acoustical Society of Korea
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• v.31 no.2
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• pp.93-99
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• 2012

For speech coding, a vocal tract is modeled using Linear Predictive Coding (LPC) coefficients. The LPC coefficients are typically transformed to Line Spectral Frequency (LSF) parameters which are advantageous for linear interpolation and quantization. If multidimensional LSF data are quantized directly using Vector-Quantization (VQ), high rate-distortion performance can be obtained by fully utilizing intra-frame correlation. In practice, since this direct VQ system cannot be used due to high computational complexity and memory requirement, Split VQ (SVQ) is used where a multidimensional vector is split into multilple sub-vectors for quantization. The LSF parameters also have high inter-frame correlation, and thus Predictive SVQ (PSVQ) is utilized. PSVQ provides better rate-distortion performance than SVQ. In this paper, to implement the optimal predictors in PSVQ for voice storage devices, we propose Multi-Frame AR-model based SVQ (MF-AR-SVQ) that considers the inter-frame correlations with multiple previous frames. Compared with conventional PSVQ, the proposed MF-AR-SVQ provides 1 bit gain in terms of spectral distortion without significant increase in complexity and memory requirement.

• Journal of the Korean Data and Information Science Society
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• v.18 no.1
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• pp.73-80
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• 2007

Cointegration(together with VARMA(vector ARMA)) has been proven to be useful for analyzing multivariate non-stationary data in the field of financial time series. It provides a linear combination (which turns out to be stationary series) of non-stationary component series. This linear combination equation is referred to as long term equilibrium between the component series. We consider two sets of Korean bivariate financial time series and then illustrate cointegration analysis. Specifically estimated VAR(vector AR) and VECM(vector error correction model) are obtained and CV(cointegrating vector) is found for each data sets.

• Journal of the Korean Data and Information Science Society
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• v.17 no.3
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• pp.821-830
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• 2006

This paper develops support vector based fuzzy linear and nonlinear regression models and applies it to forecasting the exchange rate. We use the result of Tanaka(1982, 1987) for crisp input and output. The model makes it possible to forecast the best and worst possible situation based on fewer than 50 observations. We show that the developed model is good through real data.

• Structural Engineering and Mechanics
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• v.15 no.3
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• pp.299-314
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• 2003

This investigation presents an efficient method for identifying modal characteristics from the measured displacement, velocity and acceleration signals of multiple channels on structural systems. A Vector Backward Auto-Regressive model (VBAR) that describes the relationship between the output information in different time steps is used to establish a backward state equation. Generally, the accuracy of the identified dynamic characteristics can be improved by increasing the order of the Auto-Regressive model (AR) in cases of measurement of data under noisy circumstances. However, a higher-order AR model also induces more numerical modes, only some of which are the system modes. The proposed VBAR model provides a clear characteristic boundary to separate the system modes from the spurious modes. A numerical example of a lumped-mass model with three DOFs was established to verify the applicability and effectiveness of the proposed method. Finally, an offshore platform model was experimentally employed as an application case to confirm the proposed VBAR method can be applied to real-world structures.

• Journal of the Korean Data and Information Science Society
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• v.23 no.6
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• pp.1093-1102
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• 2012

In this paper, we predicted the interest spread using the VAR (vector autoregressive) model. Variables used in the VAR model were selected among 56 domestic and foreign macroeconomic time series through crosscorrelation and Granger causality test. The performance of the VAR model was compared with the univariate time series model, AR (autoregressive) model, in view of MAPE (mean absolute percentage error) and RMSE (root mean square error) of forecasts for the last twelve months.

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.13 no.1
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• pp.48-55
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• 2003

Hidden Markov Model(HMM) has a doubly embedded stochastic process with an underlying stochastic process that can be observed through another set of stochastic processes. This structure of HMM is useful for modeling vector sequence that doesn't look like a stochastic process but has a hidden stochastic process. So, HMM approach has become popular in various areas in last decade. The increasing popularity of HMM is based on two facts : rich mathematical structure and proven accuracy on critical application. In this paper, we applied continuous HMM (CHMM) approach with AR coefficient to detect and predict the chatter of lathe bite and to diagnose the wear of oil Journal bearing using rotor shaft displacement. Our examples show that CHMM approach is very efficient method for machine health monitoring and prediction.

• The Korean Journal of Applied Statistics
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• v.24 no.6
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• pp.995-1006
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• 2011

A time series can be decomposed into simple components with a multiscale method. Empirical mode decomposition(EMD) is a recently invented multiscale method in Huang et al. (1998). It is natural to apply a classical prediction method such a vector autoregressive(AR) model to the obtained simple components instead of the original time series; in addition, a prediction procedure combining a classical prediction model to EMD and Hilbert spectrum is proposed in Kim et al. (2008). In this paper, we suggest to adopt principal component analysis(PCA) to the prediction procedure that enables the efficient selection of input variables among obtained components by EMD. We discuss the utility of adopting PCA in the prediction procedure based on EMD and Hilbert spectrum and analyze the daily worm account data by the proposed PCA adopted prediction method.

• IEIE Transactions on Smart Processing and Computing
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• v.4 no.4
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• pp.195-201
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• 2015

For median filtering (MF) detection in altered digital images, this paper presents a new feature vector that is formed from autoregressive (AR) coefficients via an AR model of the gradients between the neighboring row and column lines in an image. Subsequently, the defined 10-D feature vector is trained in a support vector machine (SVM) for MF detection among forged images. The MF classification is compared to the median filter residual (MFR) scheme that had the same 10-D feature vector. In the experiment, three kinds of test items are area under receiver operating characteristic (ROC) curve (AUC), classification ratio, and minimal average decision error. The performance is excellent for unaltered (ORI) or once-altered images, such as $3{\times}3$ average filtering (AVE3), QF=90 JPEG (JPG90), 90% down, and 110% up to scale (DN0.9 and Up1.1) images, versus $3{\times}3$ and $5{\times}5$ median filtering (MF3 and MF5, respectively) and MF3 and MF5 composite images (MF35). When the forged image was post-altered with AVE3, DN0.9, UP1.1 and JPG70 after MF3, MF5 and MF35, the performance of the proposed scheme is lower than the MFR scheme. In particular, the feature vector in this paper has a superior classification ratio compared to AVE3. However, in the measured performances with unaltered, once-altered and post-altered images versus MF3, MF5 and MF35, the resultant AUC by 'sensitivity' (TP: true positive rate) and '1-specificity' (FN: false negative rate) is achieved closer to 1. Thus, it is confirmed that the grade evaluation of the proposed scheme can be rated as 'Excellent (A)'.

• Journal of the Korean Statistical Society
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• v.31 no.2
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• pp.237-250
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• 2002

Motivated by Cook's (1986) assessment of local influence by investigating the curvature of a surface associated with the overall discrepancy measure, this paper extends this idea to the linear regression model with AR(p) disturbances. Diagnostic for the linear regression models with AR(p) disturbances are discussed when simultaneous perturbations of the response vector are allowed. For the derived criterion, numerical studies demonstrate routine application of this work.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.23 no.2
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• pp.117-126
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• 2019

Legacy study for detecting arrhythmia have mostly used nonlinear method to increase classification accuracy. Most methods are complex to process and manipulate data and have difficulties in classifying various arrhythmias. Therefore it is necessary to classify various arrhythmia based on short-term data. In this study, we propose a feature extraction based on auto regressive modeling and an premature contraction arrhythmia classification method using SVM., For this purpose, the R-wave is detected in the ECG signal from which noise has been removed, QRS and RR interval segment is modelled. Also, we classified Normal, PVC, PAC through SVM in realtime by extracting four optimal segment length and AR order. The detection and classification rate of R wave and PVC is evaluated through MIT-BIH arrhythmia database. The performance results indicate the average of 99.77% in R wave detection and 99.23%, 97.28%, 96.62% in Normal, PVC, PAC classification.