• Title/Summary/Keyword: 고유값 분석

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A Study on Eigen-properties of a 3-Dim. Resonant Cavity by Krylov-Schur Iteration Method (Krylov-Schur 순환법을 이용한 3-차원 원통구조 도파관의 고유특성 연구)

  • Kim, Yeong Min;Lim, Jong Soo
    • Journal of the Institute of Electronics and Information Engineers
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    • v.51 no.7
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    • pp.142-148
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    • 2014
  • Krylov-Schur iteration method has been applied to the 3-Dim. resonant cavity of a cylindrical form. The vector Helmholtz equation has been analysed for the resonant field strength in homogeneous media by FEM. An eigen-equation has been constructed from element equations basing on tangential edges of the tetrahedra element. This equation made up of two square matrices associated with the curl-curl form of the Helmholtz operator. By performing Krylov-Schur iteration loops on them, Eigen-values and their modes have been determined from the diagonal components of the Schur matrices and its transforming matrices. Eigen-pairs as a result have been revealed visually in the schematic representations. The spectra have been compared with each other to identify the effect of boundary conditions.

Idiosyncratic Volatility Puzzle Explained by Individual Traders in Korea Stock Market (한국주식시장의 고유변동성 퍼즐과 투자자별 거래량)

  • Jung, Youra;Yoo, Shiyong
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.16 no.10
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    • pp.6511-6516
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    • 2015
  • This paper examines the relationship between idiosyncratic volatility(IVOL) puzzle and trading volumes by trader types in the Korean stock market. The data set includes all stock in both KRX and KOSDAQ for the period from January 1999 through December 2013. Idiosyncratic volatility is measured by using the Fama-French's three-factor model. Traders are classified into individual, institution, and foreign trader. We construct (5X5) portfolios based on each trader's net buying and idiosyncratic volatility. We find that there are some special portfolios that show the idiosyncratic volatility puzzle. For individual investors, top net buying portfolios show clear the idiosyncratic volatility puzzle. However, for institution and foreign investors, lowest net buying portfolio show the idiosyncratic volatility puzzle. This results imply that the idiosyncratic volatility puzzle in the Korean stock market is mainly caused by individual investors.

Reliability and Validity of PWI(Psychosocial Wellbeing Index) (Psychosocial Wellbeing Index의 신뢰도 및 타당도)

  • Lee, Chae-Yong;Lee, Jong-Young
    • Journal of Preventive Medicine and Public Health
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    • v.29 no.2 s.53
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    • pp.255-264
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    • 1996
  • To study reliability and validity of PWI, this newly developed self-administered questionnaire which measures stress, was given to medical students. All respondent(133) were followed 4 weeks later and 92 were retested. Cronbach's $\alpha$ coefficient of data was 0.93. Test-retest reliability measured by Pearson's correlation coefficient was 0.72(P<0.01). Exploratory factor analysis(EFA) performed by principal axis factor method without iteration and by varimax rotation explored 13 principal components(eigenvalues > 1). After exploring 4 factor structure according to previous study results, factor 1 showed good agreement but other factors did not. Confirmatory factor analysis(CFA) showed poor fit of 4 factor model to data. In the further study, it may be considered to model that has unidimensional factor structure.

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Analysis of Straight Line Detection Using PCA (주성분 분석을 이용한 직선 검출에 대한 분석)

  • Oh, Jeong-su
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.19 no.9
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    • pp.2161-2166
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    • 2015
  • This paper analyzes the straight line detection using the principal component analysis (PCA) and proposes its improved algorithm to which two new functions are added. The first function removes invalid pixels through the detected straight line and detects a line again. The second function detects lines from non-overlapped blocks, selects valid line candidates, and detects a valid line from pixels adjacent to each line candidate. The proposed algorithm detects a more accurate straight line with a low computation in comparison with the conventional algorithm in an image with somewhat refined lines.

Timetabling and Analysis of Train Connection Schedule Using Max-Plus Algebra (Max-Plus 대수를 이용한 환승 스케줄 시간표 작성 및 분석)

  • Park, Bum-Hwan
    • Journal of the Korean Society for Railway
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    • v.12 no.2
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    • pp.267-275
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    • 2009
  • Max-plus algebra is a nonlinear system comprised of two operations, maximization (max) and addition (Plus), which are corresponding to the addition and the multiplication in conventional algebra, respectively. This methodology is applicable to many discrete event systems containing the state transition with the maximization and addition operation. Timetable with connection is one of such systems. We present the method based on max-plus algebra, which can make up timetable considering transfer and analyse its stability and robustness. In this study, it will be shown how to make up the timetable of the urban train and analyse its stability using Max-Plus algebra.

Identification of System Frequency Variations in Vehicle-Bridge Interaction Systems (교량-차량 동적상호작용을 고려한 시간가변적 시스템 특성 분석)

  • Lee, Jaehun;Lee, Young Jae;Kim, Robin Eunju
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.35 no.1
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    • pp.23-28
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    • 2022
  • Natural frequency variations in a vehicle-bridge interaction system is examined. The interaction system is designed for a simple beam subject to a moving vehicle. The equation of motion for the system is derived under the quarter-car condition, and numerical simulation is performed. Frequency amplification ratio (FAR) is defined as a ratio between the initial and the varying natural frequency of the system; a discontinuity in the FAR implies a resonance condition. Analysis is mainly focused on patterns, frequency variation characteristics, and discontinuity points of the FAR under the vehicle mass and tire stiffness variations. The result reveals that the interactions between the system affects the natural frequency of both the vehicle and the bridge in similar frequency regions that can be visually identified at the middle of the span using the FAR.

Bootstrap inference for covariance matrices of two independent populations (두 독립 모집단의 공분산 행렬에 대한 붓스트랩 추론)

  • 김기영;전명식
    • The Korean Journal of Applied Statistics
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    • v.4 no.1
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    • pp.1-11
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    • 1991
  • It is of great interest to consider the homogeniety of covariance matrices in MANOVA of discriminant analysis. If we lock at the problem of testing hypothesis, H : $\Sigma_1 = \Sigma_2$ from an invariance point of view where $\Sigma_i$ are the covariance matrix of two independent p-variate distribution, the testing problem is invariant under the group of nonsingular transformations and the hypothesis becomes H : $\delta_1 = \delta_2 = \cdots = \delta_p = 1$ where $\delta = (\delta_1, \delta_2, \cdots, \delta_p)$ is a vector of latent roots of $\Sigma$. Bias-corrected estimators of eigenvalues and sampling distribution of the test statistics proposed are obtained. Pooled-bootstrap method also considered for Bartlett's modified likelihood ratio statistics.

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Document Thematic words Extraction using Principal Component Analysis (주성분 분석을 이용한 문서 주제어 추출)

  • Lee, Chang-Beom;Kim, Min-Soo;Lee, Ki-Ho;Lee, Guee-Sang;Park, Hyuk-Ro
    • Journal of KIISE:Software and Applications
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    • v.29 no.10
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    • pp.747-754
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    • 2002
  • In this paper, We propose a document thematic words extraction by using principal component analysis(PCA) which is one of the multivariate statistical methods. The proposed PCA model understands the flow of words in the document by using an eigenvalue and an eigenvector, and extracts thematic words. The proposed model is estimated by applying to document summarization. Experimental results using newspaper articles show that the proposed model is superior to the model using either word frequency or information retrieval thesaurus. We expect that the Proposed model can be applied to information retrieval , information extraction and document summarization.

Comparative Study on Coda Attenuation of the Southeastern Korean Peninsula (한반도 남동부지역 코다 Q의 비교 분석)

  • Chung, Tae-Woong;Choi, Soo-Hyun
    • Geophysics and Geophysical Exploration
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    • v.14 no.3
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    • pp.249-253
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    • 2011
  • Based on intrinsic and scattering quality factor ($Q_i^{-1}$ and$Q_s^{-1}$) obtained from the seismic data of the southeastern Korean Peninsula, the expected coda quality factor (${Q_{Cexp}}^{-1}$) was theoretically calculated using multiple scattering model, and was compared with other quality factors such as $Q_i^{-1}$, $Q_s^{-1}$, and observed $Q_C^{-1}$ obtained by single scattering model. While the ${Q_{Cexp}}^{-1}$ values are typically comparable to the $Q_i^{-1}$ values, the $Q_C^{-1}$ values are different from the ${Q_{Cexp}}^{-1}$ values except for the higher frequency. Future works require to consider depth-dependent attenuation.

Threshold Based Buffer Management Algorithm for Fair QoS in ATM (ATM에서 공정한 QoS 제공을 위한 문턱간 기반 버퍼 관리 알고리즘)

  • 고유신;강은성;고성택
    • Proceedings of the Korea Institute of Convergence Signal Processing
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    • 2003.06a
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    • pp.230-233
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    • 2003
  • ATM 트래픽 관리의 목적은 호 설정시 요구하는 QoS를 충족시키는 것과 최소한의 망 자원을 이용하면서 망을 보호하는 것이다. 또한, 서로 다른 채널간 QoS을 공정하게 보장하는 것이 필요하다. 본 논문에서는 채널들간에 공정한 QoS 제공과 링크 이용률을 높이기 위하여 입력버퍼에 문턱값을 기반으로 출력 셀율을 동적으로 조정하는 새로운 TBBM(threshold based buffer management)알고리즘을 제안하였으며 문턱값 변화에 따른 성능을 분석하였다.

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