• Title/Summary/Keyword: 델타

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Enhanced FCM Based Hybrid Network for Effective Pattern Classification (효과적인 패턴분류를 위한 개선된 FCM 기반 하이브리드 네트워크)

  • Kim, Tae-Hyung;Cha, Eui-Young;Kim, Kwang-Baek
    • Proceedings of the Korean Society of Computer Information Conference
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    • 2009.01a
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    • pp.35-40
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    • 2009
  • FCM 알고리즘은 입력 벡터와 각 클러스터의 유클리드 거리를 이용하여 구해진 소속도만를 비교하여 데이터를 분류하기 때문에 클러스터링 된 공간에서의 데이터들의 분포에 따라 바람직하지 못한 클러스터링 결과를 보일 수 있다. 이러한 문제점을 개선하기 위해 대칭적 성질을 이용하는 대칭성 측도에 퍼지 이론을 적용하여 군집간의 거리에 따른 변화와 군집 중심의 위치, 그리고 군집 형태에 따라 영향을 덜 받는 개선된 FCM이 제안되었다. 본 논문에서는 효과적으로 패턴을 분류하기 위해 개선된 FCM 알고리즘을 적용한 개선된 하이브리드 네트워크를 제안한다. 제안된 하이브리드 네트워크는 개선된 FCM 알고리즘을 입력층과 중간층의 학습구조 적용하고 중간층과 출력층의 학습구조는 일반화된 델타학습법을 적용한다. 제안된 방법의 인식성능을 평가하기 위해 2차원 좌표평면 상의 데이터를 기존의 Max_Min 신경망을 이용한 FCM 기반 RBF 네트워크와 FCM 기반 RBF 네트워크, HCM 기반 네트워크와 제안된 방법 간의 학습 및 인식 성능을 비교 및 분석하였다.

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거래비용을 고려한 옵션 복제 전략의 성과 비교

  • Bae, Seong-Sik;O, Hyeong-Sik;Jang, Yeon-Sik;Park, Jae-Hyeon
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2005.05a
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    • pp.756-763
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    • 2005
  • 본 논문에서는 KOSPI200 지수선물의 분 단위 가격 데이터를 이용하여 거래비용을 고려한 옵션 복제 전략들의 성과를 비교하였다. 비교를 위해 사용한 옵션 복제 전략들은 (1)Black-Scholes 델타(delta) 전략, (2)Black-Scholes 델타 한도 전략, (3)Leland 전략, (4)Whalley-Wilmott 전략이다. 각 전략들은 옵션 복제를 위한 기초자산 거래와 관련된 두 가지 질문에 대한 답을 준다. 첫 번째 질문은 거래 시점에 관한 것으로, '언제 거래할 것인가'이고, 두 번째 질문은 거래량에 관한 것으로, '얼마만큼 거래할 것인가'이다. 본 논문에서는 현실적인 KOSPI200 지수선물 거래수수료(거래금액 대비 0.01%) 환경에서 잔존만기 1년인 유럽형 등가격 콜 옵션을 복제하는 경우를 실험하였다. 실험 결과 Leland 전략을 제외한 나머지 세 전략들의 복제 성과가 상대적으로 뛰어난 것으로 나타났다. 그러나 이들 세 전략들 간에는 복제 성과에 대해 뚜렷한 차이를 발견하기 어려웠다. 한편, 복제 종료 시점에서의 복제 손익에 큰 영향을 미치는 요인은 복제 오차(복제 포트폴리오의 만기 가치와 복제 대상 옵션의 만기 현금흐름의 차이)인 것으로 나타난 반면, 복제를 위한 기초자산 거래비용이 복제 종료 시점에서의 복제 손익에 미치는 영향은 적은 것으로 나타났다.

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A Study on Delta Pitch Searching of CELP Vocoder using the Symmetry of Correlation (상관관계 대칭성을 이용한 CELP 보코더의 델타피치 검색에 관한 연구)

  • Jung Hyun Uk;Min So Yeon;Bae Myung Jin
    • Proceedings of the Acoustical Society of Korea Conference
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    • autumn
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    • pp.119-122
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    • 2004
  • G.723.1은 저 전송률 환경에서 고 음질을 제공하여 주고 있으나 CELP형 부호화기가 갖는 합성에 의한 분석(Analysis by Synthesis)방식의 구조로 인해 많은 처리 시간과 계산량을 요구하게 된다. 본 논문에서는 G.723.1에 대해 NAMDF함수를 적용하여 델타 피치 검색과정의 계산량을 줄여 부호화기의 전체 계산량을 감소시키는 방법을 제안하였다. 기존의 피치 검출 알고리즘에서 피치 검출을 위해 사용하고 있는 자기상관함수는 곱셈 연산에서 발생하는 bit의 dynamic range가 커서 나눗셈 연산에서도 과도한 연산량을 필요로 한다. 따라서, 이러한 계산량의 감소를 위해 기존의 자기상관함수 대신 계산량을 감소하기 위하여 NAMDF 방법을 적용하였고 추가된 skipping 기법을 사용하였다. 계산량 감소율 측면에서는 약 $64\%$의 감소율을 보였고 기존의 방법과 제안한 방법간의 피치 pitch contour은 원음성의 피치 contour와 유사하였고, 음질 평가에서도 기존의 G.723.1 부호화기 합성음과 유사한 길과를 얻을 수 있었다.

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Modeling and Motion-control for a Light-weight Delta Robot (경량 델타로봇의 모델링 및 모션 제어)

  • Kim, Seong-Il;Hong, Jun-Ho;Shin, Dongwon
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.17 no.3
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    • pp.155-162
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    • 2018
  • Delta robots are usually used for industrial manufacturing, but heavy weight and expensive price have been obstacles to rapid propagation of robots in the field. The goal of this research is to make light-weight and price-competitive delta robots. To reduce the weight, we used plastic material for the arm link, and to reduce the price, we used a step-motor as the main actuator. First we formulated the equations of inverse kinematics for the designed delta robot and then verified these equations by using multibody-dynamics simulation. An algorithm of motion control was developed and applied to the motion-processing unit using a timer-interrupt of 8 milliseconds. Finally, we tested the performance of the new delta robot by checking its control of motion along line segments.

A Methodology for Hedging Equity Linked Warrant Using Artificial Neural Network (인공신경망을 이용한 주식워런트증권(ELW)의 헤징 방안)

  • Ryu, Jae-Pil;Shin, Hyun-Joon
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.13 no.3
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    • pp.1091-1098
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    • 2012
  • From the perspective of risk management, financial organization that have issued ELW require an efficient hedging methodology due to recently increased trade volume of ELW. This study presents an ELW hedging methodology using artificial neural network(ANN) to minimize hedging costs. The performance of the presented methodology in this study is examined by analysis utilizing the prices and volatilities of underlying assets, risk free interest rates, and maturities and computational experiments show that the proposed method is superior to existing dynamic delta hedging(DDH) technique in terms of hedging costs ranged from 25% to 250%.

Investigation of Vortex Interactions over a Delta Wing with the Leading Edge Extension (연장된 앞전을 갖는 델타형 날개에서의 와류 상호작용에 관한 연구)

  • 이기영;손명환;장영일
    • Journal of the Korea Institute of Military Science and Technology
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    • v.4 no.2
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    • pp.215-224
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    • 2001
  • An experimental investigation was conducted on the interaction of vortices over a delta wing with the leading edge extension for three angles of attack($16^{\circ},\; 24^{\circ} \;and\; 28^{\circ}$) at Reynolds number of $1.76{\times}10^6.$ The experimental data included total pressure contours and velocity vectors using 5-hole probe measurements. Constant total pressure coefficient contours show the LEX vortex moves downward and outboard, while the wing vortex exhibited an inboard and upward migration. At near the trailing edge, these vortices reveal a direct interaction between the wing and LEX vortex, featuring a coiling of vortex cores about each other. The combined effect of the interaction of these two vortices and proximity to the wing surface results in the increase of the suction peak. This is in contrast to the result obtained on the delta wing alone configuration, where the effect of the vortex breakdown was manifested. The interaction of the wing and LEX vortices is more pronounced at higher AOA.

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IT Industrial Policy of China (중국 IT 산업 정책)

  • Kwon Oh-Heung
    • Resources Recycling
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    • v.12 no.6
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    • pp.64-70
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    • 2003
  • China is in the midst of readiness for the jump of the IT industry. It is generally esteemed in business circles that China will step up to the level which can be called the strong country of IT in the aspect of quality as well as the expansion of quantity China has put in operation the supporting policies of IT industry altogether through 'The 10th 5-year plan' which has begun since 2001 keeping pace with it, we are going to find out the desirable directions which we head for by looking into the present situation and policies for the development of Jung-kyung, where 'The master plan of the western development' is now Per-forming to balance the big economic disparity in the eastern and western areas.

Intelligent Control System for Universal Kiosk (가변형 키오스크를 위한 지능제어 시스템 설계)

  • Kyung, Yeo-Sun;Kim, Joo-Woong;Yoo, Young-Cheol;Jung, Sung-Boo;Eom, Ki-Hwan
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2011.05a
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    • pp.579-582
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    • 2011
  • Variable mechanism perceives height and location of the person who use Kiosk system then control the machine to proper height and location. In this paper, we propose ADALINE-Fuzzy logic system control method for control height and direction of the variable kiosk. To prove usefulness of proposed system, we performed Widrow-Hoff delta rule experiment and carried out examination and comparison of control performance about heigh and direction of the person using kiosk system.

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An Operation History Model for Version Management of Software Objects (소프트웨어 객체의 버전 관리를 위한 연산 히스토리 모델)

  • Rho, Jungkyu
    • The Journal of Korean Association of Computer Education
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    • v.7 no.1
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    • pp.27-35
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    • 2004
  • Software documents consist of a number of objects and relationships between them, and structure of documents can be changed frequently. In the existing software version management models, changes in one object may be propagated to other objects unnecessarily. In this paper, we propose an efficient version management model for software objects based on history of operations applied to software objects. Operations applied to objects are recorded in the operation history, and those are used to retrieve versions of a document. Because versions of objects are stored and retrieved using the operation delta, it is not required to compare versions of a document to extract delta during check-in process. In addition, it can manage changes of structure of objects efficiently because it supports not only object creation, deletion, and update operation but also object move operation.

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A Study about Vortex Flow Characteristics on Delta Wing by Time-resolving PIV (시간해상도 PIV를 이용한 델타형 날개에서의 와류 유동특성에 관한 연구)

  • Choi, Min-Seon;Lee, Hyun;Lee, Young-Ho
    • Journal of Advanced Marine Engineering and Technology
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    • v.28 no.3
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    • pp.493-499
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    • 2004
  • The dominant effect of the interaction between vortices, generated by the addition of the Leading Edge Extension(LEX) in front of the wing, was well observed in this experiment. In this study, systematic approach by PIV experimental method within a circulating water channel was adopted to study the fundamental characteristics of induced vertex generation, development and its breakdown appearing on a delta wing model with or without LEX in terms of four angles of attack($15^{\circ}$, $20^{\circ}$, $25^{\circ}$, $30^{\circ}$) and six measuring sections(30%, 40%, 50%, 60%, 70%, 80%) of chord length. Distributions of time-averaged velocity vectors and vortices over the delta wing model were compared along the chord length direction. High-speed CCD camera which made it possible to acquire serial images is able to get the detailed information about the flow characteristics occurred on the delta wing. Especially quantitative comparison of the maximum vorticity featuring the induced pressure distribution were also conducted to clarity the significance of the LEX existence.