• Title/Summary/Keyword: 비선형시스템

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GOCI-IIVisible Radiometric Calibration Using Solar Radiance Observations and Sensor Stability Analysis (GOCI-II 태양광 보정시스템을 활용한 가시 채널 복사 보정 개선 및 센서 안정성 분석)

  • Minsang Kim;Myung-Sook Park;Jae-Hyun Ahn;Gm-Sil Kang
    • Korean Journal of Remote Sensing
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    • v.39 no.6_2
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    • pp.1541-1551
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    • 2023
  • Radiometric calibration is a fundamental step in ocean color remote sensing since the step to derive solar radiance spectrum in visible to near-infrared wavelengths from the sensor-observed electromagnetic signals. Generally, satellite sensor suffers from degradation over the mission period, which results in biases/uncertainties in radiometric calibration and the final ocean products such as water-leaving radiance, chlorophyll-a concentration, and colored dissolved organic matter. Therefore, the importance of radiometric calibration for the continuity of ocean color satellites has been emphasized internationally. This study introduces an approach to improve the radiometric calibration algorithm for the visible bands of the Geostationary Ocean Color Imager-II (GOCI-II) satellite with a focus on stability. Solar Diffuser (SD) measurements were employed as an on-orbit radiometric calibration reference, to obtain the continuous monitoring of absolute gain values. Time series analysis of GOCI-II absolute gains revealed seasonal variations depending on the azimuth angle, as well as long-term trends by possible sensor degradation effects. To resolve the complexities in gain variability, an azimuth angle correction model was developed to eliminate seasonal periodicity, and a sensor degradation correction model was applied to estimate nonlinear trends in the absolute gain parameters. The results demonstrate the effects of the azimuth angle correction and sensor degradation correction model on the spectrum of Top of Atmosphere (TOA) radiance, confirming the capability for improving the long-term stability of GOCI-II data.

Performance Analysis of the Array Shape Estimation Methods Based on the Nearfield Signal Modeling (근거리 신호 모델링을 기반으로 한 어레이 형상 추정 기법들의 성능 분석)

  • Park, Hee-Young;Lee, Chung-Yong
    • The Journal of the Acoustical Society of Korea
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    • v.27 no.5
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    • pp.221-228
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    • 2008
  • To estimate array shape with reference sources in SONAR systems, nearfield signal modeling is required for the reference sources near a towed array. Array shape estimation method based on the nearfield signal modeling generally exploits the spatial covariance matrix of the received reference sources. Among those method, nearfield eigenvector method uses the eigenvector corresponding to the maximum eigenvalue as a steering vector of the reference source. In this paper, we propose a simplified subspace fitting method based on the nearfield signal modeling with spherical wave modeling. Furthermore, we analyze performance of the array shape estimation methods based on the nearfield signal modeling for various environments. The results of the numerical experiments indicate that the simplified subspace fitting method and the nearfield eigenvector method with single reference source shows almost similar performance. Furthermore, the simplified subspace fitting method with 2 reference sources consistently estimates the shape of the array regardless of the incident angle of the reference sources, whereas the nearfield eigenvector method cannot apply for the case of 2 reference sources.

Associations between Characteristics of Green Spaces, Physical Activity and Health - Focusing on the Case Study of Changwon City - (공원녹지의 특성과 신체활동 및 건강의 상호관련성 - 창원시를 대상으로 -)

  • Baek, Su-Kyeongq;Park, Kyung-Hun
    • Journal of the Korean Institute of Landscape Architecture
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    • v.42 no.3
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    • pp.1-12
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    • 2014
  • Urban Green space takes charge of the important role for the physical activity and promotion of health to the residents. Therefore, this study is trying to examine the relationship between the various characteristics of green space and green space usage for physical activity and health promotion. A questionnaire survey was conducted to obtain the information about patterns of green space usage and perceived neighborhood environments for the residents living in Changwon-si, Gyeongsangnam-do(n=541). Geographic Information System(GIS) was used to construct spatial data about green space accessibility and physical neighborhood environments. A Multiple Linear Regression model was used to examine the association between the characteristics of green space and physical activity, perceived health status and BMI(Body Mass Index). The study results revealed that the residents' physical activities are positively and directly influenced by the number of available public parks and green spaces in the vicinity(${\leq}200m$). The frequency at which residents witness others exercising nearby or the perceived abundance of low-cost gym facilities also factor as positive influences. The closer to the park, the higher the number of parks and area of green spaces, the more comfortable the walk thereto and the denser the neighboring residential area distribution, the perceived health level was found to be the more positively influenced. Further, it was verified that BMI is correlated with the number of public parks and green spaces within 400 m of the resident's home as well as the safety of walkways, the density of neighboring residential areas, the ratio of road, and the density of crosswalk. The significant multiple regression models between the characteristics of green spaces and physical activities and perceived health level were extracted within the significance level of 10%. This study will contribute to provide better understanding the ways in which green space and neighborhood characteristics are associated with physical activity and health. The result of this research will be available in the landscape architecture plan aimed at improving the use of green space for physical activity and reducing obesity.

An Empirical Study on Statistical Optimization Model for the Portfolio Construction of Sponsored Search Advertising(SSA) (키워드검색광고 포트폴리오 구성을 위한 통계적 최적화 모델에 대한 실증분석)

  • Yang, Hognkyu;Hong, Juneseok;Kim, Wooju
    • Journal of Intelligence and Information Systems
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    • v.25 no.2
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    • pp.167-194
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    • 2019
  • This research starts from the four basic concepts of incentive incompatibility, limited information, myopia and decision variable which are confronted when making decisions in keyword bidding. In order to make these concept concrete, four framework approaches are designed as follows; Strategic approach for the incentive incompatibility, Statistical approach for the limited information, Alternative optimization for myopia, and New model approach for decision variable. The purpose of this research is to propose the statistical optimization model in constructing the portfolio of Sponsored Search Advertising (SSA) in the Sponsor's perspective through empirical tests which can be used in portfolio decision making. Previous research up to date formulates the CTR estimation model using CPC, Rank, Impression, CVR, etc., individually or collectively as the independent variables. However, many of the variables are not controllable in keyword bidding. Only CPC and Rank can be used as decision variables in the bidding system. Classical SSA model is designed on the basic assumption that the CPC is the decision variable and CTR is the response variable. However, this classical model has so many huddles in the estimation of CTR. The main problem is the uncertainty between CPC and Rank. In keyword bid, CPC is continuously fluctuating even at the same Rank. This uncertainty usually raises questions about the credibility of CTR, along with the practical management problems. Sponsors make decisions in keyword bids under the limited information, and the strategic portfolio approach based on statistical models is necessary. In order to solve the problem in Classical SSA model, the New SSA model frame is designed on the basic assumption that Rank is the decision variable. Rank is proposed as the best decision variable in predicting the CTR in many papers. Further, most of the search engine platforms provide the options and algorithms to make it possible to bid with Rank. Sponsors can participate in the keyword bidding with Rank. Therefore, this paper tries to test the validity of this new SSA model and the applicability to construct the optimal portfolio in keyword bidding. Research process is as follows; In order to perform the optimization analysis in constructing the keyword portfolio under the New SSA model, this study proposes the criteria for categorizing the keywords, selects the representing keywords for each category, shows the non-linearity relationship, screens the scenarios for CTR and CPC estimation, selects the best fit model through Goodness-of-Fit (GOF) test, formulates the optimization models, confirms the Spillover effects, and suggests the modified optimization model reflecting Spillover and some strategic recommendations. Tests of Optimization models using these CTR/CPC estimation models are empirically performed with the objective functions of (1) maximizing CTR (CTR optimization model) and of (2) maximizing expected profit reflecting CVR (namely, CVR optimization model). Both of the CTR and CVR optimization test result show that the suggested SSA model confirms the significant improvements and this model is valid in constructing the keyword portfolio using the CTR/CPC estimation models suggested in this study. However, one critical problem is found in the CVR optimization model. Important keywords are excluded from the keyword portfolio due to the myopia of the immediate low profit at present. In order to solve this problem, Markov Chain analysis is carried out and the concept of Core Transit Keyword (CTK) and Expected Opportunity Profit (EOP) are introduced. The Revised CVR Optimization model is proposed and is tested and shows validity in constructing the portfolio. Strategic guidelines and insights are as follows; Brand keywords are usually dominant in almost every aspects of CTR, CVR, the expected profit, etc. Now, it is found that the Generic keywords are the CTK and have the spillover potentials which might increase consumers awareness and lead them to Brand keyword. That's why the Generic keyword should be focused in the keyword bidding. The contribution of the thesis is to propose the novel SSA model based on Rank as decision variable, to propose to manage the keyword portfolio by categories according to the characteristics of keywords, to propose the statistical modelling and managing based on the Rank in constructing the keyword portfolio, and to perform empirical tests and propose a new strategic guidelines to focus on the CTK and to propose the modified CVR optimization objective function reflecting the spillover effect in stead of the previous expected profit models.

Estimation of GARCH Models and Performance Analysis of Volatility Trading System using Support Vector Regression (Support Vector Regression을 이용한 GARCH 모형의 추정과 투자전략의 성과분석)

  • Kim, Sun Woong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.23 no.2
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    • pp.107-122
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    • 2017
  • Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.

Application of SP Monitoring in the Pohang Geothermal Field (포항 지열 개발지역에서의 SP 장기 관측)

  • Lim Seong Keun;Lee Tae Jong;Song Yoonho;Song Sung-Ho;Yasukawa Kasumi;Cho Byong Wook;Song Young Soo
    • Geophysics and Geophysical Exploration
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    • v.7 no.3
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    • pp.164-173
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    • 2004
  • To delineate geothermal water movement at the Pohang geothermal development site, Self-Potential (SP) survey and monitoring were carried out during pumping tests. Before drilling, background SP data have been gathered to figure out overall potential distribution of the site. The pumping test was performed in two separate periods: 24 hours in December 2003 and 72 hours in March 2004. SP monitoring started several days before the pumping tests with a 128-channel automatic recording system. The background SP survey showed a clear positive anomaly at the northern part of the boreholes, which may be interpreted as an up-flow Bone of the deep geothermal water due to electrokinetic potential generated by hydrothermal circulation. The first and second SP monitoring during the pumping tests performed to figure out the fluid flow in the geothermal reservoir but it was not easy to see clear variations of SP due to pumping and pumping stop. Since the area is covered by some 360 m-thick tertiary sediments with very low electrical resistivity (less than 10 ohm-m), the electrokinetic potential due to deep groundwater flow resulted in being seriously attenuated on the surface. However, when we compared the variation of SP with that of groundwater level and temperature of pumping water, we could identify some areas responsible to the pumping. Dominant SP changes are observed in the south-west part of the boreholes during both the preliminary and long-term pumping periods, where 3-D magnetotelluric survey showed low-resistivity anomaly at the depth of $600m\~1,000m$. Overall analysis suggests that there exist hydraulic connection through the southwestern part to the pumping well.

A Study on the Hull-dimension of 89 ton class Stow-net Vessel with Stern-fishing (89톤급 선미식 안강망어선의 선형치수에 관한 연구)

  • Park, Je-Ung;Lee, Hyeon-Sang
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.33 no.3
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    • pp.159-165
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    • 1997
  • This paper presents the optimum dimension of 89 ton class stow-net vessel with stern-fishing. The model of basic design is developed by using the optimization techniques referring to objective function and numerous constraints as follows; speed, fishing quantity, fishing days, catch per unit effort(CPUE), and weight/ratio of main dimensions, etc. Thus, the basic design of stow-net fishing vessel is built up by using the optimization of the design variables called the economic optimization criteria, and the objective function represents the criterion which is cost benefit ratio(CBR). The main conclusions are as follows. 1. S/W for decision of optimum hull size is developed in 89 ton class stow-net fishing vessel which is constructed with optimization of the design variables called the economic optimization criteria. 2. For optimum ship dimensions in 89 ton class stow-net fishing vessel, the hull dimensions can be obtained in the range of L= 27.3m, B = 6.6m, D = 2.80m, Cb = 0.695, T/D = 0.80, $\Delta$(displacement)=281.7ton with 10 knots.

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Analysis of Temperature Changes in Greenhouses with Recirculated Water Curtain System (순환식 수막하우스의 수온에 따른 플라스틱 온실 내 온도변화 분석)

  • Kim, Hyung-Kweon;Jeon, Jong-Gil;Paek, Yee;Pyo, Hee-Young;Jeong, Jae-Woan;Kim, Yong-Cheol
    • Journal of Bio-Environment Control
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    • v.24 no.2
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    • pp.93-99
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    • 2015
  • The purpose of this study was to determine the appropriate temperature for water curtain in greenhouses equipped with recirculated water curtain system. The study analyzed the changes in air temperature in non-heated greenhouses for strawberry cultivation based on outdoor temperature, water curtain temperature and night time. Three greenhouse units were used for this study: The first unit was assigned as a control (no water curtain system), two other greenhouses were equipped with recirculated water curtain system with water curtain temperatures of $10^{\circ}C$ and $15^{\circ}C$, respectively. Analysis showed that the indoor temperatures were directly correlated with the outdoor temperature in all experimental greenhouses. Heat insulating effect of $15^{\circ}C$ water curtain was increased by $1.3^{\circ}C$ compared to that in $10^{\circ}C$ water curtain system. The $15^{\circ}C$ water curtain treatment showed the highest average temperature and less temperature variation in comparison with control and $10^{\circ}C$ water curtain treatment. To maintain indoor temperature at $5^{\circ}C$, water curtain temperature of $10^{\circ}C$ was suitable when outdoor minimum and average temperatures were -1.3 and $1.5^{\circ}C$, and water curtain temperature of $15^{\circ}C$ was suitable when outdoor minimum and average temperatures were -4.7 and $-0.2^{\circ}C$, respectively. The highest temperature in greenhouses according to measurements in different periods of night time was observed after sunset (18:30-20:30), and the lowest temperature before sunrise (05:00-07:00). Water curtain maintained a target indoor temperature by acting as a layer of heat transfer insulator which decreased heat loss from greenhouses. Therefore, water temperature in recirculating water curtain systems should be determined by considering outdoor temperatures, changes in temperature at different periods of night time, and cultivated crop.

Investigation of Study Items for the Patterns of Care Study in the Radiotherapy of Laryngeal Cancer: Preliminary Results (후두암의 방사선치료 Patterns of Care Study를 위한 프로그램 항목 개발: 예비 결과)

  • Chung Woong-Ki;Kim I1-Han;Ahn Sung-Ja;Nam Taek-Keun;Oh Yoon-Kyeong;Song Ju-Young;Nah Byung-Sik;Chung Gyung-Ai;Kwon Hyoung-Cheol;Kim Jung-Soo;Kim Soo-Kon;Kang Jeong-Ku
    • Radiation Oncology Journal
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    • v.21 no.4
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    • pp.299-305
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    • 2003
  • Purpose: In order to develop the national guide-lines for the standardization of radiotherapy we are planning to establish a web-based, on-line data-base system for laryngeal cancer. As a first step this study was performed to accumulate the basic clinical information of laryngeal cancer and to determine the items needed for the data-base system. Materials and Methods: We analyzed the clinical data on patients who were treated under the diagnosis of laryngeal cancer from January 1998 through December 1999 In the South-west area of Korea. Eligiblity criteria of the patients are as follows: 18 years or older, currently diagnosed with primary epithelial carcinoma of larynx, and no history of previous treatments for another cancers and the other laryngeal diseases. The items were developed and filled out by radiation oncologlst who are members of forean Southwest Radiation Oncology Group. SPSS vl0.0 software was used for statistical analysis. Results: Data of forty-five patients were collected. Age distribution of patients ranged from 28 to 88 years(median, 61). Laryngeal cancer occurred predominantly In males (10 : 1 sex ratio). Twenty-eight patients (62$\%$) had primary cancers in the glottis and 17 (38$\%$) in the supraglottis. Most of them were diagnosed pathologically as squamous cell carcinoma (44/45, 98$\%$). Twenty-four of 28 glottic cancer patients (86$\%$) had AJCC (American Joint Committee on Cancer) stage I/II, but 50$\%$ (8/16) had In supraglottic cancer patients (p=0.02). Most patients(89$\%$) had the symptom of hoarseness. indirect laryngoscopy was done in all patients and direct laryngoscopy was peformed in 43 (98$\%$) patients. Twenty-one of 28 (75$\%$) glottic cancer cases and 6 of 17 (35$\%$) supraglottic cancer cases were treated with radiation alone, respectively. The combined treatment of surgery and radiation was used in 5 (18$\%$) glottic and 8 (47$\%$) supraglottic patients. Chemotherapy and radiation was used in 2 (7$\%$) glottic and 3 (18$\%$) supraglottic patients. There was no statistically significant difference in the use of combined modality treatments between glottic and supraglottic cancers (p=0.20). In all patients, 6 MV X-ray was used with conventional fractionation. The iraction size was 2 Gy In 80$\%$ of glottic cancer patients compared with 1.8 Gy in 59$\%$ of the patients with supraglottic cancers. The mean total dose delivered to primary lesions were 65.98 ey and 70.15 Gy in glottic and supraglottic patients treated, respectively, with radiation alone. Based on the collected data, 12 modules with 90 items were developed or the study of the patterns of care In laryngeal cancer. Conclusion: The study Items for laryngeal cancer were developed. In the near future, a web system will be established based on the Items Investigated, and then a nation-wide analysis on laryngeal cancer will be processed for the standardization and optimization of radlotherapy.

Evaluation of superficial dose for Postmastectomy using several treatment techniques (유방전절제술을 시행한 환자에서 치료기법에 따른 피부선량 평가)

  • Song, Yong Min;Choi, Ji Min;Kim, Jin Man;Kwon, Dong Yeol;Kim, Jong Sik;Cho, Hyun Sang;Song, Ki Won
    • The Journal of Korean Society for Radiation Therapy
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    • v.26 no.2
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    • pp.225-232
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    • 2014
  • Purpose : The purpose of this study was to evaluate the surface and superficial dose for patients requiring postmastectomy radiation therapy(PMRT) with different treatment techniques. Materials and Methods : Computed tomography images were acquired for the phantom(I'mRT, IBA) consisting of tissue equivalent material. Hypothetical chestwall and lung were outlined and modified. Five treatment techniques(Wedged Tangential; WT, 4-field IMRT, 7-field IMRT, TOMO DIRECT, TOMO HELICAL) were evaluated using only 6MV photon beam. GafChromic EBT3 film was used for dose measurements at the surface and superficial dose. Surface dose profiles around the phantom were obtained for each treatment technique. For superficial dose measurements, film were used inside the phantom and analyzed superficial region for depth from 1-6mm. Results : TOMO DIRECT showed the highest surface dose by 47~70% of prescribed dose, while 7-field IMRT showed the lowest by 35~46% of prescribed dose. For the WT, 4-field IMRT and 7-field IMRT, superficial dose were measured over 60%, 70%, and 80% for 1mm, 2mm, and 5mm depth, respectively. In case of TOMO DIRECT and TOMO HELICAL, over 75%, 80%, and 90% of prescribed dose was measured, respectively. Surface and superficial dose range were uniform in overall chestwall for the 7-field IMRT and TOMO HELICAL. In contrast, Because of the dose enhancement effect with oblique incidence, The dose was gradually increased toward the obliquely tangential angle for the WT and TOMO DIRECT. Conclusion : For PMRT, TOMO DIRECT and TOMO HELICAL deliver the higher surface and superficial doses than treatment techniques based linear accelerator. It showed adequate dose(over 75% of prescribed dose) at 1mm depth in skin region.