• Proceedings of the Korean Statistical Society Conference
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• 2005.05a
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• pp.155-160
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• 2005

상호정보를 이용하면 두 확률변수 사이의 종속의 정도를 평가할 수 있는 측도를 제시할 수 있고 두 변수 사이의 상관관계를 나타내는 표본상관계수의 단점을 보완한 일반화상관계수를 정의할 수 있다.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.26 no.6B
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• pp.746-751
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• 2001

일반적으로 음향 반향 제거기에서 적응필터의 안정성을 보장하기 위해서 동시통화 검출기(DTD)를 사용하여 원단화자 신호와 근단화자 신호의 존재 여부에 따라 적응필터 계수의 적응 여부를 결정한다. 본 논문에서는 두 개의 상호상관계수를 이용하여 계산량과 메모리 소자수 면에서 효율적인 동시통화 검출 알고리즘을 제안하였다. 제안된 알고리즘은 마이크로폰의 입력신호와 추정된 반향 신호간의 상호상관계수, 그리고 마이크로폰의 입력신호와 오차신호간의 상호상관계수를 이용하여, 주행 상황과 같이 심한 잡음 환경에서도 동시통화 구간의 시작점과 끝점 검출에 강인한 특성을 갖는다. 또한, 기존의 상호상관도를 이용하는 방법에 비하여 적은 양의 계산과 메모리를 필요로 하여 저가의 고정소수점 DSP를 이용한 실시간 구현에 적합하다. 성능 평가를 위하여 차내 핸즈프리 통신 환경에서 얻은 실측 데이터를 사용하여 기존의 방법과 비교하였다.

• Journal of Korea Water Resources Association
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• v.38 no.10 s.159
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• pp.851-859
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• 2005

Normalized cross-correlation (correlation coefficient) is a useful measure for pattern matching in PIV (Particle Image Velocimetry) analysis. Because it does not have a corresponding simple expression in frequency domain, several fast but inexact measures have been used. Among them, three measures of correlation for PIV analysis and the normalized cross-correlation were evaluated with a sample calculation. The test revealed that all other proposed correlation measures sometimes show inaccurate results, except the normalized cross-correlation. However, correlation coefficient method has a weakpoint that it requires so long time for calculation. To overcome this shortcoming, a fast and exact method for calculating normalized cross-correlation is suggested. It adopts Fast Fourier Transform (FFT) for calculation of covariance and the successive-summing method for the denominator of correlation coefficient. The new algorithm showed that it is really fast and exact in calculating correlation coefficient.

• The Journal of Korea Institute of Information, Electronics, and Communication Technology
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• v.2 no.2
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• pp.23-28
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• 2009

This study describes an emotion classification method using two different feature parameters of four-channel EEG signals. One of the parameters is linear prediction coefficients based on AR modelling. Another one is cross-correlation coefficients on frequencies of ${\theta}$, ${\alpha}$, ${\beta}$ bands of FFT spectra. Using the linear predictor coefficients and the cross-correlation coefficients of frequencies, the emotion classification test for four emotions, such as anger, sad, joy, and relaxation is performed with an artificial neural network. The results of the two parameters showed that the linear prediction coefficients have produced the better results for emotion classification than the cross-correlation coefficients of FFT spectra.

• The Korean Journal of Applied Statistics
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• v.35 no.3
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• pp.421-434
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• 2022

Chatterjee (2021) proposed a new correlation coefficient ξ. Focusing on two questions (1. Is ξ coefficient distinguishable for Anscombe's quartet data set?, 2. How does the ξ coefficient value change according to the number of data for various kinds of scatterplots?), an exploratory data analysis is attempted for ξ coefficient. We can compare three measures (ξ coefficient, Pearson's correlation coefficient and mutual information).

• The Journal of Korean Institute of Communications and Information Sciences
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• v.41 no.11
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• pp.1417-1419
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• 2016

In order to improve the transmission performance of a chirp signal-based chirp spread spectrum system, the cross-correlation coefficient (CCC) should be carefully considered. In this paper, we derive the CCC for analyzing the transmission performance and propose the optimal chirp rate based on the analysis. The simulation results verify the mathematical derivations and show that the considered scheme can improve the performance by considering the CCC.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.32 no.5C
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• pp.478-486
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• 2007

Double-talk detection errors can result in either large residual echo or distorting the near-end talker's input speech. Thus accurate double-talk detection is an important problem in the acoustic echo canceller to improve the speech quality. In the double-talk detection algorithm using a cross-correlation coefficient, double-talk detection errors can occur in the initial convergence period of an adaptive filter or in noisy environment since the cross-correlation coefficient becomes large in such situations. In this paper, we propose a new double-talk detection algorithm based on the cross-correlation method using a normalized error signal power to reduce the double-talk detection errors. The experimental results have shown the performance improvement of an acoustic echo canceller as well as the noise-robustness of the proposed double-talk detector.

• Journal of the Korean Institute of Intelligent Systems
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• v.22 no.3
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• pp.287-293
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• 2012

This paper presents an efficient image registration method by measuring the similarity, which is based on multi-dimensional intensity fluctuation. Multi-dimensional intensity which considers 4 directions of the image, is applied to reflect more properties in similarity decision. And an intensity fluctuation is also applied to measure comprehensively the similarity by considering a change in brightness between the adjacent pixels of image. The normalized cross-correlation(NCC) is calculated by considering an intensity fluctuation to each of 4 directions. The 5 correlation coefficients based on the NCC have been used to measure the registration, which are total NCC, the arithmetical mean and a simple product on the correlation coefficient of each direction and on the normalized correlation coefficient by the maximum NCC, respectively. The proposed method has been applied to the problem for registrating the 22 face images of 243*243 pixels and the 9 person images of 500*500 pixels, respectively. The experimental results show that the proposed method has a superior registration performance that appears the image properties well. Especially, the arithmetical mean on the correlation coefficient of each direction is the best registration measure.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.28 no.2
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• pp.153-160
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• 2015

The objective of this study is to construct the TPU aerodynamic database with wind tunnel test data of overall wind loads and responses on tall buildings. In this study, wind tunnel tests were conducted to investigate characteristics of wind forces and the effect of wind load combination by cross-correlation analysis among along-wind overturning moment, across-wind overturning moment and torsional moment on a tall building with various side ratios(D/B=0.33, 0.50, 0.77, 0.83, 0.91, 1.0, 1.1, 1.2, 1.3, 2.0 and 3.0) for different terrain roughnesses. The results of wind tunnel tests were compared with those of past literatures. As a result, there was no significant effects of changing of terrain roughnesses on moment coefficients and power spectral densities of across-wind overturning moment coefficients and torsional moment coefficients with various side ratios. Further, these results were good agreement with those of past literatures. From cross-correlation analysis, the across-wind overturning moment coefficients were highly correlated with the torsional moment coefficients. The results of this study will be helpful for practical designers in preliminary design stage.

• The Korean Journal of Financial Management
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• v.18 no.2
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• pp.169-191
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• 2001

본 연구는 우리나라와 일본의 주가, 금리와 환율 등 주요 금융자산가격변수들이 상호간에 주고받는 영향을 3변량 MA-GARCH모형을 사용하여 분석하여 보았다. 우선 각 시장의 조건부 수익률을 기준으로 볼 때 우리나라에서는 외환위기 이후 주식시장과 채권시장의 상관관계는 낮아진 반면 외환시장과 주식시장, 외환시장과 채권시장의 상관관계는 10%p 이상씩 높아진 것으로 나타났다. 따라서 외환위기 이후 주식, 채권시장의 외환시장과의 연관성은 크게 높아져 환율 움직임의 영향력이 전반적으로 커졌다고 이해할 수 있다. 이에 비해 일본의 경우 각각의 금융시장간 상관계수는 10% 이하의 매우 낮은 수준에 불과하여 상호관련성이 낮은 수준을 보여 주었다. GARCH 추정이 도출한 각 시장의 조건부표준편차들간의 상관계수를 보면, 우리나라와 일본 모두 외환시장 변동성$\leftrightarrow$채권시장 변동성, 주식시장 변동성$\leftrightarrow$채권시장 변동성 사이의 상관관계는 28-29% 정도이며, 외환시장 변동성$\leftrightarrow$주식시장 변동성 사이의 관계는 21% 정도로 상대적으로 낮은 수치를 보여 주었다. 반면에 금융시장 변동성의 각 국간 상관관계는 90% 내외의 높은 상관관계를 가져, 국가내의 시장간 관계보다 더 높은 수치를 보여 주었다. 따라서 우리나라와 일본의 금융시장 변동성은 국내금융시장간의 요인보다는 모두 미국 주식시장에서의 충격이나 국제유가 급등락 등 외부적 요인에 대해 크게 영향을 받는 것으로 판단해 볼 수 있을 것이다.