• The Korean Journal of Applied Statistics
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• v.25 no.1
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• pp.15-27
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• 2012

We have studied the realized variance(RV) of intra-day returns and market microstructure noise based on high-frequency stock transaction data for the four largest companies in terms of market capitalization in the KOSPI. First, non-negligible biases are observed for the RV and for the bias-corrected realized variance($RV_{AC_1}$) which is constructed by adjusting RV for the first order autocorrelation in intra-day returns. Bias is more obvious for the RV and the $RV_{AC_1}$ when intra-day returns are sampled more frequently than every 2 minutes. Transaction Time Sampling(TTS) is shown to be better than Calendar Time Sampling(CTS) in terms of biases of the RV and the $RV_{AC_1}$ for the 4 companies. The analysis reveals that market microstructure noise is temporally dependent. Second, by using the Noise-to-Signal Ratio(NSR), we estimate sampling frequencies that are optimal in terms of the Mean Square Errors(MSE) of the RV and the $RV_{AC_1}$. The optimal sampling frequencies are around 200 for RV and is around 5000 for the $RV_{AC_1}$ for all the four stock prices. For the 6 hour transaction period of the Korean stock trading, these correspond to about 2 minutes and 6 seconds.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.39 no.8
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• pp.801-806
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• 2015

Journal bearings support rotors using fluid film between the rotor and the stator. Generally, journal bearings are used in large rotor systems such as turbines in a power plant, because even in high-speed and load conditions, journal bearing systems run in a stable condition. To enhance the reliability of journal-bearing systems, in this paper, we study health-diagnosis algorithms that are based on the supervised learning method. Specifically, this paper focused on defining the unit of features, while other previous papers have focused on defining various features of vibration signals. We evaluate the features of various lengths or units on the separable ability basis. From our results, we find that one cycle datum in the time-domain and 60 cycle datum in the frequency domain are the optimal datum units for real-time journal-bearing diagnosis systems.

• Analytical Science and Technology
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• v.12 no.4
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• pp.265-272
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• 1999

A simultaneous profile analysis of 19 environmental estrogens, which act like estrogen and may effect the endocrine system by binding to hormone receptors or influencing cell signaling pathways, was attempted. The present method was based on the selected ion monitoring (SIM) mode of gas chromatography/mass spectrometry (GC/MS). It involves solid-liquid extraction, enzyme hydrolysis, liquid-liquid extraction and quantitative conversion into trimethylsilyl (TMS)-ether derivatives. Analytical recovery range was 47.6 ~ 99.5% and the RSD values of within-a-day and day-to-day test were 0.66 ~ 9.33%, 1.66 ~ 16.14%, respectively. The Korean reference values for the evaluation of environmental estrogen effects were established by this method.

• Korean Journal of Optics and Photonics
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• v.25 no.1
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• pp.1-7
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• 2014

Multiple scattering effects in cloud are important error sources of the Mie scattering Lidar inversion method, which should be measured to correct the Lidar equation in single wavelength Mie Lidar. We have calculated the multiple scattering effects in liquid water clouds by using a Monte Carlo method, and we have applied these multiple scattering effects in measuring water cloud effective size and LWC (Liquid Water Content). When cloud effective size is less than $2.5{\mu}m$, we can easily extract cloud effective size and LWC by using two wavelength Lidar such as extinction coefficients measured at 355nm and 1064nm. For a larger size cloud, we can find that saturated degree of linear polarization is strongly correlated with cloud effective size, LWC, and extinction coefficients. From these correlations we know that we can measure LWC and cloud effective size if we use single wavelength Rotational Raman Lidar and Mie scattering polarization Lidar.

• The Journal of the Acoustical Society of Korea
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• v.39 no.5
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• pp.447-453
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• 2020

In this paper, we propose a system to extract effective speaker representations from a speech signal using a deep learning method. Based on the fact that speech signal contains identity unrelated information such as text content, emotion, background noise, and so on, we perform a training such that the extracted features only represent speaker-related information but do not represent speaker-unrelated information. Specifically, we propose an auto-encoder based disentanglement method that outputs both speaker-related and speaker-unrelated embeddings using effective loss functions. To further improve the reconstruction performance in the decoding process, we also introduce a discriminator popularly used in Generative Adversarial Network (GAN) structure. Since improving the decoding capability is helpful for preserving speaker information and disentanglement, it results in the improvement of speaker verification performance. Experimental results demonstrate the effectiveness of our proposed method by improving Equal Error Rate (EER) on benchmark dataset, Voxceleb1.

• Journal of the Institute of Electronics Engineers of Korea TC
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• v.43 no.12 s.354
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• pp.83-88
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• 2006

In this paper, we propose a new cross bar embedded structure for improvement of attenuation characteristics along the different lossy media. A general characterization procedure based on the extraction of the characteristic impedance and propagation constant for analyzing a single MIS(Metal-Insulator-Semiconductor) transmission line used and an analysis for a new substrate shielding MIS structure consisting of grounded crossbars at the interface between Si and Sio2 layer using the Finite-Difference Time-Domain(FDTD) technique is used. In order to reduce the substrate effects on the transmission line characteristics, a shielding structure consisting of grounded cross bar lines over time-domain signal has been examined. The extracted, distributed frequency-dependent transmission line parameters as well as the line voltages and currents, and also corresponding equivalent circuit parameters have been examined as function of frequency. It is shown that the quality factor of the transmission line can be improved without significant changes in the characteristic impedance and effective dielectric constant.

• Journal of the Institute of Electronics Engineers of Korea SD
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• v.47 no.2
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• pp.68-76
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• 2010

Touch-enabled technology is increasingly being accepted as a main communication interface between human and computers. However, conventional touchscreen technologies, such as resistive overlay, capacitive overlay, and SAW(Surface Acoustic Wave), are not cost-effective for large screens. As an alternative to the conventional methods, we introduce a newly emerging method, an optical imaging touchscreen which is much simpler and more cost-effective. Despite its attractive benefits, optical imaging touchscreen has to overcome some problems, such as heavy computational complexity, intermittent ghost points, and over-sensitivity, to be commercially used. Therefore, we designed a hardware controller for signal processing and multi-coordinate computation, and proposed Infrared-blocked DA(Dark Area) manipulation as a solution. While the entire optical touch control took 34ms with a 32-bit microprocessor, the designed hardware controller can manage 2 valid coordinates at 200fps and also reduce energy consumption of infrared diodes from 1.8Wh to 0.0072Wh.

• Journal of the Institute of Electronics and Information Engineers
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• v.51 no.7
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• pp.201-208
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• 2014

The performance of a landmine detection system depends on consistent extractions of the features of landmines. Since landmines have diverse sizes, it is critical to select an appropriate window size to represent the landmine region consistently. Conventional detection systems are incapable of extracting consistent landmine features because they employ fixed window sizes. This paper proposes a window size selection method according to the size of a landmine. The proposed method selects an appropriate window size based on the type of a landmine estimated from the response signal of the system. Data on various types of soils and landmines were generated from a simulation program to evaluate the performance of the proposed method. The results verified that the proposed method, which employs an adaptive window size, yields a better landmine detection rate than the conventional methods, which employ fixed window sizes.

• Journal of Convergence for Information Technology
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• v.7 no.6
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• pp.143-151
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• 2017

The generalized Hough transform(GHough) can be used effectively for detecting and extracting an arbitrary-shaped 2-D model in an input image. However, the main drawbacks of the GHough are both heavy computation and an excessive storage requirement. Thus, most of the researches so far have focused on reducing both the time and space requirement of the GHough. But it is still not clear how well their improved algorithms will perform under various noise in an input image. Thus, this paper proposes a new framework that can measure the performance of the GHough quantitatively. For this purpose, we view the GHough as a detector in signal detection theory and the ROC curve will be used to specify the performance of the GHough. Finally, we show that we can evaluate the GHough under various noise conditions in an input image.

• Journal of the Korea Society of Computer and Information
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• v.20 no.2
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• pp.47-54
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• 2015

Emotional reaction of audience can be decided by observing reaction of audience for content. We can use a method to analyze visual data from video camera to detect reaction of audience fast and economically. This paper proposes the method and system to observe audience reaction from visual data of audience and define via neural network. Also we propose a new method to detect automatically an area for audience reaction with face detection to improve a fixed area assignment method which has a limitation not to adapt depending on audiences. Additionally, the evaluation is implemented to show that the proposed method and system is effective. The proposed method showed the performance elevation of 10.5 % (7.75 hit ration) compared to a fixed area assignment method.