• Title/Summary/Keyword: 오차 임계값

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Threshold heterogeneous autoregressive modeling for realized volatility (임계 HAR 모형을 이용한 실현 변동성 분석)

  • Sein Moon;Minsu Park;Changryong Baek
    • The Korean Journal of Applied Statistics
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    • v.36 no.4
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    • pp.295-307
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    • 2023
  • The heterogeneous autoregressive (HAR) model is a simple linear model that is commonly used to explain long memory in the realized volatility. However, as realized volatility has more complicated features such as conditional heteroscedasticity, leverage effect, and volatility clustering, it is necessary to extend the simple HAR model. Therefore, to better incorporate the stylized facts, we propose a threshold HAR model with GARCH errors, namely the THAR-GARCH model. That is, the THAR-GARCH model is a nonlinear model whose coefficients vary according to a threshold value, and the conditional heteroscedasticity is explained through the GARCH errors. Model parameters are estimated using an iterative weighted least squares estimation method. Our simulation study supports the consistency of the iterative estimation method. In addition, we show that the proposed THAR-GARCH model has better forecasting power by applying to the realized volatility of major 21 stock indices around the world.

Single chip multi-function peripheral image processor with unified binarization architecture (통합된 이진화 구조를 가진 복합기용 1-Chip 영상처리 프로세서의 개발)

  • Park, Chang-Dae;Lee, Eul-Hwan;Kim, Jae-Ho
    • Journal of the Korean Institute of Telematics and Electronics S
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    • v.36S no.11
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    • pp.34-43
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    • 1999
  • A high-speed image processor (HIP) is implemented for a high-speed multi-function peripheral. HIP has a binarization architecture with unified data path. It has the pixel-by-pixel pipelined processing to minimize size of the external memory. It performs pre-processing such as shading correction, automatic gain control (AGC), and gamma correction, and also drives external CCD or CIS modules. The pre-processed data can be enlarged or reduced. Various binarizatin algorithms can be processed in the unified archiecture. The embedded binarization algorithms are simple thresholding, high pass filtering, dithering, error diffusion, and thershold modulated error diffusion. These binarization algorithms are unified based on th threshold modulated error diffusion. The data path is designed to share the common functional block of the binarization algorithms. The complexity of the controls and the gate counts is greatly reduced with this novel architecture.

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Visualization of Geographic Information Using Contour Simplification (등고선 간략화에 의한 지리정보의 복원 가시화)

  • Kim, Jong-Bok;Koh, Chan
    • Proceedings of the Korean Information Science Society Conference
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    • 1998.10c
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    • pp.647-649
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    • 1998
  • 본 논문에서는 다각 근사화 방법과 래스터 기반 연산 알고리즘을 이용하여 평면 지도상에 나타난 등고선을 3차원 가시화(Visualization)하여 보여준다. 다각 근사화 방법은 입력한 등고선에 대한 특징을 반영할 수 있는 최소한의 선형구분 오차 임계값을 이용하여 등고선에 근사화 시킨 것으로 저장 데이터의 양을 축소할 수 있다. 래스터 기반 알고리즘은 이웃한 두 개의 등고선 내부점의 높이 값을 그 점에서 두 등고선까지의 최단거리 및 등고선의 높이값을 변수로 하는 선형보간식으로 정의하고, 거리변환 연산을 도입하여 계산하는 알고리즘으로 구현이 용이하며, 간단한 계산만을 수행하기 때문에 처리 방법이 간단하다는 장점을 갖는다. 본 논문에서는 래스터 방법만을 이용한 복원보다 자료의 양이 감소함을 보였고, 전체 처리과정의 간단함과, 3차원 가시화된 등고선을 그래프 좌표상의 X, Y, Z축으로 원하는 각도만큼씩 회전시키며 관찰 할 수 있도록 하였다. 본 연구를 통해 지형의 특징을 원형 등고선과 유사하게 유지하면서, 데이터 양을 축소하고 계산식을 간략화된 효과적인 지형정보 시각화를 보여주었다.

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A Study on Initial Cell Search Parameters in UMTS Terminal Modem (UMTS 단말기 모뎀의 초기 셀 탐색 파라미터의 영향에 대한 연구)

  • 류동렬;김용석;옥광만;최형진
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.28 no.5A
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    • pp.267-275
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    • 2003
  • In UMTS terminal modem uses 3 step search procedure for initial cell search, which comprises 1) slot synchronization, 2) code group identification and frame synchronization, and 3) scrambling-code identification. The performance of initial cell search procedure depends on search parameters like observation time and threshold. The purpose of this paper is to get the optimal observation time and threshold of each step for minimum mean acquisition time. In this paper we induce mean detection time of each step and mean acquisition timefrom the model of 3 step search procedure using state diagram. Also we propose initial cell search algorithm which utilize window search method against initial oscillator error, and select an appropriate observation time and threshold of each step by the analysis of simulation and induced result. It is shown that the mean acquisition time in multipath fading channel can be shorter than 500ms by using the determined observation time and threshold of each step.

Image registration using outlier removal and triangulation-based local transformation (이상치 제거와 삼각망 기반의 지역 변환을 이용한 영상 등록)

  • Ye, Chul-Soo
    • Korean Journal of Remote Sensing
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    • v.30 no.6
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    • pp.787-795
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    • 2014
  • This paper presents an image registration using Triangulation-based Local Transformation (TLT) applied to the remaining matched points after elimination of the matched points with gross error. The corners extracted using geometric mean-based corner detector are matched using Pearson's correlation coefficient and then accepted as initial matched points only when they satisfy the Left-Right Consistency (LRC) check. We finally accept the remaining matched points whose RANdom SAmple Consensus (RANSAC)-based global transformation (RGT) errors are smaller than a predefined outlier threshold. After Delaunay triangulated irregular networks (TINs) are created using the final matched points on reference and sensed images, respectively, affine transformation is applied to every corresponding triangle and then all the inner pixels of the triangles on the sensed image are transformed to the reference image coordinate. The proposed algorithm was tested using KOMPSAT-2 images and the results showed higher image registration accuracy than the RANSAC-based global transformation.

Smooth Haptic Interaction Methods in Augmented Reality Haptics (증강 현실에서의 부드러운 촉각 상호작용 방법)

  • Lee, Beom-Chan;Hwang, Sun-Uk;Kim, Hyun-Gon;Lee, Yong-Gu;Ryu, Je-Ha
    • 한국HCI학회:학술대회논문집
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    • 2009.02a
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    • pp.2072-2072
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    • 2009
  • 최근 연구들에서, 증강 현실(Augmented Reality; AR) 환경에서의 촉각 상호작용에 대한 가능성이 논의되었다. 비젼 기반의 트래킹을 기초로 한 증강 현실 기술은 미리 정의된 2차원 마커(marker)를 이용하여, 카메라로부터 획득된 실시간 영상 위에 가상 물체를 증강한다. 그러나, 카메라로부터 획득된 데이터는 몇몇 오차 요인들, 예를 들어 마커의 위치를 인식하는데 나타나는 오차, 카메라 안에 존재하는 센서 잡음 등으로 인해서 마커 잡음(마커를 인식하면서 나타나는 잡음)이 불가결하게 발생하게 된다. 이러한 이유로 인해서, 사용자가 한 손에는 마커를, 다른 한 손으로는 촉감 장치를 이용하여, 마커에 증강된 물체를 만질 때, 마커 잡음은 힘의 떨림(force trembling)을 발생시킨다. 심지어, 이러한 현상은 정지된 마커에 증강된, 마커가 움직이지 않는 상황에서도 발생한다. 게다가, 마커 위에 증강된 물체가 약간 빠른 속도로 이동하게 될 경우, 측정된 이동 거리는 연속적인 프레임(frame)들 간의 불연속적일 수 있다. 만약 사용자가, 대략 30Hz로 위치와 방향이 갱신되는 가상물체를 촉각적으로 상호작용하려 한다면, 계산되는 반력은 급작스런 힘의 변화를 생성하게 될 수도 있다. 이러한 현상을 극복하기 위해서, 마커 잡음을 최소화하기 위해서 정적 임계값(constant threshold)을 이용할 뿐만 아니라, 보간법을 같이 사용한 방법이 있었다. 하지만, 이러한 방법은 정적 임계값을 이용하고, 영상 프레임 갱신 속도와(video frame rate)와 촉각 프레임 갱신 속도가 일정하다는 가정을 사용하였기 때문에, 여전히 힘의 불연속적인 발생이 나타난다. 따라서, 이 논문에서는 두 가지 방법을 이용하여 증강 현실 내에서, 발생할 수 있는 힘의 불연속적인 변화를 보정하는 두 가지 방법, 잡음 제거를 위한 확장된 칼만 필터(Extend Kalman Filter)와 영상과 촉각 갱신 속도 차이에 따른 갑작스런 힘의 변화를 제거하기 위한 적응적 외삽법(Adaptive Extrapolation method)을 제안한다.

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A Study on Dynamic Trigger Threshold in Indoor Positioning System (실내 위치 추정 시스템에서의 동적 트리거 임계값에 관한 연구)

  • Oh, Jongtaek
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.15 no.6
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    • pp.155-161
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    • 2015
  • As the popularity of the smartphone becomes increase, indoor smartphone positioning technology has been actively studied. The acoustic signal generated from the smartphone is received from the several microphones at the relative positioning system, and the trigger signal is proposed to mitigate the multipath effect and the effect is verified. But for the simple trigger method, there would be error occurred according to the variation of the distance or surrounding noise. In this paper, in order to resolve the problems, the dynamic trigger threshold technology is proposed and its effect is verified by the experiment.

Sentinel-1 SAR image-based waterbody detection technique for estimating the water storage in agricultural reservoirs (농업저수지의 저수량 추정을 위한 Sentinel-1 SAR 영상 기반 수체탐지 기법)

  • Jeong, Jaehwan;Oh, Seungcheol;Lee, Seulchan;Kim, Jinyoung;Choi, Minha
    • Journal of Korea Water Resources Association
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    • v.54 no.7
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    • pp.535-544
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    • 2021
  • Agricultural water occupies 48% of water demand, and management of agricultural reservoirs is essential for water resources management within agricultural basins. For more efficient use of agricultural water, monitoring the distribution of water resources in agricultural reservoirs and agricultural basins is required. Therefore, in this study, three threshold determination methods (i.e., fixed threshold, Otsu threshold, Kittler-Illingworth (KI) threshold) were compared to detect terrestrial water bodies using Sentinel-1 images for 3 years from 2018 to 2020. The purpose of this study was to evaluate methods for determining threshold values to more accurately estimate the reservoir area. In addition, by analyzing the relationship between the water surface and water storage at the Edong, Gosam, and Giheung reservoirs, water storage based on the SAR image was estimated and validated with observations. The thresholding method for detecting a waterbody was found to be the most accurate in the case of the KI threshold, and the water storage estimated by the KI threshold indicated a very high agreement (r = 0.9235, KGE' = 0.8691). Although the seasonal error characteristics were not observed, the problem of underestimation at high water levels may occur; the relationship between the water surface and the water storage could change rapidly. Therefore, it is necessary to understand the relationship between the water surface area and water storage through ground observation data for a more accurate estimation of water storage. If the use of SAR data through water resources satellites becomes possible in the future, based on the results of this study, it is judged that it will be beneficial for monitoring water storage and managing drought.

The Error Diffusion Halftoning Using Local Adaptive Sharpening Control (국부 적응 샤프닝 조절을 사용한 오차확산 해프토닝)

  • 곽내정;양운모;윤태승;안재형
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.41 no.4
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    • pp.87-92
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    • 2004
  • Digital halftoning is to quantize a grayscale image to binary image. The error diffusion halftoning generates high quality bilevel image. But that also has some defects such as warms effect, sharpening and etc. To reduce these defects, Kite proposed the modified threshold modulation that has a parameter to control sharpening. Nevertheless some degradation left near edges with large luminance change. In this paver, we propose a method to control the parameter in proportional to local edge magnitude. The results of computer simulation show more reductions of the sharpening in the halftone image. Especially there are great improvement of quality near edges with large luminance change.

A Study on Frame of MSE Comparison for Scene Chang Detection Retrieval (장면 전환점 검출을 위한 프레임의 평균오차 비교에 관한 연구)

  • 김단환;김형균;오무송
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2002.05a
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    • pp.638-642
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    • 2002
  • User in video data utilization of high-capacity can grasp whole video data at a look. Offer frame list that summarize information of video data to do so that can remake video from branch that want when need. Need index process of video data for effective video retrieval. This treatise wishes to propose effective method about scene change point detection of video that is been based on contents base index. Proposed method video data so that can grasp whole structure of video detection color value of schedule pixel for diagonal line direction in image sampling do. Data that get into sampling could grasp scene change point on one eye. Color value of pixel that detection in each frame is i frame number by i$\times$j procession to procession A, j stores to reflex height of frame. Introduce MSE and calculate mean error of each frame. If exceed mean error and schedule critical value, wish to detect the frame for scene change point.

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