• Title/Summary/Keyword: 자기 상관 함수

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Efficient Estimation of Regression Coefficients in Regression Model with Moving Average Process (오차항이 이동평균과정을 따르는 회귀모형에서 회귀계수의 효율적 추정에 관한 연구)

  • 송석현;이종협;김기환
    • The Korean Journal of Applied Statistics
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    • v.12 no.1
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    • pp.109-124
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    • 1999
  • 일반적으로 오차항이 자기상관되어 있는 선형회귀 모형에서는 회귀계수에 대한 보통최소제곱추정량이 효율적이지 못 하다고 알려져 있다. 그러나 이러한 일반화선형회귀모형에서 독립변수의 형태에 따라서는 OLSE의 사용 가능성을 제시하는 모형이 있다. 본 연구에서는 오차항이 일차 이동평균 과정을 따르는 선형회귀모형에서 여러 추정량들 (GLSE, APX, MAPX)에 대한 OLSE의 상대효율함수를 유도하고 비교 분석하고자 한다. 특히 소표본에서 정확한 상대효율값을 구하여 OLSE의 효율성이 크게 떨어지지 않거나 효율성이 나은 회귀모형들을 제시한다.

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A Study on the Autocorrelation function for Markov Modulated Gaussian Process (마코프 조정 가우시안과정의 자기상관함수에 관한 연구)

  • 이혜연;장중순;신용백
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.25 no.6
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    • pp.1-6
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    • 2002
  • Most of process data control have been designed under the assumption that there are independence between observed data. However, it has been difficult to apply the traditional method to realtime data because they are autocorrelated, and they are not normally distributed. And the more, they have fluctuating means. Already the control method for these data was proposed by Markov Modulated Gaussian Process. Therefore, this study take into account MMGP's traits especially for the MMGP's autocorrelation.

Development of 3-State Blind Digital Watermark based on the Correlation Function (신호상관함수를 이용한 3 상태 능동적 디지털 워터마크의 개발)

  • Choi, YongSoo
    • Journal of Software Assessment and Valuation
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    • v.16 no.2
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    • pp.143-151
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    • 2020
  • The digital content's security and authentication are important in the field of digital content application. There are some methods to perform the authentication. The digital watermarking is one of authentication methods. Paper presents a digital watermark authentication method that works in the application of digital image. The proposed watermark has the triple status information and performs the embedding and the detection without original Content. When authenticating the owner information of digital content, an autocorrelation function is used. In addition, a spread spectrum method is used to be adaptive to the signal of the original content in the frequency domain(DWT Domain). Therefore, the possibility of errors occurring in the detection of hidden information was reduced. it also has a advantage what Watermarking in DWT has faster embedding and detection time than other transformation domains(DFT, DCT, etc.). if it has a an image of size N=mXm, the computational amount can be reduced from O(N·logN) to O(N). The particular advantage is that it can hide more information(bits) per bit.

Signal Generation and Detection Schemes of Chaos based Digital Communication Systems (카오스 기저 디지털통신시스템에서의 신호발생과 검출방식)

  • Lee, Jeong-Jae;Woo, Jeong-Chan
    • Journal of the Institute of Convergence Signal Processing
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    • v.8 no.1
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    • pp.44-50
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    • 2007
  • In this paper generating algorithms of the conventional chaos code sequences and a new chaos code sequence derived from the real and imaginary parts of FFT of one chaos code sequence, and the time-frequency function characteristics of generated code sequences to measure the signal resolution, are considered. And two chaos based QCSK digital communication systems-one with two different chaos code sequences, the other with FFT of one chaos code sequence-are analyzed in AWGN and fading communication channels. After analyzing the correlation functions of such sequences, the delta-like autocorrelation and near zero crosscorrelation functions of them are very suitable for chaos based spread spectrum communication systems, is verified. Through evaluating the performance of two chaos based QCSK systems above using Monte-Carlo simulation, the improvement of performance in the latter QCSK system compare favorably with that of the former system, is shown.

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Forecasting the Trading Volumes of Marine Transport and Ports Logistics Policy -Using Multiplicative Seasonal ARIMA Model- (해상운송의 물동량 예측과 항만물류정책 -승법 계절 ARIMA 모형을 이용하여-)

  • Kim, Chang-Beom
    • Journal of Korea Port Economic Association
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    • v.23 no.1
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    • pp.149-162
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    • 2007
  • The purpose of this study is to forecast the marine trading volumes using multiplicative seasonal Autoregressive Integrated Moving Average(ARIMA) model. The paper proceeds by comparing the forecasting performances of the unload volumes with those of the load volumes with Box-Jenkins ARIMA model. Also, I present the predicted values based on the ARIMA model. The result shows that the trading volumes increase very slowly.

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Detection of Video Cut Using Autocorrelation Function and Edge Histogram (자기상관과 에지 히스토그램을 이용한 동영상 전환점 검출)

  • Noh, Jung-Jin;Moon, Young-Ho;Yoo, Ji-Sang
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.29 no.9C
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    • pp.1269-1278
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    • 2004
  • While the management of digital contents is getting more and more important, many researchers have studied about scene change detection algorithms to reduce similar scenes in the video contents and to efficiently summarize video data. The algorithms using histogram and pixel information are found out as being sensitive to light changes and motion. Therefore, visual rhythm gets used in recent work to solve this problem, which shows some characteristics of scenes and requires even less computational power. In this paper, a new scene detection algorithm using visual rhythm by direction is proposed. The proposed algorithm needs less computational power and is able to keep good performance even in the scenes with motion. Experimental results show the performance improvement of about 30% comparing with conventional methods with histogram. They also show that the proposed algorithm is able to keep the same performance even to music video contents with lots of motion.

A Study on a Statistical Modeling of 3-Dimensional MPEG Data and Smoothing Method by a Periodic Mean Value (3차원 동영상 데이터의 통계적 모델링과 주기적 평균값에 의한 Smoothing 방법에 관한 연구)

  • Kim, Duck-Sung;Kim, Tae-Hyung;Rhee, Byung-Ho
    • Journal of the Korean Institute of Telematics and Electronics S
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    • v.36S no.6
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    • pp.87-95
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    • 1999
  • We propose a simulation model of 3-dimensional MPEG data over Asynchronous transfer Mode(ATM) networks. The model is based on a slice level and is named to Projected Vector Autoregressive(PVAR) model. The PVAR model is modeled using the Autoregressive(AR) model in order to meet the autocorrelation condition and fit the histogram, and maps real data by a projection function. For the projection function, we use the Cumulative Distribution Probability Function (CDPF), and the procedure is performed at each slice level. Our proposed model shows good performance in meeting the autocorrelation condition and fitting the histogram, and is found important in analyzing the performance of networks. In addiotion, we apply a smoothing method by which a periodic mean value. In general. the Quality of Service(QoS) depends on the Cell Loss Rate(CLR), which is related to the cell loss and a maximum delay in a buffer. Hence the proposed smoothing method can be used to improve the QoS.

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Estimation of the Sensing Ability of HH Smart Sensor According to Acceleration Value Changing (가속도 값 변화에 따른 HH 스마트센서의 센싱능력 평가)

  • Hwang, Seong-Youn;Hong, Dong-Pyo;Park, Jun-Hong
    • Proceedings of the KSME Conference
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    • 2001.11a
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    • pp.527-532
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    • 2001
  • In this paper, we will propose the new method that estimates the sensing ability of HH smart sensor. We have developed a new signal processing method that can distinguish among different materials relatively. The HH smart sensor was developed for recognition of materials. We made the HH smart sensor in our experiment. Then, we estimated the ability to recognize objects according to acceleration value. We estimated the sensing ability of HH smart sensor with the $R_{SAI}$ method. Experiments and analysis were executed to estimate the ability to recognize objects according to acceleration value changing. Dynamic characteristics of HH smart sensor were evaluated relatively through a new $R_{SAI}$ method that uses the power spectrum density. Applications of this method are for finding abnormal conditions of objects (auto-manufacturing), feeling of objects (medical product), robotics, safety diagnosis of structure, etc.

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Estimation of the Sensing Ability According to Smart Sensor Types (지적센서의 형태에 따른 센싱능력 평가)

  • 황성연;홍동표;강희용
    • Transactions of the Korean Society of Machine Tool Engineers
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    • v.10 no.4
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    • pp.111-117
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    • 2001
  • In this paper, we will propose the new method that estimates the sensing ability of smart sensor. A study is estimation method that evaluates the sensing ability about smart sensor respectively. According to acceleration(g) and displacement changing, we estimated the sensing ability of smart sensor using the SAI(Sensing Ability Index) method respectively. We made the smart sensors in our experiment. The types of smart sensor are three types(H1, H1, H3 smart sensor). The smart sensors were developed for recognition of materials. Experiments and analysis were executed to estimated the sensing abili-ty of smarty sensor. Dynamic characteristics of smart sensors(acceleration changing) were evaluated respectively through a new method(SAI) that uses the power spectrum density.

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Analysis of the Ability of Recognize Objects for Smart Sensor According to Frequency Changing (주파수 변화에 따른 지적센서의 대상물 인식능력 분석)

  • 황성연;홍동표;강희용;박준홍
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2000.11a
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    • pp.23-26
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    • 2000
  • This paper descrtbcs our prlmary study for a new mncthod of recogninng materials. which is need for precision work system. This IS a study of dynarnlc characteristics of sensor. new melhod ($R_{SAI}$) has thc sensing ability of distinguishing materials. Experiment and annlysis are executed for proper dynamic scnslng condition. First. we developed advanced smart sensor Second, we develop new methods that have a sensing ability of distinguish matarialsAccording to frequency changing. mtluence of smart sensor are evaluated through new recognition Index ($R_{SAI}$) that ratioof sensing ability index. Disungush of object is cxucuted wllh RsA, method relalivcly according to liequency changing. Wecan use the RsAl for finding materids. Applfciltionr of thls method are linding abnormal condition of obicct (automanufacturing).keling ofobject (medlcal product). tobolics, safety diagnosis of structure, etc

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