• Title/Summary/Keyword: 최소자승오차 방법

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Measurement of Glucose and Protein in Urine Using Absorption Spectroscopy Under the Influence of Other Substances (타 성분 영향을 고려한 요당과 요단백의 흡수분광학 진단)

  • Yoon, Gil-Won;Kim, Hye-Jeong
    • Korean Journal of Optics and Photonics
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    • v.20 no.6
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    • pp.346-353
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    • 2009
  • Glucose and protein in urine are among the important substances for urine analysis and have generally been measured based on a reagent strip test. In this study, these two substances were measured using mid-infrared absorption spectroscopy. Samples were prepared from a commercial synthetic urine product. Glucose and albumin were added as well as red blood cells, which are expected to create the most spectroscopic interference of any substance. Concentrations of these substances were varied independently. Optimal wavelength regions were determined from a partial least squares regression analysis (glucose 980 - 1150/cm, albumin 1400 - 1570/cm). Interference by other substances increased the differences between measured and predicted values. Albumin measurement in particular weres heavily influenced by the presence of glucose and red blood cells. Depending on the inference by other substances, measurement errors were 29.85${\sim}$45.19 mg/dl for a glucose level between 0 and 1000 mg/dl and 14.0${\sim}$93.11 mg/dl for an albumin level of 0 ${\sim}$ 500 mg/dl. Our study proposes an alternative to the chemical test-strip analysis, which shows only discrete concentration levels.

Automatic Determination of the Azimuth Angle of Reflectors in Borehole Radar Reflection Data Using Direction-finding Antenna (방향탐지 안테나를 이용한 시추공 레이다 반사법 탐사에 있어서 반사층 방위각의 자동 결정)

  • Kim Jung-Ho;Cho Seong-Jun;Yi Myeong-Jong;Chung Seung-Hwan
    • Geophysics and Geophysical Exploration
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    • v.1 no.3
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    • pp.176-182
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    • 1998
  • The borehole radar reflection survey can image the underground structure with high resolution, however, we cannot get any information on the orientation of the reflectors with dipole antenna alone. The direction-finding antenna system is commonly used to give the solution to the problem. However, the interpretation of the data from direction- finding antenna may be time-consuming, and sometimes have ambiguities in the sense of precise determination of the azimuth. To solve the problem, we developed the automatic azimuth finding scheme of reflectors in borehole radar reflection data using direction-finding antenna. The algorithm is based on finding the azimuthal angle possibly showing the maximum reflection amplitude in the least-squared error sense. The developed algorithm was applied to the field data acquired in quarry mine. It was possible to locate nearly all of the reflectors in three dimensional fashion, which coincide with the known geological structures and man-made discontinuities.

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The Segmented Polynomial Curve Fitting for Improving Non-linear Gamma Curve Algorithm (비선형 감마 곡선 알고리즘 개선을 위한 구간 분할 다항식 곡선 접합)

  • Jang, Kyoung-Hoon;Jo, Ho-Sang;Jang, Won-Woo;Kang, Bong-Soon
    • Journal of the Institute of Convergence Signal Processing
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    • v.12 no.3
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    • pp.163-168
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    • 2011
  • In this paper, we proposed non-linear gamma curve algorithm for gamma correction. The previous non-linear gamma curve algorithm is generated by the least square polynomial using the Gauss-Jordan inverse matrix. However, the previous algorithm has some weak points. When calculating coefficients using inverse matrix of higher degree, occurred truncation errors. Also, only if input sample points are existed regular interval on 10-bit scale, the least square polynomial is accurately works. To compensate weak-points, we calculated accurate coefficients of polynomial using eigenvalue and orthogonal value of mat11x from singular value decomposition (SVD) and QR decomposition of vandemond matrix. Also, we used input data part segmentation, then we performed polynomial curve fitting and merged curve fitting results. When compared the previous method and proposed method using the mean square error (MSE) and the standard deviation (STD), the proposed segmented polynomial curve fitting is highly accuracy that MSE under the least significant bit (LSB) error range is approximately $10^{-9}$ and STD is about $10^{-5}$.

ECG Baseline Wandering Removing Algorithm using Slope analysis and Curve Point Detection (기울기 분석과 굴곡점 검출을 이용한 ECG 기저선 잡음 제거 알고리즘)

  • Cho, Ik-Sung;Kwon, Hyeog-Soong
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.14 no.9
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    • pp.2105-2112
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    • 2010
  • The noise component of electrocardiogram is not distributed in a certain frequency band. It is expressed in various types of signals by rater's physical and environmental conditions. Particularly, since the baseline wander is occurred by the mixture of the original signal and 0 ~ 2 [Hz] range of the frequency components according to muscle constraction of part attaching to an electrode and respiration rythm, it makes the ECG signal analysis difficult. Several methods have been proposed to eliminate the wandering effectually. However, they have some problems. In some methods, the high processing time is required due to the computational complexity, while in other cases ECG signal morphology can be distorted. This paper suggests a simple and effective algorithm that eliminates baseline wander with low computational complexity and without distorting signal morphology. First, the algorithm detects and segments a baseline wandering interval using slope analysis and curve point detection, second, approximates the wandering in the interval as a sinusoid, and then subtracts the sinusoid from signal. Finally, ecg signals without baseline wander are obtained. In order to evaluate the performance of the algorithm, several ECG signals with baseline wandering in MIT/BIH ECG database 101, 111, 113, 234 record were chosen and applied to the algorithm. It is found that the algorithm removes baseline wanders effectively without significant morphological distortion.

Development of Measuring Technique for Milk Composition by Using Visible-Near Infrared Spectroscopy (가시광선-근적외선 분광법을 이용한 유성분 측정 기술 개발)

  • Choi, Chang-Hyun;Yun, Hyun-Woong;Kim, Yong-Joo
    • Food Science and Preservation
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    • v.19 no.1
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    • pp.95-103
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    • 2012
  • The objective of this study was to develop models for the predict of the milk properties (fat, protein, SNF, lactose, MUN) of unhomogenized milk using the visible and near-infrared (NIR) spectroscopic technique. A total of 180 milk samples were collected from dairy farms. To determine optimal measurement temperature, the temperatures of the milk samples were kept at three levels ($5^{\circ}C$, $20^{\circ}C$, and $40^{\circ}C$). A spectrophotometer was used to measure the reflectance spectra of the milk samples. Multilinear-regression (MLR) models with stepwise method were developed for the selection of the optimal wavelength. The preprocessing methods were used to minimize the spectroscopic noise, and the partial-least-square (PLS) models were developed to prediction of the milk properties of the unhomogenized milk. The PLS results showed that there was a good correlation between the predicted and measured milk properties of the samples at $40^{\circ}C$ and at 400~2,500 nm. The optimal-wavelength range of fat and protein were 1,600~1,800 nm, and normalization improved the prediction performance. The SNF and lactose were optimized at 1,600~1,900 nm, and the MUN at 600~800 nm. The best preprocessing method for SNF, lactose, and MUN turned out to be smoothing, MSC, and second derivative. The Correlation coefficients between the predicted and measured fat, protein, SNF, lactose, and MUN were 0.98, 0.90, 0.82, 0.75, and 0.61, respectively. The study results indicate that the models can be used to assess milk quality.

Characteristics of 23 MV Photon Beam from a Mevatron KD 8067 Dual Energy Linear Accelerator (Mevatron KD 8067 선형가속기의 23 MV 광자선의 특성)

  • Kim, Ok-Bae;Choi, Tae-Jin;Kim, Young-Hoon
    • Radiation Oncology Journal
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    • v.8 no.1
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    • pp.115-124
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    • 1990
  • The characteristics of 23 MV photon beam have been presented with respect to clinical parameters of central axis depth dose, tissue-maxi mum ratios, scatter-maximum ratios, surface dose and scatter correction factors. The nominal accelerating potential was found to be $18.5\pm0.5$ MV on the central axis. The half-value layer (HVL) of this photon beam was measured with narrow beam geometry from central axis, and it has been showed the thickness of $24.5\;g/cm^2$. The tissue-maximum ratio values have been determined from measured percentage depth dose data. In our experimental dosimetry, the surface dose of maximum showed only $9.6\%$ of maximum dose at $10\times10\;cm^2$, 100 cm SSD, without blocking tray in. The TMR'S of $0\times0$ field size have been determined to get average $2.3\%$ uncertainties from three different methodis; are zero effective attenuation coefficient, non-ilnear least square fit of TMR's data and effective linear attenuation coefficient from the HVL of 23 MV photon beams of dual energy linear accelerator.

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Effect of Sample Preparations on Prediction of Chemical Composition for Corn Silage by Near Infrared Reflectance Spectroscopy (시료 전처리 방법이 근적외선분광법을 이용한 옥수수 사일리지의 화학적 조성분 평가에 미치는 영향)

  • Park Hyung-Soo;Lee Jong-Kyung;Lee Hyo-Won;Hwang Kyung-Jun;Jung Ha-Yeon;Ko Moon-Suck
    • Journal of The Korean Society of Grassland and Forage Science
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    • v.26 no.1
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    • pp.53-62
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    • 2006
  • Near infrared reflectance spectroscopy (NIRS) has been increasingly used as a rapid, accurate method of evaluating some chemical compositions in forages. Analysis of forage quality by NIRS usually involves dry ground samples. Costs might be reduced if samples could be analyzed without drying or grinding. The objective of this study was to investigate effect of sample preparations and spectral math treatments on prediction ability of chemical composition for corn silage by NIRS. A population of 112 corn silage representing a wide range in chemical parameters were used in this investigation. Samples of com silage were scanned at 2nm intervals over the wavelength range 400-2500nm and the optical data recorded as log l/Reflectance(log l/R) and scanned in overt-dried grinding(ODG), liquid nitrogen grinding(LNG) or intact fresh(IF) condition. Samples were analysed for neutral detergent fiber(NDF), acid detergent fiber(ADF), acid detergent lignin(ADL), crude protein(CP) and crude ash content were expressed on a dry-matter(DM) basis. The spectral data were regressed against a range of chemical parameters using modified partial least squares(MPLS) multivariate analysis in conjunction with four spectral math treatments to reduce the effect of extraneous noise. The optimum calibrations were selected on the basis of minimizing the standard error of cross validation(SECV). The results of this study show that NIRS predicted the chemical parameters with very high degree of accuracy(the correlation coefficient of cross validation$(R^2cv)$ range from $0.70{\sim}0.95$) in ODG. The optimum equations were selected on the basis of minimizing the standard error of prediction(SEP). The Optimum sample preparation methods and spectral math treatment were for ADF, the ODG method using 2,10,5 math treatment(SEP = 0.99, $R^2v=0.93$), and for CP, the ODG method using 1,4,4 math treatment(SEP = 0.29. $R^2v=0.91$).

Simultaneous Spectrophotometric Determination of Copper, Nickel, and Zinc Using 1-(2-Thiazolylazo)-2-Naphthol in the Presence of Triton X-100 Using Chemometric Methods (화학계량학적 방법을 사용한 Triton X-100이 함유된 1-(2-Thiazolylazo)-2-Naphthol을 사용한 구리, 니켈과 아연의 동시 분광광도법적 정량)

  • Low, Kah Hin;Zain, Sharifuddin Md.;Abas, Mhd. Radzi;Misran, Misni;Mohd, Mustafa Ali
    • Journal of the Korean Chemical Society
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    • v.53 no.6
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    • pp.717-726
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    • 2009
  • Multivariate models were developed for the simultaneous spectrophotometric determination of copper (II), nickel (II) and zinc (II) in water with 1-(2-thiazolylazo)-2-naphthol as chromogenic reagent in the presence of Triton X-100. To overcome the drawback of spectral interferences, principal component regression (PCR) and partial least square (PLS) multivariate calibration approaches were applied. Performances were validated with several test sets, and their results were then compared. In general, no significant difference in analytical performance between PLS and PCR models. The root mean square error of prediction (RMSEP) using three components for $Cu^{2+}$, $Ni^{2+}$ and $Zn^{2+}$ were 0.018, 0.010, 0.011 ppm, respectively. Figures of merit such as sensitivity, analytical sensitivity, limit of detection (LOD) were also estimated. High reliability was achieved when the proposed procedure was applied to simultaneous determination of $Cu^{2+}$, $Ni^{2+}$ and $Zn^{2+}$ in synthetic mixture and tap water.

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.