• Title/Summary/Keyword: 통계적 일치

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Document Clustering Methods using Hierarchy of Document Contents (문서 내용의 계층화를 이용한 문서 비교 방법)

  • Hwang, Myung-Gwon;Bae, Yong-Geun;Kim, Pan-Koo
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.10 no.12
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    • pp.2335-2342
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    • 2006
  • The current web is accumulating abundant information. In particular, text based documents are a type used very easily and frequently by human. So, numerous researches are progressed to retrieve the text documents using many methods, such as probability, statistics, vector similarity, Bayesian, and so on. These researches however, could not consider both subject and semantic of documents. So, to overcome the previous problems, we propose the document similarity method for semantic retrieval of document users want. This is the core method of document clustering. This method firstly, expresses a hierarchy semantically of document content ut gives the important hierarchy domain of document to weight. With this, we could measure the similarity between documents using both the domain weight and concepts coincidence in the domain hierarchies.

A Study on the Comovement of Industry Default (산업 부도의 동조화 현상 연구)

  • Jeon, Haehyun;Kim, So-Yeun;Kim, Changki
    • The Korean Journal of Applied Statistics
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    • v.28 no.6
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    • pp.1289-1312
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    • 2015
  • This paper studies the comovement of industry defaults among listed companies. Rank correlation coefficients of Spearman's ${\rho}$ and Kendall's ${\tau}$ measure the concordance of default. These non-parametric coefficients do not require distributional assumptions and are easily used even with less data and extreme values. This study predicts a future financial crisis by looking at the comovement of industry defaults. We expect our analyses will aid market participants (including company executives) in making investment or risk management decisions.

A Statistical Approach for the Size Effect on the Strength of CFRP (탄소섬유 복합재의 강도 크기효과에 관한 통계적 접근)

  • Hwang, Tae-Kyeong;Kim, Hyung-Kun;Kim, Seong-Eun
    • Proceedings of the Korean Society of Propulsion Engineers Conference
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    • 2011.11a
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    • pp.472-476
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    • 2011
  • This paper presents the results of theoretical analysis and experimental test to verify the size effect on the fiber strength of filament wound pressure vessel. As a test method, a series of fully scaled hoop ring tests with filament wound carbon fiber-epoxy has been conducted. Test results showed remarkable size effect on fiber strength. And, as an analytical method, the WWLM(Weibull weakest link model) and SMFM(sequential multi-step failure model) were considered and compared to hoop ring test data. The analysis results showed significantly lower fiber strength value than that of test data. Through the modification of length size effect, modified SMFM is suggested. The fiber strengths from modified SMFM showed good agreement with test data.

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Modelling of Rayleigh and Rician Mobile Fading Channel (Rayleigh 및 Rician 페이딩 이동 채널 모델링)

  • Nam, Gi-Jin
    • 전자공학회논문지 IE
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    • v.44 no.4
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    • pp.41-47
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    • 2007
  • In this paper, the performance of simulation model in mobile to mobile Rayleigh and Rician fading channel is analyzed and simulation results are compared. The auto-correlation and cross-correlation functions of Rayleigh fading channels not only based on received signals of Clarke's fading model and but also based on received signals of phase shifted Clarke's fading model are derived and their simulation results are found. The two models are also applied to mobile to mobile Rician fading channel models and their numerical results of auto-correlation functions of complex envelop received signals shows the statistical properties match the theoretical values very well and rapidly converge with the small number such as N=8.

A Study on Road Detection Based on MRF in SAR Image (SAR 영상에서 MRF 기반 도로 검출에 관한 연구)

  • 김순백;김두영
    • Journal of the Institute of Convergence Signal Processing
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    • v.2 no.2
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    • pp.7-12
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    • 2001
  • In this paper, an estimation method of hybrid feature was proposed to detect linear feature such as the road network from SAR(synthetics aperture radar) images that include speckle noise. First we considered the mean intensity ratio or the statistical properties of locality neighboring regions to detect linear feature of road. The responses of both methods are combined to detect the entire road network. The purpose of this paper is to extract the segments of road and to mutually connect them according to the identical intensity road from the locally detected fusing images. The algorithm proposed in this paper is to define MRF(markov random field) model of the priori knowledge on the roads and applied it to energy function of interacting density points, and to detect the road networks by optimizing the energy function.

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소비(消費)에 근거한 CAPM의 실증적(實證的) 연구(硏究)

  • Gu, Bon-Yeol
    • The Korean Journal of Financial Management
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    • v.9 no.1
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    • pp.1-23
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    • 1992
  • CCAPM이 한국증권시장(韓國證券市場)에서 현실적(現實的)으로 성립가능한가에 대한 실증적 검증을 하였으며, 또한 시장(市場)포트폴리오와 대응되는 총소비지출의 성장률이 사전적(事前的)으로 효율적 프론티어(efficient frontier)상에 놓여 있는가에 대한 검증을 실시하였다. 이와 아울러 전통적인 S-L CAPM도 검증함으로써 CCAPM과 S-L CAPM을 비교분석(比較分析)하였다. 통계적 기법은 비선형하(非線型下)의 무관회귀분석과 GLS를 이용하였다. 1980년 1/4분기부터 1990년 4/4분기까지의 분기별 자료를 이용하여 분석한 결과, CCAPM은 전기간(全期間)을 표본으로 한 경우에 기대수익률과 위험과의 선형관계(線型關係)가 기각되었다. 그리고 전기간(全期間)을 전반기(前半期)와 후반기(後半期)로 나눈 하위기간별(下位期間別) 분석(分析)에서도 마찬가지의 결과를 얻었다. 한편 S-L CAPM의 경우에는 전기간(全期間)과 전반기(前半期)에는 선형관계가 기각되었으나 후반기(後半期)에는 채택되었다. 즉 후반기에는 위험프레미엄의 추정치가 0.05834이고 t값이 2.525로 매우 유의적이었으며 절편의 값이 통계적으로 0과 다르지 않아 실질무위험이자율(實質無危險利子率)이 0%로 추정되었다. 그런데 이는 실제로 3개월의 정기예금이자율과 소비자물가지수를 고려하여 구한 것과 일치함을 보였다. 그리고 이에 사용된 한국종합주가지수의 사전적(事前的) 효율성(效率性)은 전기간(全期間)과 하위기간(下位期間) 모두에 있는 것으로 판명되었다. 한편, CCAPM이 한국증권시장에서 기각되는 이유 중의 하나는 경기순환에 따른 생산활동(生産活動)이 즉시적으로 개별증권의 수익률에 영향을 주나 총소비지출은 이보다 비탄력적(非彈力的)인데 따른 것으로 생각되었다.

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Time Series Using Fuzzy Logic (삼각퍼지수를 이용한 시계열모형)

  • Jung, Hye-Young;Choi, Seung-Hoe
    • Communications for Statistical Applications and Methods
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    • v.15 no.4
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    • pp.517-530
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    • 2008
  • In this paper we introduce a time series model using the triangle fuzzy numbers in order to construct a statistical relation for the data which is a sequence of observations which are ordered in time. To estimate the proposed fuzzy model we split of a universal set includes all observation into closed intervals and determine a number and length of the closed interval by the frequency of events belong to the interval. Also we forecast the data by using a difference between observations when the fuzzified numbers equal at successive times. To investigate the efficiency of the proposed model we compare the ordinal and the fuzzy time series model using examples.

A Study on Measurement of Driver′s Sensibility due to Vehicular Speed Changes in a Graphic Simulator (화상 시뮬레이터에서 속도변화에 따른 운전자의 감성 측정에 관한 연구)

  • 정순철;민병찬;김유나;신미경;김철중
    • Science of Emotion and Sensibility
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    • v.3 no.2
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    • pp.103-112
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    • 2000
  • 본 연구는 Graphic simulator에서 자동차 속도 변화에 따른 운전자의 감성변화를 주관적 평가와 자율신경계의 반응을 통해 알아보고자 한다. 속도 변화는 정차(0km/h), 40km/h, 100km/h, 160km/h로 제시하였고, 건강한 10명의 피험자를 대상으로 심박변화율, 피부저항, 피부온도, 맥파 등의 생리신호를 측정하였다. 본 연구 목적에 적절한 속도 관련 어휘를 추출하여 각 속도에서의 주관적 감성 변화를 평가하였다. 또한, 각 속도 실험 전 후에 Simulator Sickness를 측정하여 Simulator Sickness가 실험 결과에 미치는 영향을 분석하였다. 속도가 증가함에 따라 긴장도와 쾌도가 증가한다는 주관적 평가 결과를 얻었다. 실험 전에 비해 실험 후의 Simulator Sickness 값은 증가하였지만 실험 전, 후의 통계적 차이는 관찰할 수 없었다. 속도 증가에 따라, 평균 R-R간격, 피부온도의 진폭은 감소하였고, 피부저항은 증가하였고, 맥파의 평균 진폭은 감소하였다. 그러므로 본 연구를 통해 Simulator Sickness의 큰 영향 없이 Graphic Simulator에서 속도의 증가에 따라 교감신경계가 활성화됨을 관찰할 수 있었고, 이는 실제 동적 환경에서 속도 변화에 따른 자율신경계의 반응 및 주관적 평가 결과와 일치하는 것이다. 향후 복합 감각 자극이 가능한 시뮬레이터가 구축이 될 것이고, 이를 통해 보다 현실감 있는 동적 환경 제시와 감성 측정이 가능할 것이다.

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Tensile Behaviour of Foamed Metal Matrix Composite Using Stochastic FE Model (통계적 유한요소모델을 이용한 발포된 금속기지 복합재료의 인장특성)

  • 전성식
    • Composites Research
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    • v.17 no.2
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    • pp.34-39
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    • 2004
  • In this paper, a modified and representative unit cell model was employed to study the tensile behaviour of closed-cell metallic foams with varying spatial density distribution as well as material imperfections. The density variation was assumed to follow a statistical probability distribution of the Gaussian type. A multiple cell finite element model, utilising the modified unit cell, was developed. The model exhibits deformation patterns similar to those observed in tensile testing. The nominal stress-strain curve obtained from quasistatic tensile of the foam was compared with experimental findings and was found to be in good agreement in the scheme of maximum strength only if the appropriate density distribution and volume fraction of internal imperfections are taken into account. Moreover, maximum tensile strength of the aluminium foam was found to be more sensitive to the volume fraction of imperfection than standard deviation of the density.

Electromagnetic Wave Scattering from a Perfectly Conducting Random Rough Surface with Considering the Edge Effect (가장자리 효과가 고려된 임의의 기복을 가진 완전도체 표면에서의 전자파 산란)

  • 최동묵;김채영
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.27 no.3B
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    • pp.244-250
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    • 2002
  • In this paper, rile scattered field from a random rough perfectly conducting surface by method of moment(MoM) was computed. A one-dimensional random rough surface predetermined statistical properties was generated by a digital computer. The number of surface realization for the computed field and the width of surface realization are set to be 100, 80 λ, respectively. To eliminate the scattering from the ends of the surface, the Gaussian taper function is used. Using Monte Carlo technique, we calculated hi-static scattering and back scattering coefficient. In order to verify the result by MoM we compare the MoM results with those of Kirchhoff approximations, which show good agreement between them.