• Title/Summary/Keyword: Auto-regressive(AR)

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Interval prediction on the sum of binary random variables indexed by a graph

  • Park, Seongoh;Hahn, Kyu S.;Lim, Johan;Son, Won
    • Communications for Statistical Applications and Methods
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    • v.26 no.3
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    • pp.261-272
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    • 2019
  • In this paper, we propose a procedure to build a prediction interval of the sum of dependent binary random variables over a graph to account for the dependence among binary variables. Our main interest is to find a prediction interval of the weighted sum of dependent binary random variables indexed by a graph. This problem is motivated by the prediction problem of various elections including Korean National Assembly and US presidential election. Traditional and popular approaches to construct the prediction interval of the seats won by major parties are normal approximation by the CLT and Monte Carlo method by generating many independent Bernoulli random variables assuming that those binary random variables are independent and the success probabilities are known constants. However, in practice, the survey results (also the exit polls) on the election are random and hardly independent to each other. They are more often spatially correlated random variables. To take this into account, we suggest a spatial auto-regressive (AR) model for the surveyed success probabilities, and propose a residual based bootstrap procedure to construct the prediction interval of the sum of the binary outcomes. Finally, we apply the procedure to building the prediction intervals of the number of legislative seats won by each party from the exit poll data in the $19^{th}$ and $20^{th}$ Korea National Assembly elections.

Vegetation Classification from Time Series NOAA/AVHRR Data

  • Yasuoka, Yoshifumi;Nakagawa, Ai;Kokubu, Keiko;Pahari, Krishna;Sugita, Mikio;Tamura, Masayuki
    • Proceedings of the KSRS Conference
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    • 1999.11a
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    • pp.429-432
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    • 1999
  • Vegetation cover classification is examined based on a time series NOAA/AVHRR data. Time series data analysis methods including Fourier transform, Auto-Regressive (AR) model and temporal signature similarity matching are developed to extract phenological features of vegetation from a time series NDVI data from NOAA/AVHRR and to classify vegetation types. In the Fourier transform method, typical three spectral components expressing the phenological features of vegetation are selected for classification, and also in the AR model method AR coefficients are selected. In the temporal signature similarity matching method a new index evaluating the similarity of temporal pattern of the NDVI is introduced for classification.

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Training-Based Noise Reduction Method Considering Noise Correlation for Visual Quality Improvement of Recorded Analog Video (녹화된 아날로그 영상의 화질 개선을 위한 잡음 연관성을 고려한 학습기반 잡음개선 기법)

  • Kim, Sung-Deuk;Lim, Kyoung-Won
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.47 no.6
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    • pp.28-38
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    • 2010
  • In order to remove the noise contained in recorded analog video, it is important to recognize the real characteristics and strength of the noise. This paper presents an efficient training-based noise reduction method for recorded analog video after analyzing the noise characteristics of analog video captured in a real broadcasting system. First we show that there is non-negligible noise correlation in recorded analog video and describe the limitations of the traditional noise estimation and reduction methods based on additive white Gaussian noise (AWGN) model. In addition, we show that auto-regressive (AR) model considering noise correlation can be successfully utilized to estimate and synthesize the noise contained in the recorded analog video, and the estimated AR parameters are utilized in the training-based noise reduction scheme to reduce the video noise. Experiment results show that the proposed method can be efficiently applied for noise reduction of recorded analog video with non-negligible noise correlation.

Evaluation of the Ambient Temperature Effect for the Autonomic Nervous Activity of the Young Adult through the Frequency Analysis of the Heart Rate Variability (심박변이율 주파수 분석을 통한 실내온도에 따른 건강한 성인의 자율신경계 활동 평가)

  • Shin, Hangsik
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.64 no.8
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    • pp.1240-1245
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    • 2015
  • The purpose of this paper is to investigate the autonomic nervous system activity in various ambient temperatures. To evaluate autonomic function, we use the frequency domain analysis of heart rate variability such as FFT(fast fourier transformation), AR(Auto-Regressive) model and Lomb-Scargle peridogram. HRV(heart rate variability) is calculated by using ECG recorded from 3 different temperature room which temperature is controlled in 18℃(low), 25℃(mid) and 38℃(high), respectively. Totally 22 subjects were participated in the experiment. In the results, the most significant autonomic changes caused by temperature load were found in the HF(high frequency) component of FFT and AR model. And the HF power is decreased by increasing temperature. Significance level was increased by increasing the difference of temperatures.

Spectral Estimation of EEG signal by AR Model (AR 모델을 이용한 뇌파신호의 스펙트럼 추정)

  • Ryo, D.K.;Kim, T.S.;Huh, J.M.;Yoo, S.K.;Park, S.H.
    • Proceedings of the KOSOMBE Conference
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    • v.1990 no.11
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    • pp.114-117
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    • 1990
  • EEG signal is analyzed by two methods, analysis by visual inspection of EEG recording sheets and analysis by quantative method. Generally visual inspection method is used in the clinical field. But this method has its limitation because EEG signal is random signal. Therefore it is necessary to analyze EEG signals quantatively to obtain more precise and objective information of neural and brain. In this paper, power spectrum of EEG signal was estimated by AR(AutoRegressive) model in the frequency domain. This process is useful as a preprocessing stage for tomographic brain mapping (TBM) at each frequency, band. As a method for estimating power spectral density of EEG signals, periodogram method, autocorrelation method. covariance method, modified covariance method, and Burg method are tested in this paper.

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Study on the influence of Alpha wave music on working memory based on EEG

  • Xu, Xin;Sun, Jiawen
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.16 no.2
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    • pp.467-479
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    • 2022
  • Working memory (WM), which plays a vital role in daily activities, is a memory system that temporarily stores and processes information when people are engaged in complex cognitive activities. The influence of music on WM has been widely studied. In this work, we conducted a series of n-back memory experiments with different task difficulties and multiple trials on 14 subjects under the condition of no music and Alpha wave leading music. The analysis of behavioral data show that the change of music condition has significant effect on the accuracy and time of memory reaction (p<0.01), both of which are improved after the stimulation of Alpha wave music. Behavioral results also suggest that short-term training has no significant impact on working memory. In the further analysis of electrophysiology (EEG) data recorded in the experiment, auto-regressive (AR) model is employed to extract features, after which an average classification accuracy of 82.9% is achieved with support vector machine (SVM) classifier in distinguishing between before and after WM enhancement. The above findings indicate that Alpha wave leading music can improve WM, and the combination of AR model and SVM classifier is effective in detecting the brain activity changes resulting from music stimulation.

Electroencephalogram-Based Driver Drowsiness Detection System Using Errors-In-Variables(EIV) and Multilayer Perceptron(MLP) (EIV와 MLP를 이용한 뇌파 기반 운전자의 졸음 감지 시스템)

  • Han, Hyungseob;Song, Kyoung-Young
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.39C no.10
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    • pp.887-895
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    • 2014
  • Drowsy driving is a large proportion of the total car accidents. For this reason, drowsiness detection and warning system for drivers has recently become a very important issue. Monitoring physiological signals provides the possibility of detecting features of drowsiness and fatigue of drivers. Many researches have been published that to measure electroencephalogram(EEG) signals is the effective way in order to be aware of fatigue and drowsiness of drivers. The aim of this study is to extract drowsiness-related features from a set of EEG signals and to classify the features into three states: alertness, transition, and drowsiness. This paper proposes a drowsiness detection system using errors-in-variables(EIV) for extraction of feature vectors and multilayer perceptron (MLP) for classification. The proposed method evaluates robustness for noise and compares to the previous one using linear predictive coding (LPC) combined with MLP. From evaluation results, we conclude that the proposed scheme outperforms the previous one in the low signal-to-noise ratio regime.

An Efficient QoS-Aware Bandwidth Re-Provisioning Scheme in a Next Generation Wireless Packet Transport Network (차세대 이동통신 패킷 수송망에서 서비스 품질을 고려한 효율적인 대역폭 재할당 기법)

  • Park, Jae-Sung
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.31 no.1A
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    • pp.30-37
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    • 2006
  • In this paper, we propose a QoS-aware efficient bandwidth re-provisioning scheme in a next generation wireless packet transport network. At the transport network layer, it classifies the traffic of the radio network layer into a real time class and a non-real time class. Using an auto-regressive time-series model and a given packet loss probability, our scheme predicts the needed bandwidth of the non-real time class at every re-provisioning interval. Our scheme increases the system capacity by releasing the unutilized bandwidth of the non-real time traffic class for the real-time traffic class while insuring a controllable upper bound on the packet loss probability of a non-real time traffic class. Through empirical evaluations using the real Internet traffic traces, our scheme is validated that it can increase the bandwidth efficiency while guaranteeing the quality of service requirements of the non-real time traffic class.

Comparison of daily solar flare peak flux forecast models based on regressive and neural network methods

  • Shin, Seulki;Lee, Jin-Yi;Moon, Yong-Jae
    • The Bulletin of The Korean Astronomical Society
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    • v.39 no.1
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    • pp.75.2-75.2
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    • 2014
  • We have developed a set of daily solar flare peak flux forecast models using the multiple linear regression (MLR), the auto regression (AR), and artificial neural network (ANN) methods. We consider input parameters as solar activity data from January 1996 to December 2013 such as sunspot area, X-ray flare peak flux, weighted total flux $T_F=1{\times}F_C+10{\times}F_M+100{\times}F_X$ of previous day, mean flare rates of a given McIntosh sunspot group (Zpc), and a Mount Wilson magnetic classification. We compute the hitting rate that is defined as the fraction of the events whose absolute differences between the observed and predicted flare fluxes in a logarithm scale are ${\leq}$ 0.5. The best three parameters related to the observed flare peak flux are as follows: weighted total flare flux of previous day (r=0.5), Mount Wilson magnetic classification (r=0.33), and McIntosh sunspot group (r=0.3). The hitting rates of flares stronger than the M5 class, which is regarded to be significant for space weather forecast, are as follows: 30% for the auto regression method and 69% for the neural network method.

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Low Power IR Module Design for Small Arms Using Un-cooled Type Detector (비냉각 검출기를 이용한 소화기용 저전력 열상모듈 설계)

  • Sung, Gi-Yeul;Kwak, Dong-Min;Kwak, Ki-Ho;Kim, Do-Jong;Lyou, Joon
    • Journal of the Korea Institute of Military Science and Technology
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    • v.10 no.4
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    • pp.138-144
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    • 2007
  • This paper introduces the design techniques of an IR module using the 2-D array un-cooled type infrared detector which is applied to the individual combat weapon. Considering the size and weight of the hand carried weapon system, we used a very small-sized detector and applied an adaptive temperature control algorithm so that the operation consumed with low power can be possible. We applied the AR(Auto Regressive) filter to improve the signal-to-noise ratio in a thermal image processing step. We also applied the plateau equalization and boundary enhancement techniques to improve the visibility for human visual system.