• 제목/요약/키워드: Average information method

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A Smoothing Method for Stock Price Prediction with Hidden Markov Models

  • Lee, Soon-Ho;Oh, Chang-Hyuck
    • Journal of the Korean Data and Information Science Society
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    • 제18권4호
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    • pp.945-953
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    • 2007
  • In this paper, we propose a smoothing and thus noise-reducing method of data sequences for stock price prediction with hidden Markov models, HMMs. The suggested method just uses simple moving average. A proper average size is obtained from forecasting experiments with stock prices of bank sector of Korean Exchange. Forecasting method with HMM and moving average smoothing is compared with a conventional method.

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Monitoring of Gene Regulations Using Average Rank in DNA Microarray: Implementation of R

  • Park, Chang-Soon
    • Journal of the Korean Data and Information Science Society
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    • 제18권4호
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    • pp.1005-1021
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    • 2007
  • Traditional procedures for DNA microarray data analysis are to preprocess and normalize the gene expression data, and then to analyze the normalized data using statistical tests. Drawbacks of the traditional methods are: genuine biological signal may be unwillingly eliminated together with artifacts, the limited number of arrays per gene make statistical tests difficult to use the normality assumption or nonparametric method, and genes are tested independently without consideration of interrelationships among genes. A novel method using average rank in each array is proposed to eliminate such drawbacks. This average rank method monitors differentially regulated genes among genetically different groups and the selected genes are somewhat different from those selected by traditional P-value method. Addition of genes selected by the average rank method to the traditional method will provide better understanding of genetic differences of groups.

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가치투자전략과 이동평균법의 결합효과 (An Analysis on Combination Effect of Value Investment Strategy and Moving Average Method)

  • 장경천;김연권;김현석
    • 경영과정보연구
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    • 제27권
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    • pp.53-69
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    • 2008
  • In this paper we analyse performance of value strategy and moving average method among the non-financial listed companies whose fiscal year ends at December in the Korean Stock Exchange between 1996 and 2005. And we analyse combination investment performance of value investment and moving average method. After the analysis objective enterprises divide with the value stock and the growth stock, in accordance with moving average method we divide ascending stock and descending stock. And we compose 6 portfolios with combination of value stock, growth stock, ascending stock and descending stock. Using the difference of investment performance of these portfolios, when fundamental analysis and technical analysis method all considering we measure investment performance. The major findings of this research are as follows: First, the value strategy of buying value stocks and selling growth stocks were effective in the long-term investment. Second, using the moving average method, technical analysis were effective in the case of the short-term investment. Third, the portfolios combined fundamental analysis and technical analysis were more effective than investment performance of technical analysis.

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Peak-to-Average Power Ratio Reduction Using N-tuple Selective Mapping Method for MC-CDMA

  • Ali, Sajjad;Chen, Zhe;Yin, Fuliang
    • ETRI Journal
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    • 제37권2호
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    • pp.338-347
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    • 2015
  • The multi-carrier transmission signal in Multi-Carrier Code Division Multiple Access (MC-CDMA) has a high peak-to-average power ratio (PAPR), which results in nonlinear distortion and deteriorative system performance. An n-tuple selective mapping method is proposed to reduce the PAPR, in this paper. This method generates $2^n$ sequences of an original data sequence by adding n-tuple of n PAPR control bits to it followed by an interleaver and error-control code (ECC) to reduce its PAPR. The convolutional, Golay, and Hamming codes are used as ECCs in the proposed scheme. The proposed method uses different numbers of the n PAPR control bits to accomplish a noteworthy PAPR reduction and also avoids the need for a side-information transmission. The simulation results authenticate the effectiveness of the proposed method.

A Study on Multi-Signal DOA Estimation in Fading Channels

  • Lee Kwan-Houng;Song Woo-Young
    • Journal of information and communication convergence engineering
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    • 제3권3호
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    • pp.115-118
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    • 2005
  • In this study, the proposed algorithm is a correlativity signal in a mobile wireless channel that has estimated the direction of arrival. The proposed algorithm applied the space average method in a MUSIC algorithm. The diagonal matrix of the space average method was changed to inverse the matrix and to obtain a new signal correlation matrix. The existing algorithm was analyzed and compared by applying a proposed signal correlation matrix to estimate the direction of arrival in a MUSIC algorithm. The experiment resulted in a proposed algorithm with a min-norm method resolution at more than $5^{\circ}$. It improved more than $2^{\circ}$ in a MUSIC algorithm.

Non-Contact Heart Rate Monitoring from Face Video Utilizing Color Intensity

  • Sahin, Sarker Md;Deng, Qikang;Castelo, Jose;Lee, DoHoon
    • Journal of Multimedia Information System
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    • 제8권1호
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    • pp.1-10
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    • 2021
  • Heart Rate is a crucial physiological parameter that provides basic information about the state of the human body in the cardiovascular system, as well as in medical diagnostics and fitness assessments. At present day, it has been demonstrated that facial video-based photoplethysmographic signal captured using a low-cost RGB camera is possible to retrieve remote heart rate. Traditional heart rate measurement is mostly obtained by direct contact with the human body, therefore, it can result inconvenient for long-term measurement due to the discomfort that it causes to the subject. In this paper, we propose a non-contact-based remote heart rate measuring approach of the subject which depends on the color intensity variation of the subject's facial skin. The proposed method is applied in two regions of the subject's face, forehead and cheeks. For this, three different algorithms are used to measure the heart rate. i.e., Fast Fourier Transform (FFT), Independent Component Analysis (ICA) and Principal Component Analysis (PCA). The average accuracy for the three algorithms utilizing the proposed method was 89.25% in both regions. It is also noteworthy that the FastICA algorithm showed a higher average accuracy of more than 92% in both regions. The proposed method obtained 1.94% higher average accuracy than the traditional method based on average color value.

버스정보기반 통행속도 추정에 관한 연구 (A Study on the Travel Speed Estimation Using Bus Information)

  • 빈미영;문주백;임승국
    • 한국ITS학회 논문지
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    • 제12권4호
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    • pp.1-10
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    • 2013
  • 본 연구는 버스정보가 도로의 통행속도 정보로 활용될 수 있는지를 검토하기 위한 연구이다. 도로통행속도를 파악하기 위해 설치된 지점검지기, 구간검지기로부터 수집되는 정보와 경기도에서 수집되는 버스정보를 속도정보로 가공하여 비교하였다. 버스정보가 교통정보 검지기의 기능을 할 수 있다면, 통행속도 정보를 제공할 수 있다. 이를 위해서는 도로구간의 교통류에 대한 패턴을 인식할 필요가 있다. 본 연구에서는 새로운 접근방법보다는 기존에 검증된 방법을 중심으로 버스정보를 이용한 교통류 패턴 인식 방법을 적용하여 버스정보의 활용 가능성을 제시하였다. 또한 버스정보를 이용하여 모형을 추정하였는데, 단순이동, 지수평활법과 이중이동, 이중지수평활법, ARIMA(p,d,q)모형을 적용하였다. 이 모형들은 평가지표인 100-MAPE, MAE, EC로 비교한 결과 상호 비슷한 결과를 나타냈으나, 단순평균이동법이 가장 우수한 결과를 나타냈다. 이로서 버스정보를 구간의 통행속도로 이용할 경우, 모형의 추정도 가능하다는 것을 확인하였다.

Comparison of accumulate-combine and combine-accumulate methods in multivariate CUSUM charts for mean vector

  • Chang, Duk-Joon;Heo, Sunyeong
    • Journal of the Korean Data and Information Science Society
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    • 제24권4호
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    • pp.919-929
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    • 2013
  • We compared two basic methods, combine-accumulate method and accumulate-combine method, using the past quality information in multivariate quality control procedure for monitoring mean vector of multivariate normal process. When small or moderate shifts have occurred, accumulate-combine method yields smaller average run length (ARL) and average time to signal (ATS) than combine-accumulate method. On the other hand, we have found from our numerical results that combine-accumulate method has better performances in terms of switching behavior than accumulate-combine method. In industry, a quality engineer could select one of the two method under the comprehensive consideration about the required time to signal, switching behavior, and other physical factors in the production process.

Consideration of Image Quality of Dithered Picture by Constrained Average Method Using Various Probability Distribution Models

  • Sato, Mitsuhiro;Hasegawa, Madoka;Kato, Shigeo
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2002년도 ITC-CSCC -3
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    • pp.1495-1498
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    • 2002
  • The constrained average method is one of dither methods which combines edge emphasis and grayscale rendition to provide legibility of textual region and proper quality of continuous tone region. How-ever, image quality of continuous tone region is insufficient compared to other dither methods, such as ordered dither methods or the error diffusion method. The constrained average method uses a uniform distribution function to decide number of lit pixels related to the average intensity in a picture area. However, actual distribution of continuous tone region is closer to the Laplacian distribution or triangle distribution. In this paper, we introduce various probability distributions and the actual luminance distribution to decide the threshold value of the constrained average method in order to improve image quality of dithered image.

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인구중심의 변천에 관한 연구 (A Note on the Population Center of Korea)

  • 양재영;이낙영
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제15권3호
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    • pp.192-196
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    • 2015
  • It is important to obtain the information of population center for establishing the balanced development policy of a nation. In this note, the population center of Korea is obtained using 2010 Census data and compared with the past population centers. The weighted average method is used for calculating the population center. The results of this note will be able to contribute in the regional population distribution policies.