• Title/Summary/Keyword: CUSUM Test

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Carrier Phase-Based Gps/Pseudolite/Ins Integration: Solutions Of Ambiguity Resolution And Cycle Slip Detection/Identification

  • Park, Woon-Young;Lee, Hung-Kyu;Park, Suk-Kun;Lee, Hyun-Jik
    • Proceedings of the Korean Society of Surveying, Geodesy, Photogrammetry, and Cartography Conference
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    • 2004.02a
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    • pp.82-94
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    • 2004
  • This paper addresses solutions to the challenges of carrier phase integer ambiguity resolution and cycle slip detection/identification, for maintaining high accuracy of an integrated GPS/Pseudolite/INS system. Such a hybrid positioning and navigation system is an augmentation of standard GPS/INS systems in localized areas. To achieve the goal of high accuracy, the carrier phase measurements with correctly estimated integer ambiguities must be utilized to update the system integration filter's states. The occurrence of a cycle slip that is undetected is, however, can significantly degrade the filter's performance. This contribution presents an effective approach to increase the reliability and speed of integer ambiguity resolution through using pseudolite and INS measurements, with special emphasis on reducing the ambiguity search space. In addition, an algorithm which can effectively detect and correct the cycle slips is described as well. The algorithm utilizes additional position information provided by the INS, and applies a statistical technique known as the cumulative-sum (CUSUM) test that is very sensitive to abrupt changes of mean values. Results of simulation studies and field tests indicate that the algorithms are performed pretty well, so that the accuracy and performance of the integrated system can be maintained, even if cycle slips exist in the raw GPS measurements.

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Securing a Cyber Physical System in Nuclear Power Plants Using Least Square Approximation and Computational Geometric Approach

  • Gawand, Hemangi Laxman;Bhattacharjee, A.K.;Roy, Kallol
    • Nuclear Engineering and Technology
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    • v.49 no.3
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    • pp.484-494
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    • 2017
  • In industrial plants such as nuclear power plants, system operations are performed by embedded controllers orchestrated by Supervisory Control and Data Acquisition (SCADA) software. A targeted attack (also termed a control aware attack) on the controller/SCADA software can lead a control system to operate in an unsafe mode or sometimes to complete shutdown of the plant. Such malware attacks can result in tremendous cost to the organization for recovery, cleanup, and maintenance activity. SCADA systems in operational mode generate huge log files. These files are useful in analysis of the plant behavior and diagnostics during an ongoing attack. However, they are bulky and difficult for manual inspection. Data mining techniques such as least squares approximation and computational methods can be used in the analysis of logs and to take proactive actions when required. This paper explores methodologies and algorithms so as to develop an effective monitoring scheme against control aware cyber attacks. It also explains soft computation techniques such as the computational geometric method and least squares approximation that can be effective in monitor design. This paper provides insights into diagnostic monitoring of its effectiveness by attack simulations on a four-tank model and using computation techniques to diagnose it. Cyber security of instrumentation and control systems used in nuclear power plants is of paramount importance and hence could be a possible target of such applications.

Feldstein-Horioka Puzzle in Thailand and China: Evidence from the ARDL Bounds Testing

  • RUANKHAM, Warawut;PONGPRUTTIKUL, Phoommhiphat
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.9
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    • pp.1-9
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    • 2021
  • This study aimed to investigate the existence of the Feldstein-Horioka (1980) puzzle in international macroeconomics by applying the conditional Autoregressive Distributed Lag (ARDL) model to examine the long-run relationship between national savings and investments in Thailand and China. The input of this study relied on annual national savings and investments as a fraction of GDP during 1980-2019 which was collected from China National Bureau of Statistics (NBS) and Thailand National Economic and Social Development Council (NESDC). Hypothetically, Augmented Dickey-Fuller (ADF) and Phillips-Perron (PP) unit root tests were applied to test the stationary properties and to investigate the integration level of selected time series. The empirical results, confirmed by cumulative sum (CUSUM) and cumulative sum square (CUSUMSQ), maintained no serial correlation and structural break problems. The finding of this study suggested that the Feldstein-Horioka puzzle in Thailand did not exist significantly. Thailand's national savings and investments nexus was independent, following the classic economic idea that financial liberalization, or perfect capital mobility, allowed national savings and investments to flow freely to countries with better interest rates. Whereas, a strong significant correlation was found in the case of China during the fixed exchange rate regime switching in 1994 and post WTO participation after 2001-2019.

Combining Adaptive Filtering and IF Flows to Detect DDoS Attacks within a Router

  • Yan, Ruo-Yu;Zheng, Qing-Hua;Li, Hai-Fei
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.4 no.3
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    • pp.428-451
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    • 2010
  • Traffic matrix-based anomaly detection and DDoS attacks detection in networks are research focus in the network security and traffic measurement community. In this paper, firstly, a new type of unidirectional flow called IF flow is proposed. Merits and features of IF flows are analyzed in detail and then two efficient methods are introduced in our DDoS attacks detection and evaluation scheme. The first method uses residual variance ratio to detect DDoS attacks after Recursive Least Square (RLS) filter is applied to predict IF flows. The second method uses generalized likelihood ratio (GLR) statistical test to detect DDoS attacks after a Kalman filter is applied to estimate IF flows. Based on the two complementary methods, an evaluation formula is proposed to assess the seriousness of current DDoS attacks on router ports. Furthermore, the sensitivity of three types of traffic (IF flow, input link and output link) to DDoS attacks is analyzed and compared. Experiments show that IF flow has more power to expose anomaly than the other two types of traffic. Finally, two proposed methods are compared in terms of detection rate, processing speed, etc., and also compared in detail with Principal Component Analysis (PCA) and Cumulative Sum (CUSUM) methods. The results demonstrate that adaptive filter methods have higher detection rate, lower false alarm rate and smaller detection lag time.

A Status Report on Dual Energy X-ray Absorptiometry Quality Control in Korea (이중에너지 방사선흡수 골밀도 장치의 품질관리 현황)

  • Kim, Jung-Su;Rho, Young-Hoon;Lee, In-Ju;Kim, Sung-Su;Kim, Kyoung-Ah;Kim, Jung-Min
    • Journal of radiological science and technology
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    • v.39 no.4
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    • pp.527-534
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    • 2016
  • Dual-energy X-ray absorptiometry (DEXA) is the most widely used technical instrument for evaluating bone mineral content (BMC) and density (BMD) in patients of all ages. In 2016, DEXA devices operating is 5617 in Korea. In this study we investigated the quality of management practices survey for DEXA equipment and we analyzed it. We got a survey response rate of 12.6%. Accurate bone densitometry test is used data for estimation a patient's risk of fracture. However, improper bone densitometry will increase the possibility of causing a false positive. Therefore. it is essential to use the proper aids accurate bone densitomenty to be performed, and the quality control of the device to reduce the error factor of the tester through the training to reduce error for the device and the attitude.

A Study on the Volatility of Global Stock Markets using Markov Regime Switching model (마코브국면전환모형을 이용한 글로벌 주식시장의 변동성에 대한 연구)

  • Lee, Kyung-Hee;Kim, Kyung-Soo
    • Management & Information Systems Review
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    • v.34 no.3
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    • pp.17-39
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    • 2015
  • This study examined the structural changes and volatility in the global stock markets using a Markov Regime Switching ARCH model developed by the Hamilton and Susmel (1994). Firstly, the US, Italy and Ireland showed that variance in the high volatility regime was more than five times that in the low volatility, while Korea, Russia, India, and Greece exhibited that variance in the high volatility regime was increased more than eight times that in the low. On average, a jump from regime 1 to regime 2 implied roughly three times increased in risk, while the risk during regime 3 was up to almost thirteen times than during regime 1 over the study period. And Korea, the US, India, Italy showed ARCH(1) and ARCH(2) effects, leverage and asymmetric effects. Secondly, 278 days were estimated in the persistence of low volatility regime, indicating that the mean transition probability between volatilities exhibited the highest long-term persistence in Korea. Thirdly, the coefficients appeared to be unstable structural changes and volatility for the stock markets in Chow tests during the Asian, Global and European financial crisis. In addition, 1-Step prediction error tests showed that stock markets were unstable during the Asian crisis of 1997-1998 except for Russia, and the Global crisis of 2007-2008 except for Korea and the European crisis of 2010-2011 except for Korea, the US, Russia and India. N-Step tests exhibited that most of stock markets were unstable during the Asian and Global crisis. There was little change in the Asian crisis in CUSUM tests, while stock markets were stable until the late 2000s except for some countries. Also there were stable and unstable stock markets mixed across countries in CUSUMSQ test during the crises. Fourthly, I confirmed a close relevance of the volatility between Korea and other countries in the stock markets through the likelihood ratio tests. Accordingly, I have identified the episode or events that generated the high volatility in the stock markets for the financial crisis, and for all seven stock markets the significant switch between the volatility regimes implied a considerable change in the market risk. It appeared that the high stock market volatility was related with business recession at the beginning in 1990s. By closely examining the history of political and economical events in the global countries, I found that the results of Lamoureux and Lastrapes (1990) were consistent with those of this paper, indicating there were the structural changes and volatility during the crises and specificly every high volatility regime in SWARCH-L(3,2) student t-model was accompanied by some important policy changes or financial crises in countries or other critical events in the international economy. The sophisticated nonlinear models are needed to further analysis.

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