• 한국융합학회논문지
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• 제4권3호
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• pp.27-33
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• 2013

기존의 바코드는 정보 배열이 나란히 나열된 선 모양을 가지며 이를 1차원 바코드라 부른다. 이에 반해 2차원 바코드는 점자방식 또는 모자이크방식 코드로 작은 정사각형 도는 직사각형 안에 정보를 표현한다. 2차원 바코드는 기존의 1차원 바코드보다 작은 공간에 많은 데이터를 표현 가능함으로써 보다 효율적인 바코드의 구현이 가능하다. 현재 ISO 국제 표준화된 2차원 바코드는 총 4가지로 분류되는데 QR Code, Data Matrix, PDF417, MaxiCode가 있다. 본 논문에서는 ISO 국제 표준화된 바코드 중 하나인 Data Matrix의 Base 256 모드에 대한 기본 개념, 구성 방법, 인코딩 및 디코딩 방법을 상세히 제안한다. Data Matrix 심벌에 저장된 데이터를 보다 효율적으로 구성하기 위해 숫자, Alphanumeric 문자, 이진법에 따라 다른 인코딩, 디코딩 방법을 사용하게 되는데 본 논문에서는 이를 고려한 디코딩 방법에 초점을 맞춰 기술할 것이다.

• Journal of Information Technology Applications and Management
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• 제13권4호
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• pp.273-290
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• 2006

This study suggests a frequency matrix technique to predict personal credit rate more efficiently using incomplete data sets. At first this study test on multiple discriminant analysis and logistic regression analysis for predicting personal credit rate with incomplete data sets. Missing values are predicted with mean imputation method and regression imputation method here. An artificial neural network and frequency matrix technique are also tested on their performance in predicting personal credit rating. A data set of 8,234 customers in 2004 on personal credit information of Bank A are collected for the test. The performance of frequency matrix technique is compared with that of other methods. The results from the experiments show that the performance of frequency matrix technique is superior to that of all other models such as MDA-mean, Logit-mean, MDA-regression, Logit-regression, and artificial neural networks.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제15권9호
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• pp.3348-3364
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• 2021

Magic matrix-based data hiding schemes are applied to transmit secret information through open communication channels safely. With the development of various magic matrices, some higher dimensional magic matrices are proposed for improving the security level. However, with the limitation of computing resource and the requirement of real time processing, these higher dimensional magic matrix-based methods are not advantageous. Hence, a kind of data hiding scheme based on a single or a group of multi-dimensional flexible magic matrices is proposed in this paper, whose magic matrix can be expanded to higher dimensional ones with less computing resource. Furthermore, an adaptive mechanism is proposed to reduce the embedding distortion. Adapting to the secret data, the magic matrix with least distortion is chosen to embed the data and a marker bit is exploited to record the choice. Experimental results confirm that the proposed scheme hides data with high security and a better visual quality.

• Journal of the Korean Data and Information Science Society
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• 제28권4호
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• pp.927-936
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• 2017

To analyze longitudinal count data, Poisson linear mixed models are commonly used. In the models the random effects covariance matrix explains both within-subject variation and serial correlation of repeated count outcomes. When the random effects covariance matrix is assumed to be misspecified, the estimates of covariates effects can be biased. Therefore, we propose reasonable and flexible structures of the covariance matrix using autoregressive and moving average Cholesky decomposition (ARMACD). The ARMACD factors the covariance matrix into generalized autoregressive parameters (GARPs), generalized moving average parameters (GMAPs) and innovation variances (IVs). Positive IVs guarantee the positive-definiteness of the covariance matrix. In this paper, we use the ARMACD to model the random effects covariance matrix in Poisson loglinear mixed models. We analyze epileptic seizure data using our proposed model.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제15권10호
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• pp.3482-3497
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• 2021

Artificial intelligence has emerged as the core of the 4th industrial revolution, and large amounts of data processing, such as big data technology and rapid data analysis, are inevitable. The most fundamental and universal data interpretation technique is an analysis of information through regression, which is also the basis of machine learning. Ridge regression is a technique of regression that decreases sensitivity to unique or outlier information. The time-consuming calculation portion of the matrix computation, however, basically includes the introduction of an inverse matrix. As the size of the matrix expands, the matrix solution method becomes a major challenge. In this paper, a new algorithm is introduced to enhance the speed of ridge regression estimator calculation through series expansion and computation recycle without adopting an inverse matrix in the calculation process or other factorization methods. In addition, the performances of the proposed algorithm and the existing algorithm were compared according to the matrix size. Overall, excellent speed-up of the proposed algorithm with good accuracy was demonstrated.

• 대한수학회논문집
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• 제10권4호
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• pp.849-854
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• 1995

The interpolation of scattered data with radial basis functions is knwon for its good fitting. But if data get large, the coefficient matrix becomes almost singular. We introduce different knots and nodes to improve condition number of coefficient matrix. The singulaity of new coefficient matrix is investigated here.

• Communications for Statistical Applications and Methods
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• 제24권1호
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• pp.81-96
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• 2017

Cumulative logit random effects models are typically used to analyze longitudinal ordinal data. The random effects covariance matrix is used in the models to demonstrate both subject-specific and time variations. The covariance matrix may also be homogeneous; however, the structure of the covariance matrix is assumed to be homoscedastic and restricted because the matrix is high-dimensional and should be positive definite. To satisfy these restrictions two Cholesky decomposition methods were proposed in linear (mixed) models for the random effects precision matrix and the random effects covariance matrix, respectively: modified Cholesky and moving average Cholesky decompositions. In this paper, we use these two methods to model the random effects precision matrix and the random effects covariance matrix in cumulative logit random effects models for longitudinal ordinal data. The methods are illustrated by a lung cancer data set.

• Communications for Statistical Applications and Methods
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• 제25권1호
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• pp.61-70
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• 2018

Modeling of the random effects covariance matrix in generalized linear mixed models (GLMMs) is an issue in analysis of longitudinal categorical data because the covariance matrix can be high-dimensional and its estimate must satisfy positive-definiteness. To satisfy these constraints, we consider the autoregressive and moving average Cholesky decomposition (ARMACD) to model the covariance matrix. The ARMACD creates a more flexible decomposition of the covariance matrix that provides generalized autoregressive parameters, generalized moving average parameters, and innovation variances. In this paper, we analyze longitudinal count data with overdispersion using GLMMs. We propose negative binomial loglinear mixed models to analyze longitudinal count data and we also present modeling of the random effects covariance matrix using the ARMACD. Epilepsy data are analyzed using our proposed model.

• 대한수학회지
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• 제61권3호
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• pp.427-444
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• 2024

The matrix completion problem is to predict missing entries of a data matrix using the low-rank approximation of the observed entries. Typical approaches to matrix completion problem often rely on thresholding the singular values of the data matrix. However, these approaches have some limitations. In particular, a discontinuity is present near the thresholding value, and the thresholding value must be manually selected. To overcome these difficulties, we propose a shrinkage and thresholding function that smoothly thresholds the singular values to obtain more accurate and robust estimation of the data matrix. Furthermore, the proposed function is differentiable so that the thresholding values can be adaptively calculated during the iterations using Stein unbiased risk estimate. The experimental results demonstrate that the proposed algorithm yields a more accurate estimation with a faster execution than other matrix completion algorithms in image inpainting problems.

• 한국정보통신학회논문지
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• 제10권7호
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• pp.1307-1311
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• 2006

본 연구에서는 행렬 분해 (Matrix Factorization)를 이용하여 음성 스펙트럼의 부분적 특정을 나타낼 수 있는 새로운 음성 파라마터를 제안한다. 제안된 파라미터는 행렬내의 모든 원소가 음수가 아니라는 조건에서 행렬분해 과정을 거치게 되고 고차원의 데이터가 효과적으로 축소되어 나타남을 알 수 있다. 차원 축소된 데이터는 입력 데이터의 부분적인 특성을 표현한다. 음성 특징 추출 과정에서 일반적으로 사용되는 멜 필터뱅크 (Mel-Filter Bank)의 출력 을 Non-Negative 행렬 분해(NMF:Non-Negative Matrix Factorization) 알고리즘의 입 력으로 사용하고, 알고리즘을 통해 차원 축소된 데이터를 음성인식기의 입력으로 사용하여 멜 주파수 캡스트럼 계수 (MFCC: Mel Frequency Cepstral Coefficient)의 인식결과와 비교해 보았다. 인식결과를 통하여 일반적으로 음성인식기의 성능평가를 위해 사용되는 MFCC에 비하여 제안된 특정 파라미터가 인식 성능이 뛰어남을 알 수 있었다.