• Title/Summary/Keyword: Decision Error

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Measuring Return and Volatility Spillovers across Major Virtual Currency Market (주요 가상화폐 시장간 수익률 및 변동성 전이효과에 관한 연구)

  • Yoo, Ju-Hyun;Kang, Ju-Young;Park, Sang-Un
    • The Journal of Information Systems
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    • v.27 no.3
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    • pp.43-62
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    • 2018
  • Purpose Since the Bitcoin, which was the first virtual currency, was made at 2009, almost 1,000 virtual currencies appeared onstage in the world. Even though virtual currencies have the function of money as a medium of exchange or contract, any of those has not yet entered the commercialization stage. Instead, some of the virtual currencies show the nature of investment assets. In the case of virtual money investment, users tend to use all the information of the world because information transfer is very easy and capital movement is almost free between different countries. In addition, as the transaction sizes of virtual currencies increase, a virtual currency price is no longer independent and is likely to be affected by the prices of other virtual currencies. Therefore, it is necessary to understand the influence among virtual currency markets, which helps successful implementation of investment strategies. Design/methodology/approach This study focuses on the investment product function of virtual money and conducts the analysis using the time series model used in the financial and economic areas. In this paper, we try to analyze the return and volatility transfer effect of virtual money markets through GJR-GARCH model. Findings This study is expected to find out whether we can make market forecasts through reflecting changes in other markets. In addition, we can reduce the trial and error of user decision making by using the information on the yield and volatility transition effect derived from the research results, and it is expected to reduce the opportunity cost of users.

A Study on Landscape Architecture Planning and Design as Communicative Action (의사소통 행위로서의 조경계획 및 설계에 대한 연구)

  • 김연금;이규목
    • Journal of the Korean Institute of Landscape Architecture
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    • v.31 no.5
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    • pp.73-85
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    • 2003
  • With more and more people paying attention to substantial democracy, participatory democracy is presented as a practical strategy and an index of Korean democracy. In this social and political atmosphere, participation in environmental planning and design is essential. Nonetheless, the true meaning of “participation” is not used properly because many people do not understand it correctly, The concept of social and political participation is “the action or attempt of ordinary members of society for affecting on the result of decision making.” Based on this concept, participation is accomplished through conventional means and as a form of mobilization in environmental planning and desist Most of the theories on public participation in landscape architecture are technical theories. Therefore, this paper proposes that planning and design of landscape architecture be understood as a communicative action that aims to enable stakeholders to reach a consensus through communication. This study offers the framework of theory to understand and practice planning and design of landscape architecture as a communicative action, after reviewing communicative action theory and communicative planning theory. Results suggest that communicative action theory should be accepted in landscape architecture to overcome the shortcomings of instrumental rationality -- the same way planning theory accepted this theory --and to join the culture of experts focusing on the artistic truth and the culture of life of the world. In addition, accepting communicative action theory enables the acquisition of the instrumental effect and social learning effect and the making of social capital. This study also suggested prerequisite for using the method. There should be change in the social institution and in individual action. In addition the method is composed of three steps: creating the atmosphere for communication; communicating, and; reaching a consensus among stakeholders. Finally, raising the possibility of applying the theory presented in this study requires the accumulation of know-how through trial and error.

Reduction of Structural and Computational Complexity in IMD Reduction Method of the PTS-based OFDM Communication System (PTS 방식의 OFDM 통신 시스템에서 IMD 저감 기법의 복잡도와 계산량 저감)

  • Kim, Seon-Ae;Lee, Il-Jin;Baek, Gwang-Hoon;Ryu, Heung-Gyoon
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.34 no.8A
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    • pp.583-591
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    • 2009
  • OFDM(orthogonal frequency division multiplexing) signal with high PAPR(peak to average power ratio) produces the nonlinear distortion and/or decreases down the power efficiency of HPA(high power amplifier). So, the IMD(inter-modulation distortion) reduction method was proposed to reduce the nonlinear distortion, which shows better BER(bit error rate) performance than the PAPR reduction methods. However, IMD reduction method has inherent problem which system complexity and processing time increases because the FFT(fast Fourier transform) processor is added in transmitter and decision criterion of IMD reduction method is computed in frequency domain,. In this paper, therefore, we propose a new IMD reduction method to reduce the computational complexity and structure of IMD computation. And we apply this proposed method into OFDM system using PTS(partial transmit sequence) scheme and compare the computational complexity between conventional and proposed IMD reduction method. This method can reduce the system size and computational complexity. Also, the proposed has almost same BER performance with the conventional IMD reduction method.

Design of a 2.5V 10-bit 300MSPS CMOS D/A Converter (2.5V 10-bit 300MSPS 고성능 CMOS D/A 변환기의 설계)

  • Kwon, Dae-Hoon;Song, Min-Kyu
    • Journal of the Institute of Electronics Engineers of Korea SD
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    • v.39 no.7
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    • pp.57-65
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    • 2002
  • In this paper, a 2.5V 10-bit 300MSPS CMOS D/A Converter is described. The architecture of the D/A Converter is based on a current steering 8+2 segmented type, which reduces non-linearity error and other secondary effects. In order to achieve a high performance D/A Converter, a novel current cell with a low spurious deglitchnig circuit and a novel inverse thermomeer decoder are proposed. To verify the performance, it is integrated with $0.25{\mu}m$ CMOS 1-poly 5-metal technology. The effective chip area is $1.56mm^2$ and power consumption is about 84mW at 2.5V power supply. The simulation and experimental results show that the glitch energy is 0.9pVsec at fs=100MHz, 15pVsec at fs=300MHz in worst case, respectively. Further, both of INL and DNL are within ${\pm}$1.5LSB, and the SFDR is about 45dB when sampling, frequency, is 300MHz and output frequency is 1MHz.

Complexity Reduction of HEVC SAO Intra Modes By Adjustment of Offset Values (HEVC SAO 인트라 모드 오프셋 값 조정을 통한 복잡도 감소)

  • Mun, Ji-Hun;Choi, Jung-Ah;Ho, Yo-Sung
    • Journal of Broadcast Engineering
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    • v.19 no.3
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    • pp.355-361
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    • 2014
  • In this paper, we propose a complexity reduction method of sample adaptive offset (SAO), which is an in-loop filter in high-efficiency video coding (HEVC). In the conventional SAO, an offset value is calculated for each coding tree block (CTB) to minimize the error between the original and reconstructed images. In order to determine the optimal offset value, all offset candidates are examined and the offset value that leads to the smallest rate-distortion cost is chosen. Thus, SAO occupies a significant amount of the computational complexity in the HEVC encoder. In the proposed method, we determine the least-used band (LUB) by considering the statistical characteristics of offset values and without processing the offset value included in the LUB. Also, in the offset value decision stage, we check only a certain number of candidates rather than all of them. Experimental results show that the proposed method reduces the encoding time by approximately 8.15% without yielding a significant loss in terms of coding efficiency.

A Study of the Adaptive Control System (適應制御裝置에 關한 硏究)

  • Ha, Joo-Shik;Choi, Kyung-Sam;Kim, Seung-Ho
    • Journal of Advanced Marine Engineering and Technology
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    • v.3 no.1
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    • pp.19-31
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    • 1979
  • Recently the adaptive control system, which keeps the control system always optimal by adjusting the control parameters automatically according to the variations of the plant parameters, have become very important in the field of control engineering. The adaptive control systems are usally composed of the plant identification, the decision of the optimal control parameters, and the adjustment of the control parameters. This paper deals with a method of the adaptive control system when PI or PID controller is used in the feed back control system. Its controlled object (the plant) is assumed to be described by the transfer function of $\frac{ke^{-LS}}{1+TS}$ where k, T and L are steady state gain, time constant and pure dead time respectively, and their values are variable in accordance with the change of environmental circumstance. It has been known that a pseudo-random binary signal is quite effective for the measurement of an impulse response of a plant. In adaptive control systems, however, the impulse response itself is not appropriate to determine the control parameters. In this paper, the authors propose a method to estimate directly the parameters of the plant k, T and L by means of the correlation technique using 3 level M-sequence signal as a test signal. The authors also propose a method to determine the optimal parameters of the PI or PID controller in the sense of minimizing the square integral of the control error in the feed back control system, and the values of the optimal parameters are computed numerically for various values of T and L, and the results are examined and compared with those of the conventional methods. Finally the above-mentioned two methods are combined and an algorithm to struct an adaptive control system is suggested. The experiments for the indicial responses by means of both the model of the temperature control system using SCR actuater and the analog simulations have shown good results as expected, and the effectiveness of the proposed method is verified. The M-sequence generator and the time delay circuit, which are manufactured for the experiments, are operated in quite a good condition.

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Efficient Data Management for Hull Condition Assessment

  • Jaramillo, David;Cabos, Christian;Renard, Philippe
    • International Journal of CAD/CAM
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    • v.6 no.1
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    • pp.9-17
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    • 2006
  • Performing inspections for Hull Condition Monitoring and Assessment as stipulated in IACS unified requirements and IMO's Condition Assessment Scheme (CAS) IMO Resolution MEPC.94(46), 2001, Condition Assessment Scheme, IMO Resolution MEPC.111(50), 2003, Amendments to regulation 13G, addition of new regulation 13H involves a huge amount of measurement data to be collected, processed, analysed and maintained. Information to be recorded consists of thickness measurements and visual assessment of coating and cracks. The amount of data and increasing requirements with respect to condition assessment demand efficient computer support. Currently, due to the lack of standardization for this kind of data, the thickness measurements are recorded manually on ship drawings or tables. In this form, handling of the measurements is tedious and error-prone and assessment is difficult. Data reporting and analysis takes a long time, leading to some repairs being performed only at the next docking of the ship or making an additional docking necessary. The recently started ED funded project CAS addresses this topic and develops-as a first step-a data model for Hull Condition Monitoring and Assessment (HCMA) based on XML-technology. The model includes simple geometry representation to facilitate a graphically supported data collection as well as an easy visualisation of the measurement results. In order to ensure compatibility with the current way of working, the content of the data model is strictly confined to the requirements of the measurement process. Appropriate data interfaces to classification software will enable rapid assessment by the classification societies, thus improving the process in terms of time and cost savings. In particular, decision-making can be done while the ship is still in the dock for maintenance.

A Study on the Performance Evaluation of Machine Learning for Predicting the Number of Movie Audiences (영화 관객 수 예측을 위한 기계학습 기법의 성능 평가 연구)

  • Jeong, Chan-Mi;Min, Daiki
    • The Journal of Society for e-Business Studies
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    • v.25 no.2
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    • pp.49-63
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    • 2020
  • The accurate prediction of box office in the early stage is crucial for film industry to make better managerial decision. With aims to improve the prediction performance, the purpose of this paper is to evaluate the use of machine learning methods. We tested both classification and regression based methods including k-NN, SVM and Random Forest. We first evaluate input variables, which show that reputation-related information generated during the first two-week period after release is significant. Prediction test results show that regression based methods provides lower prediction error, and Random Forest particularly outperforms other machine learning methods. Regression based method has better prediction power when films have small box office earnings. On the other hand, classification based method works better for predicting large box office earnings.

The Performance Evaluation of Parallel and Single Structure MCMA-MDD Adaptive Equalizer for 16-QAM Signal (16-QAM 신호에대한 병렬 구조와 단일 구조를 갖는 MCMA-MDD 적응 등화기의 성능 평가)

  • Lim, Seung-Gag
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.12 no.4
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    • pp.15-22
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    • 2012
  • This paper deals with the performance comparison and evaluation of blind adaptive equalizer, the PMCMA-MDD and DW-MCMA, that is used for compensation of the amplitude and phase distortion which occurs in the time dispersive channel. Basically, these algorithms are modification of MCMA cost function in order to obtain the fast convergence speed and reduced residual isi by taking the parallel and serial double structured and the combination of the concept of RCA for the updating the tap coefficient. We implements the algorithm of it and compare the recovered constellation, residual isi, MSE characteristics curve and SER in the signal to noise ratio given the time dispersive channel. As a result of simulation, the PMCMA-MDD has a good in recovered constellation than DW-MCMA. But in the SER, the DW-MCMA has a good than PMCMA-MDD.

A Simple Multi-rate Parallel Interference Canceller for the IMT-2000 3GPP System (IMT-2000 3GPP 시스템을 위한 간단한 다중 전송률 병렬형 간섭제거기)

  • Kim, Jin-Kyeom;Oh, Seong-Keun;Sunwoo, Myung-Hoon
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.38 no.12
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    • pp.10-19
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    • 2001
  • In this paper, we propose an effective but simple multi-rate parallel interference canceller(PIC) for the international mobile telecommunications-2000(IMT-2000) 3rd generation partnership project (3GPP) system. For effective multi-rate processing, we define the basic block as one symbol period of the dedicated physical control channel(DPCCH) having the lowest data rate and common to all users. Then, decision and interference cancellation are performed at every basic block. For an asynchronous channel, we propose an advance removal scheme that removes in advance multiple access interference(MAI) due to the next blockof other users with shorter delay. Introducing a pipeline structure at a sample base, we can implement efficiently the PIC using the advance removal scheme with a minimum hardware and no extra computations. Through computer simulations, we analyze the bit error rate(BER) performance of the proposed PIC with respect to signal-to-noise ratio(SNR) and the number of users.

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