• Title/Summary/Keyword: Error Rate

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Capturing the Short-run and Long-run Causal Behavior of Philippine Stock Market Volatility under Vector Error Correction Environment

  • CAMBA, Abraham C. Jr.
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.8
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    • pp.41-49
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    • 2020
  • This study investigates the short-run and long-run causal behavior of the Philippine stock market index volatility under vector error correction environment. The variables were tested first for stationarity and then long-run equilibrium relationship. Moreover, an impulse response function was estimated to examine the extent of innovations in the independent variables in explaining the Philippine stock market index volatility. The results reveal that the volatility of the Philippine stock market index exhibit long-run equilibrium relationship with Peso-Dollar exchange rate, London Interbank Offered Rate, and crude oil prices. The short-run dynamics-based VECM estimates indicate that in the short-run, increases (i.e., depreciation) in Peso-Dollar exchange rate cause PSEI volatility to increase. As for the London Interbank Offered Rate, it causes increases in PSEI volatility in the short-run. The adjustment coefficients used with the long-run dynamics validates the presence of unidirectional causal long-run relationship from Peso-Dollar exchange rate, London Interbank Offered Rate, and crude oil prices to PSEI volatility, and bidirectional causal long-run relationship between PSEI volatility and London Interbank Offered Rate. The impulse response functions developed within the VECM framework demonstrate the positive and negative reactions of PSEI volatility to unanticipated Peso-Dollar exchange rate, London Interbank Offered Rate, and crude oil price shocks.

Maximization of Zero-Error Probability for Adaptive Channel Equalization

  • Kim, Nam-Yong;Jeong, Kyu-Hwa;Yang, Liuqing
    • Journal of Communications and Networks
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    • v.12 no.5
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    • pp.459-465
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    • 2010
  • A new blind equalization algorithm that is based on maximizing the probability that the constant modulus errors concentrate near zero is proposed. The cost function of the proposed algorithm is to maximize the probability that the equalizer output power is equal to the constant modulus of the transmitted symbols. Two blind information-theoretic learning (ITL) algorithms based on constant modulus error signals are also introduced: One for minimizing the Euclidean probability density function distance and the other for minimizing the constant modulus error entropy. The relations between the algorithms and their characteristics are investigated, and their performance is compared and analyzed through simulations in multi-path channel environments. The proposed algorithm has a lower computational complexity and a faster convergence speed than the other ITL algorithms that are based on a constant modulus error. The error samples of the proposed blind algorithm exhibit more concentrated density functions and superior error rate performance in severe multi-path channel environments when compared with the other algorithms.

IMU calibration technique and laboratory test (관성측정장치의 오차계수 식별기법 및 실험)

  • 성상만;이달호;이장규
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.664-667
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    • 1996
  • This paper presents the error parameter estimation technique for IMU(Inertial Measurement Unit) which is core sensor of INS(Inertial Navigation System) and verifies it via laboratory test. Firstly the error characteristic of gyroscope and accelerometer which is contained in IMU is examined and the error modelling is executed. The error of IMU can be divided into deterministic and random part, and the deterministic error can be divided into static and dynamic part. This paper consider the random part as constant. Secondly the error parameter estimation technique and following procedure for laboratory test is explained. Thirdly according to the test procedure the IMU test for static error is executed using 2-axis rate table and estimation result is presented with discussion about its validity.

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Error-detection-coding-aided iterative hard decision interference cancellation for MIMO systems with HARQ

  • Park, Sangjoon
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.12 no.3
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    • pp.1016-1030
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    • 2018
  • In this paper, an error-detection-coding-aided iterative hard decision interference cancellation (EDC-IHIC) scheme for multiple-input multiple-output systems employing hybrid automatic repeat request (HARQ) for multi-packet transmission is developed and investigated. In the EDC-IHIC scheme, only packets identified as error-free by the EDC are submitted to the interference cancellation (IC) stage for cancellation from the received signals. Therefore, the possibility of error propagation, including inter-transmission error propagation, can be eliminated using EDC-IHIC. Because EDC must be implemented in systems that employ HARQ to determine packet retransmission, error propagation can be prevented without the need for additional redundancy. The results of simulations conducted herein verify that the EDC-IHIC scheme outperforms conventional hard decision IC schemes in terms of the packet error rate in various environments.

An Adaptive Algorithm for the Quantization Step Size Control of MPEG-2

  • Cho, Nam-Ik
    • Journal of Electrical Engineering and information Science
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    • v.2 no.6
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    • pp.138-145
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    • 1997
  • This paper proposes an adaptive algorithm for the quantization step size control of MPEG-2, using the information obtained from the previously encoded picture. Before quantizing the DCT coefficients, the properties of reconstruction error of each macro block (MB) is predicted from the previous frame. For the prediction of the error of current MB, a block with the size of MB in the previous frame are chosen by use of the motion vector. Since the original and reconstructed images of the previous frame are available in the encoder, we can calculate the reconstruction error of this block. This error is considered as the expected error of the current MB if it is quantized with the same step size and bit rate. Comparing the error of the MB with the average of overall MBs, if it is larger than the average, small step size is given for this MB, and vice versa. As a result, the error distribution of the MB is more concentrated to the average, giving low variance and improved image quality. Especially for the low bit application, the proposed algorithm gives much smaller error variance and higher PSNR compared to TM5 (test model 5).

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THE EFFECT OF QUADRATURE ERRORS IN PRACTICE

  • Kim, Chang-Geun
    • Korean Journal of Mathematics
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    • v.6 no.2
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    • pp.195-203
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    • 1998
  • In [3], we showed that overintegration may be needed to obtain the optimal $H^1$ error rate for the $p$ version. In this paper, we examine the convergence of the $p$ version in practice, and comment on the implementation of the $p$ version in commercial codes. Also, we give an example of a problem with extremely rough coefficients, for which overintegration is necessary to obtain the optimal $H^1$ convergence rate.

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Neuro-controller design with learning rate modification for the line of sight stabilization system

  • Jang, Jun-Oh;Jeon, Gi-Joon
    • 제어로봇시스템학회:학술대회논문집
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    • 1993.10b
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    • pp.395-400
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    • 1993
  • This paper presents an application of back propagation neural network to the tracking control of line of sight stabilization system. We design a neuro-control system having two neural networks one for learning system dynamics and the other for control. We use a learning method which adjusts learning rate and momentem as a function of plant output error and error change.

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A Study on the Endpoint Detection Algorithm (끝점 검출 알고리즘에 관한 연구)

  • 양진우
    • Proceedings of the Acoustical Society of Korea Conference
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    • 1984.12a
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    • pp.66-69
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    • 1984
  • This paper is a study on the Endpoint Detection for Korean Speech Recognition. In speech signal process, analysis parameter was classification from Zero Crossing Rate(Z.C.R), Log Energy(L.E), Energy in the predictive error(Ep) and fundamental Korean Speech digits, /영/-/구/ are selected as date for the Recognition of Speech. The main goal of this paper is to develop techniques and system for Speech input ot machine. In order to detect the Endpoint, this paper makes choice of Log Energy(L.E) from various parameters analysis, and the Log Energy is very effective parameter in classifying speech and nonspeech segments. The error rate of 1.43% result from the analysis.

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An Implementation of the NET-CUE System for Transmission of the Network Cuing Information (방송 정보 전송을 위한 NET-CUE 시스템의 설계 및 제작)

  • 전우성;박한규
    • Proceedings of the Korean Institute of Communication Sciences Conference
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    • 1987.04a
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    • pp.196-200
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    • 1987
  • In this paper A NET-CUE System is designed and implemented for tramsmission of the network cuing informations with using data packet broad casting techniques. This system is composed with encoder and decoder. To show the performance of this system An eye height and bit error rate are cheched. The eye height is greater than 74% and The bit error rate is less than 4.6 * 10 The exper imental results show that this system provides a good quality of the operation.

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Precision servo control of a computer hard disk (컴퓨터 하드 디스크의 정밀 서보 제어)

  • 전도영
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.286-289
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    • 1996
  • Two servo control algorithms are suggested to reduce the tracking error of a computer hard disk drive. One is the repetitive control to reduce the repeatable tracking error which is not explicitly taken into account in the design of a conventional controller. This algorithm was successfully applied to a commercial disk using a fixed point DSP. The other is the multi-rate sampling control which generates the control output between each sampling times since the sampling time of hard disk drives is limited. These algorithms were shown effectively to reduce tracking errors.

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