• Journal of Korean Society of Industrial and Systems Engineering
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• v.44 no.4
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• pp.98-105
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• 2021

Using the frequency-based decomposition, I decompose the consumption growth to explain well-known patterns of stock returns in the Korean market. To be more specific, the consumption growth is decomposed by its half-life of shocks. The component over four years of half-life is called the business-cycle consumption component, and the components with half-lives under four years are short-run components. I compute the long-run and short-run components of stock excess returns as well and use component-by-component sensitivities to price stock portfolios. As a result, the business-cycle consumption risk with half-life of over four years is useful in explaining the cross-section of size-book-to-market portfolios and size-momentum portfolios in the Korean stock market. The short-run components have their own pricing abilities with mixed direction, so that the restricted one short-term factor model is rejected. The explanatory power with short- and long-run components is comparable to that of the Fama-French three-factor model. The components with one- to four-year half-lives are also helpful in explaining the returns. The results about the long-run components emphasize the importance of long-run component in consumption growth to explain the asset returns.

• Journal of the Korean Society for Precision Engineering
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• v.33 no.12
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• pp.985-992
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• 2016

Bearings have various uses in industrial equipment. The lifetime of bearings is often lesser than anticipated at the time of purchase, due to environmental wear, processing, and machining errors. Bearing conditions are important, since defects and damage can lead to significant issues in production processes. In this study, we developed a method to diagnose faults in the bearing conditions. The faults were determined using kurtosis, average, and standard deviation. An intrinsic mode function for the data from the selected axis was extracted using empirical mode decomposition. The intrinsic mode function was obtained based on the frequency, and the learning data of ANN (Artificial Neural Network) was concluded, following which the normal and fault conditions of the bearing were classified.

• Journal of IKEEE
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• v.26 no.3
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• pp.475-482
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• 2022

Signal pre-processing and post-processing are some areas of study around electrical resistance tomography due to the low spatial resolution of pixel-based reconstructed images. In addition, methods that improve integrity and noise reduction are candidates for application in ERT. Lately, formulations of image processing methods provide new implementations and studies to improve the response against noise. For example, compact variational mode decomposition has recently shown good performance in image decomposition and segmentation. The results from this first approach of C-VMD to ERT show an improvement due to image segmentation, providing filtering of noise in the background and location of the target.

• Current Applied Physics
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• v.18 no.11
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• pp.1327-1337
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• 2018

This paper investigates the vibration behavior of pristine and defected triangular graphene sheets; which has recently attracted the attention of researchers and compare these two types in natural frequencies and sensitivity. Here, the molecular dynamics method has been employed to establish a virtual laboratory for this purpose. After measuring the different parameters obtained by the molecular dynamics approach, these data have been analyzed by using the frequency domain decomposition (FDD) method, and the dominant frequencies and mode shapes of the system have been extracted. By analyzing the vibration behaviors of pristine triangular graphene sheets in four cases (right angle of 45-90-45 configuration, right angle of 60-90-30 configuration, equilateral triangle and isosceles triangle), it has been demonstrated that the natural frequencies of these sheets are higher than the natural frequency of a square sheet, with the same number of atoms, by a minimum of 7.6% and maximum of 26.6%. Therefore, for increasing the resonance range of sensors based on 2D materials, nonrectangular structures, and especially the triangular structure, can be considered as viable candidates. Although the pristine and defective equilateral triangular sheets have the highest values of resonance, the sensitivity of defective (45,90,45) triangular sheet is more than other configurations and then, defective (45,90,45) sheet is the worst choice for sensor applications.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.46 no.6
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• pp.112-122
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• 2009

In this paper, we present a novel space-frequency adaptive image restoration approach using vaguelette-wavelet decomposition (VWD). The proposed algorithm classifies a degraded image into flat and edge regions by using spatial information of the wavelet coefficient. For reducing the noise we perform an adaptive wavelet shrinkage process. At edge region candidates, we adopt entropy approach for estimating the noise and remove it by using relative between sub-bands. After shrinking wavelet coefficients process, we restore the degraded image using the VWD. The proposed algorithm can reduce the noise without affecting the sharpness details. Based on the experimental results, the proposed algorithm efficiently proved to be able to restore the degraded image while preserving details.

• Wind and Structures
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• v.36 no.4
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• pp.221-236
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• 2023

The lateral component of turbulence and the vortices shed in the wake of a structure result in introducing dynamic wind load in the acrosswind direction and the resulting level of motion is typically larger than the corresponding alongwind motion for a dynamically sensitive structure. The underlying source mechanisms of the acrosswind load may be classified into motion-induced, buffeting, and Strouhal components. This study proposes a frequency domain framework to decompose the overall load into these components based on output-only measurements from wind tunnel experiments or full-scale measurements. First, the total acrosswind load is identified based on measured acceleration response by solving the inverse problem using the Kalman filter technique. The decomposition of the combined load is then performed by modeling each load component in terms of a Bayesian filtering scheme. More specifically, the decomposition and the estimation of the model parameters are accomplished using the unscented Kalman filter in the frequency domain. An aeroelastic wind tunnel experiment involving a tall circular cylinder was carried out for the validation of the proposed framework. The contribution of each load component to the acrosswind response is assessed by re-analyzing the system with the decomposed components. Through comparison of the measured and the re-analyzed response, it is demonstrated that the proposed framework effectively decomposes the total acrosswind load into components and sheds light on the overall underlying mechanism of the acrosswind load and attendant structural response. The delineation of these load components and their subsequent modeling and control may become increasingly important as tall slender buildings of the prismatic cross-section that are highly sensitive to the acrosswind load effects are increasingly being built in major metropolises.

• The KIPS Transactions:PartD
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• v.13D no.2 s.105
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• pp.279-286
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• 2006

One of the widely used methods for product recommendation in Internet storefronts is matching product features against target customer profiles. When using this method, it's very important to choose a suitable subset of features for recommendation efficiency and performance, which, however, has not been rigorously researched so far. In this paper, we utilize a dataset collected from a virtual shopping experiment in a Korean Internet book shopping mall to compare several popular methods from other disciplines for selecting features for product recommendation: the vector-space model, TFIDF(Term Frequency-Inverse Document Frequency), the mutual information method, and the singular value decomposition(SVD). The application of SVD showed the best performance in the analysis results.

• Proceedings of the KIEE Conference
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• 1993.11a
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• pp.338-341
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• 1993

A EEG(ElectroEncephaloGram) compression scheme based on subband coding techniques is presented in this paper. Considering the frequency characteristics of EEG, the raw signal was decomposed into different frequency bands. After decomposition, optimal bit allocation was done by adapting to the standard deviation in each frequency bands, and decomposed signals were quantized using pdf(probability density function)-optimized nonuniform quantizer. Based on the above mentioned coding scheme, coding results of various multichannel EEG signal were shown with compression ratio and SNR(signal-to-noise ratio).

• Journal of Power Electronics
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• v.19 no.1
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• pp.307-315
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• 2019

Condition monitoring has been recognized as an effective and low-cost method to enhance the reliability and improve the maintainability of power electronic converters. In power electronic converters, high-frequency oscillation occurs during the switching transients of power transistors, which is known as ringing. The ringing frequency mainly depends on the values of the parasitic capacitance and stray inductance in the oscillation loop. Although circuit stray inductance is an important factor that leads to the ringing, it does not change with transistor aging. A shift in either the inside inductance or junction capacitance is an important failure precursor for power transistors. Therefore, ringing frequency can be used to monitor the health of power transistors. However, the switching actions of power transistors usually result in a dynamic behavior that can generate oscillation signals mixed with background noise, which makes it hard to directly extract the ringing frequency. A frequency extraction method based on empirical mode decomposition (EMD) and Fast Fourier transformation (FFT) is proposed in this paper. The proposed method is simple and has a high precision. Simulation results are given to verify the ringing analysis and experimental results are given to verify the effectiveness of the proposed method.

• Earthquakes and Structures
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• v.3 no.6
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• pp.839-852
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• 2012

Earthquake records are often analyzed in various earthquake engineering problems, making time-frequency analysis for such records of primary concern. The best tool for such analysis appears to be based on wavelet functions; selection of which is not an easy task and is commonly carried through trial and error process. Furthermore, often a particular wavelet is adopted for analysis of various earthquakes irrespective of record's prime characteristics, e.g. wave's magnitude. A wavelet constructed based on records' characteristics may yield a more accurate solution and more efficient solution procedure in time-frequency analysis. In this study, a low-pass reconstruction filter is obtained for each earthquake record based on multi-resolution decomposition technique; the filter is then assigned to be the normalized version of the last approximation component with respect to its magnitude. The scaling and wavelet functions are computed using two-scale relations. The calculated wavelets are highly efficient in decomposing the original records as compared to other commonly used wavelets such as Daubechies2 wavelet. The method is further advantageous since it enables one to decompose the original record in such a way that a clear time-frequency resolution is obtained.