• Title/Summary/Keyword: Interpolation function

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Accurate Prediction of the Pricing of Bond Using Random Number Generation Scheme (난수 생성기법을 이용한 채권 가격의 정확한 예측)

  • Park, Ki-Soeb;Kim, Moon-Seong;Kim, Se-Ki
    • Journal of the Korea Society for Simulation
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    • v.17 no.3
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    • pp.19-26
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    • 2008
  • In this paper, we propose a dynamic prediction algorithm to predict the bond price using actual data set of treasure note (T-Note). The proposed algorithm is based on term structure model of the interest rates, which takes place in various financial modelling, such as the standard Gaussian Wiener process. To obtain cumulative distribution functions (CDFs) of actual data for the interest rate measurement used, we use the natural cubic spline (NCS) method, which is generally used as numerical methods for interpolation. Then we also use the random number generation scheme (RNGS) to calculate the pricing of bond through the obtained CDF. In empirical computer simulations, we show that the lower values of precision in the proposed prediction algorithm corresponds to sharper estimates. It is very reasonable on prediction.

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Development of Range-Dependent Ray Model for Sonar Simulator (소나 시뮬레이터용 거리 종속 음선 모델 개발)

  • Jung, Young-Cheol;Lee, Keunhwa;Seong, Woojae;Kim, Hyoung-Rok
    • The Journal of the Acoustical Society of Korea
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    • v.33 no.3
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    • pp.163-173
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    • 2014
  • Sound propagation algorithm for a sonar simulator is required to run in real-time and should be able to model the range and depth dependence of the Korean ocean environments. Ray model satisfies these requirements and we developed an algorithm for range-dependent ocean environments. In this algorithm, we considered depth-dependence of sound speed through rays based on a rectangular cell method and layer method. Range-dependence of sound speed was implemented based on a split-step method in the range direction. Eigen-ray is calculated through an interpolation of ray bundles and Gaussian interpolation function was used. The received time signal of sonar was simulated by Fourier transform of eigen-ray solution in the frequency domain. Finally, for the verification of proposed algorithm, we compared the results of transmission loss with other validated models such as BELLHOP, SNUPE, KRAKEN and OASES, for the Pekeris waveguide, wedge, and deep ocean environments. As a result, we obtained satisfactory agreements among them.

Changes in the Biomechanical Properties of Ankle Plantarflexors Following 8-week Resistance Training with or without Whole-Body Vibration in Older Women (8주간의 체중을 이용한 저항운동 시 전신진동 유·무에 따른 노인 여성하지의 발바닥쪽굽힘근의 생체역학적 특성 변화)

  • Han, Bo-Ram;Lee, Dae-Yeon;Jeong, Si-Woo;Lee, Hae-Dong
    • Korean Journal of Applied Biomechanics
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    • v.24 no.4
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    • pp.399-415
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    • 2014
  • The aim of this study was to investigate the effect of resistance training with and without whole-body vibration(WBV) on the biomechanical properties of the plantarflexor in the elderly women (>60 yrs., n=35). Thirty-five volunteers were randomly assigned to a resistance training with WBV group (RVT, n=14), a resistance training without WBV (RT, n=11), and a non-training control group (CON, n=10). The RVT and the RT groups participated in the training sessions three times a week for 8 weeks, followed by a 4-week detraining period. The CON group was instructed to refrain from any type of resistance training. To assess strength and activation of the plantarflexor muscles, maximum isometric ankle plantarflexion torque and muscle activation of the triceps surae muscles were measured using dynamometry, twitch interpolation technique and electromyography at four different ankle joint angles. Also, the lower extremity function was assessed by vertical jumping. The measurements were performed prior to, 2 and 8 weeks after the training and after a 4-week detraining period. Following the 8-week training sessions, an increase in the isometric plantarflexion strength was found to be greater for the RVT compared with the RT group (p<.05). Muscle inhibition was significantly decreased after training than before training only for the RVT (p<.05). Following the detraining period, a decrease in isometric plantarflexors strength and a increases in muscle inhibition were significantly less in the RVT compared with the RT group. In conclusion, the exercise with WBV is a feasible training modality for the elderly and seems to have a boosting effect when used with conventional resistance training.

Multi-component Topology Optimization Considering Joint Distance (조인트 최소거리를 고려한 다중구조물 위상최적설계 기법)

  • Jun Hwan, Kim;Gil Ho, Yoon
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.35 no.6
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    • pp.343-349
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    • 2022
  • This paper proposes a new topology optimization scheme to determine optimized joints for multi-component models. The joints are modeled as zero-length high-stiffness spring elements. The spring joints are considered as mesh-independent springs based on a joint-element interpolation scheme. This enables the changing of the location of the joints regardless of the connected nodes during optimization. Because the joints are movable, the locations of the optimized joints should be aggregated at several points. In this paper, the novel joint dispersal (JD) constraint to prevent joint clustering is proposed. With the joint dispersal constraint, it is possible to determine the optimized joint location as well as optimized topologies while maintaining the minimum distance between each joint. The mechanical compliance value is considered as the objective function. Several topology optimization examples are solved to demonstrate the effect of the joint dispersal constraint.

A New Fading Estimation Method for PSAM in Digital Land Mobile Radio Channels (PSAM방식에 적용할 수 있는 새로운 페이딩 추정방식)

  • 김영수;김창주;정구영;문재경;박한규;최상삼
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.8 no.2
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    • pp.126-136
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    • 1997
  • When we apply the spectrally efficient quadrature amplitude modulation(QAM) to mobile communications, it is necessary to estimate and compensate the channel charac- teristics. In this paper, a new type fading estimation method for PSAM using sinc function is presented. Gaussian interpolation method has a drawback that the performance degrades rapidly if pilot symbol period increases even though pilot sysbol period is less than Nyquist sampling rate. The Wiener filter method does not degrade until pilot symbol period is equal to the Nyquist sampling rate. It is difficult for Wiener filter method to be applied to real system because autocorrelation function of channel gain, Doppler frequency and SNR(signal to noise ratio) must be known to optimize the filter coefficients. But proposed method has a similar performance to the Wiener filter method, and does not need to know the autocorrelation function of channel gain, the doppler frequency and SNR. Therefore the proposed method cna be applied to real system easily.

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Terrain Geometry from Monocular Image Sequences

  • McKenzie, Alexander;Vendrovsky, Eugene;Noh, Jun-Yong
    • Journal of Computing Science and Engineering
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    • v.2 no.1
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    • pp.98-108
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    • 2008
  • Terrain reconstruction from images is an ill-posed, yet commonly desired Structure from Motion task when compositing visual effects into live-action photography. These surfaces are required for choreography of a scene, casting physically accurate shadows of CG elements, and occlusions. We present a novel framework for generating the geometry of landscapes from extremely noisy point cloud datasets obtained via limited resolution techniques, particularly optical flow based vision algorithms applied to live-action video plates. Our contribution is a new statistical approach to remove erroneous tracks ('outliers') by employing a unique combination of well established techniques-including Gaussian Mixture Models (GMMs) for robust parameter estimation and Radial Basis Functions (REFs) for scattered data interpolation-to exploit the natural constraints of this problem. Our algorithm offsets the tremendously laborious task of modeling these landscapes by hand, automatically generating a visually consistent, camera position dependent, thin-shell surface mesh within seconds for a typical tracking shot.

3-D Positioning and DEM Generation from the IKONOS Stereo Images (IKONOS 입체영상을 이용한 3차원 위치 결정과 DEM 생성)

  • 지학송;안기원;박병욱;이건기;서두천
    • Proceedings of the Korean Society of Surveying, Geodesy, Photogrammetry, and Cartography Conference
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    • 2003.10a
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    • pp.423-431
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    • 2003
  • This study presents on generation coefficients of the RFM using GEO-level stereo images of the IKONOS satellite. 3-D positioning and DEM generation of this model on the test field. In result, the maximum error of image coordinates acquired by the upward transform of the RFM did nat exceed 8 pixels. DEM was generated with kriging interpolation extracted three dimensional ground coordinate to rational quadratic function form, me compared it to reference digital elevation model made from 1:5,000 digital map and 1:1,000 digital map, and so, could generate digital elevation model in the accuracy as average RMSE of elevation was ${\pm}$ 3∼5 m in RFM.

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A method for underwater image analysis using bi-dimensional empirical mode decomposition technique

  • Liu, Bo;Lin, Yan
    • Ocean Systems Engineering
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    • v.2 no.2
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    • pp.137-145
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    • 2012
  • Recent developments in underwater image recognition methods have received large attention by the ocean engineering researchers. In this paper, an improved bi-dimensional empirical mode decomposition (BEMD) approach is employed to decompose the given underwater image into intrinsic mode functions (IMFs) and residual. We developed a joint algorithm based on BEMD and Canny operator to extract multi-pixel edge features at multiple scales in IMFs sub-images. So the multiple pixel edge extraction is an advantage of our approach; the other contribution of this method is the realization of the bi-dimensional sifting process, which is realized utilizing regional-based operators to detect local extreme points and constructing radial basis function for curve surface interpolation. The performance of the multi-pixel edge extraction algorithm for processing underwater image is demonstrated in the contrast experiment with both the proposed method and the phase congruency edge detection.

Statistical property of the velocity dispersion profiles of elliptical galaxies : dark matter versus MOND

  • Gong, In-Taek;Chae, Kyu-Hyun
    • The Bulletin of The Korean Astronomical Society
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    • v.40 no.1
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    • pp.44.2-44.2
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    • 2015
  • 운동학적으로 측정된 질량과 측광으로 측정된 질량이 불일치하는 질량 불일치 문제는 현대천문학의 중요한 문제이다. 현재 이러한 질량 불일치에 대한 두 가지 해결책이 제시 되었다. 하나는 현대 표준우주론인 ${\Lambda}CDM$ 패러다임의 핵심 요소인 암흑물질, 다른 하나는 Milgrom에 의해 제시된 수정된 뉴턴역학(Modified Newtonian dynamics: MOND)이다. 두 방법에 대한 많은 연구가 진행되었는데, 최근 연구 결과에 의하면 나선형 은하의 회전속도 윤곽은 MOND와 잘 부합한다. 여기서 우리는 타원형 은하의 속도분산 윤곽을 분석한다. 속도분산 비등방성의 다양한 가정 하에 거의 구형인 2000여개의 SDSS 은하들의 예측되는 속도분산 윤곽을 계산하고, 이들로부터 얻어진 속도분산 기울기 분포를 15개의 $ATLAS^{3D}$ 구형 은하들의 관측된 분포와 비교하였다. 잘 정의된 하나의 interpolation function을 사용하는 MOND 모형에 의해서 단지 관측된 은하의 항성 질량 분포만으로 관측된 속도 분산 윤곽의 기울기 분포가 잘 설명되었다. 이러한 결과는 표준 패러다임의 경우 관측된 속도 분산 윤곽을 설명하기 위해 개별적인 암흑물질의 양과 밀도 윤곽을 필요로 한다는 점에서 주목할 만하다. 향후 타원형 은하들의 개별적 속도분산 윤곽을 정밀하게 분석하는 것이 매우 유용할 것으로 판단된다.

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Collapse Analysis for Deep Sea Pressure Vessel (심해용 압력용기에 대한 붕괴해석)

  • Shin, Jang-Ryong;Woo, Jong-Sik
    • Journal of Ocean Engineering and Technology
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    • v.13 no.4 s.35
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    • pp.82-97
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    • 1999
  • A deep sea vehicle must be designed to ensure its safety under ultra-high pressure circumstances. If a pressure housing of a deepsea vehicle is collapsed by ultra-high pressure, the deepsea vehicle may be lost. The objective of this paper is to introduce a design collapse pressure for the deep sea pressure vessel which is composed of one cylinder and two hemispheres. Especially the collapse pressure of hemispherical shell with a hole at top is analyzed by a variational approach (weighted residual method). And for the purpose of design, the salty factor of collapse pressure is presented which is analyzed by interpolation method.

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