• Title/Summary/Keyword: Interval matrix

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Bootstrap Confidence Intervals of Classification Error Rate for a Block of Missing Observations

  • Chung, Hie-Choon
    • Communications for Statistical Applications and Methods
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    • v.16 no.4
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    • pp.675-686
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    • 2009
  • In this paper, it will be assumed that there are two distinct populations which are multivariate normal with equal covariance matrix. We also assume that the two populations are equally likely and the costs of misclassification are equal. The classification rule depends on the situation when the training samples include missing values or not. We consider the bootstrap confidence intervals for classification error rate when a block of observation is missing.

POLYNOMIAL-FITTING INTERPOLATION RULES GENERATED BY A LINEAR FUNCTIONAL

  • Kim Kyung-Joong
    • Communications of the Korean Mathematical Society
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    • v.21 no.2
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    • pp.397-407
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    • 2006
  • We construct polynomial-fitting interpolation rules to agree with a function f and its first derivative f' at equally spaced nodes on the interval of interest by introducing a linear functional with which we produce systems of linear equations. We also introduce a matrix whose determinant is not zero. Such a property makes it possible to solve the linear systems and then leads to a conclusion that the rules are uniquely determined for the nodes. An example is investigated to compare the rules with Hermite interpolating polynomials.

FINITE-DIFFERENCE BISECTION ALGORITHMS FOR FREE BOUNDARIES OF AMERICAN OPTIONS

  • Kang, Sunbu;Kim, Taekkeun;Kwon, Yonghoon
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.19 no.1
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    • pp.1-21
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    • 2015
  • This paper presents two algorithms based on the Jamshidian equation which is from the Black-Scholes partial differential equation. The first algorithm is for American call options and the second one is for American put options. They compute numerically free boundary and then option price, iteratively, because the free boundary and the option price are coupled implicitly. By the upwind finite-difference scheme, we discretize the Jamshidian equation with respect to asset variable s and set up a linear system whose solution is an approximation to the option value. Using the property that the coefficient matrix of this linear system is an M-matrix, we prove several theorems in order to formulate a bisection method, which generates a sequence of intervals converging to the fixed interval containing the free boundary value with error bound h. These algorithms have the accuracy of O(k + h), where k and h are step sizes of variables t and s, respectively. We prove that they are unconditionally stable. We applied our algorithms for a series of numerical experiments and compared them with other algorithms. Our algorithms are efficient and applicable to options with such constraints as r > d, $r{\leq}d$, long-time or short-time maturity T.

Free vibration analysis of cracked Timoshenko beams carrying spring-mass systems

  • Tan, Guojin;Shan, Jinghui;Wu, Chunli;Wang, Wensheng
    • Structural Engineering and Mechanics
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    • v.63 no.4
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    • pp.551-565
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    • 2017
  • In this paper, an analytical approach is proposed for determining vibration characteristics of cracked non-uniform continuous Timoshenko beam carrying an arbitrary number of spring-mass systems. This method is based on the Timoshenko beam theory, transfer matrix method and numerical assembly method to obtain natural frequencies and mode shapes. Firstly, the beam is considered to be divided into several segments by spring-mass systems and support points, and four undetermined coefficients of vibration modal function are contained in each sub-segment. The undetermined coefficient matrices at spring-mass systems and pinned supports are obtained by using equilibrium and continuity conditions. Then, the overall matrix of undetermined coefficients for the whole vibration system is obtained by the numerical assembly technique. The natural frequencies and mode shapes of a cracked non-uniform continuous Timoshenko beam carrying an arbitrary number of spring-mass systems are obtained from the overall matrix combined with half-interval method and Runge-Kutta method. Finally, two numerical examples are used to verify the validity and reliability of this method, and the effects of cracks on the transverse vibration mode shapes and the rotational mode shapes are compared. The influences of the crack location, depth, position of spring-mass system and other parameters on natural frequencies of non-uniform continuous Timoshenko beam are discussed.

Magnetic resonance study on boron substituted amorphous FeZrMn alloys

  • A.N.Ulyanov;Tian, Sheng-Bo;Kim, Kyeong-Sup;V.Srinivas;Yu, Seong-Cho
    • Proceedings of the Korean Magnestics Society Conference
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    • 2003.06a
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    • pp.90-91
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    • 2003
  • Amorphous magnetic materials with competing magnetic interactions are the subject of current interest. Critical behaviour studies have been performed in order to understand the nature of the phase transition at the Curie point (T$\sub$c/) and type of magnetic ordering below the T$\sub$c/. In some cases there exists a temperature interval in which the magnetic system consists of ferromagnetic grains separated by the paramagnetic interlayers. Magnetic properties of nanoparticles embedded in amorphous matrix also are the subject of recent interest. While these materials exhibit excellent soft magnetic properties at room temperature, some of them have been found to be superparamagnetic in the temperature range above the T$\sub$c/ of the matrix. Thus the role of different magnetic phases in the intergrain magnetic coupling can possibly be taken apart in a sufficiently broad temperature range and investigated separately. In particular materials with competing magnetic exchange interactions show characteristics of enhanced magnetoresistance and softer magnetic properties when magnetic nanocrystals are dispersed in amorphous matrix. We expect careful magnetic measurements in the vicinity of T$\sub$c/ would throw some light on magnetic behaviour of above materials. We present here the FMR analysis of Fe$\sub$82/Mn$\sub$8-x/B$\sub$x/Zr$\sub$10/ alloy near the Curie point.

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Privacy Level Indicating Data Leakage Prevention System

  • Kim, Jinhyung;Park, Choonsik;Hwang, Jun;Kim, Hyung-Jong
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.7 no.3
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    • pp.558-575
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    • 2013
  • The purpose of a data leakage prevention system is to protect corporate information assets. The system monitors the packet exchanges between internal systems and the Internet, filters packets according to the data security policy defined by each company, or discretionarily deletes important data included in packets in order to prevent leakage of corporate information. However, the problem arises that the system may monitor employees' personal information, thus allowing their privacy to be violated. Therefore, it is necessary to find not only a solution for detecting leakage of significant information, but also a way to minimize the leakage of internal users' personal information. In this paper, we propose two models for representing the level of personal information disclosure during data leakage detection. One model measures only the disclosure frequencies of keywords that are defined as personal data. These frequencies are used to indicate the privacy violation level. The other model represents the context of privacy violation using a private data matrix. Each row of the matrix represents the disclosure counts for personal data keywords in a given time period, and each column represents the disclosure count of a certain keyword during the entire observation interval. Using the suggested matrix model, we can represent an abstracted context of the privacy violation situation. Experiments on the privacy violation situation to demonstrate the usability of the suggested models are also presented.

A Study on Software algorithm for Processing n-key roll-over at Matrix Keyboard (매트릭스 구성 키보드의 n-키 롤-오버 처리를 위한 소프트웨어 알고리즘에 관한 연구)

  • Jun, Ho-Ik;Lee, Hyun-Chang
    • Journal of Software Assessment and Valuation
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    • v.16 no.1
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    • pp.89-94
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    • 2020
  • In this paper, we propose a software algorithm that can configure n-key roll-over that detects all keys without limitation on the number of pressed keys in the dynamic scanning detection of a keyboard composed of a matrix. The proposed algorithm uses the timer interrupt of the microcontroller for computer keyboard control, so that a constant and accurate detection interval can be obtained, and an accurate debounce time can be provided. In order to confirm the effectiveness of the proposed algorithm, a microcontroller was connected to a toy keyboard constructed in the form of a clavier and experiments were conducted. As a result of the experiment, it was confirmed that detection of all keys was performed accurately regardless of the number of keys pressed.

A Design on the Multimedia Fingerprinting code based on Feature Point for Forensic Marking (포렌식 마킹을 위한 특징점 기반의 동적 멀티미디어 핑거프린팅 코드 설계)

  • Rhee, Kang-Hyeon
    • Journal of the Institute of Electronics Engineers of Korea CI
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    • v.48 no.4
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    • pp.27-34
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    • 2011
  • In this paper, it was presented a design on the dynamic multimedia fingerprinting code for anti-collusion code(ACC) in the protection of multimedia content. Multimedia fingerprinting code for the conventional ACC, is designed with a mathematical method to increase k to k+1 by transform from BIBD's an incidence matrix to a complement matrix. A codevector of the complement matrix is allowanced fingerprinting code to a user' authority and embedded into a content. In the proposed algorithm, the feature points were drawing from a content which user bought, with based on these to design the dynamical multimedia fingerprinting code. The candidate codes of ACC which satisfied BIBD's v and k+1 condition is registered in the codebook, and then a matrix is generated(Below that it calls "Rhee matrix") with ${\lambda}+1$ condition. In the experimental results, the codevector of Rhee matrix based on a feature point of the content is generated to exist k in the confidence interval at the significance level ($1-{\alpha}$). Euclidean distances between row and row and column and column each other of Rhee matrix is working out same k value as like the compliment matrices based on BIBD and Graph. Moreover, first row and column of Rhee matrix are an initial firing vector and to be a forensic mark of content protection. Because of the connection of the rest codevectors is reported in the codebook, when trace a colluded code, it isn't necessity to solve a correlation coefficient between original fingerprinting code and the colluded code but only search the codebook then a trace of the colluder is easy. Thus, the generated Rhee matrix in this paper has an excellent robustness and fidelity more than the mathematically generated matrix based on BIBD as ACC.

Overexpression of Matrix Metalloproteinase 11 in Thai Prostatic Adenocarcinoma is Associated with Poor Survival

  • Nonsrijun, Nongnuch;Mitchai, Jumphol;Brown, Kamoltip;Leksomboon, Ratana;Tuamsuk, Panya
    • Asian Pacific Journal of Cancer Prevention
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    • v.14 no.5
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    • pp.3331-3335
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    • 2013
  • Background: The incidence of prostate cancer, one of the most common cancers in elderly men, is increasing annually in Thailand. Matrix metalloproteinase 11 (MMP-11) is a member of the extracellular matrix metalloproteases which has been associated with human tumor progression and clinical outcome. Aim: To quantify MMP-11 expression in prostatic adenocarcinoma tissues and to determine whether its overexpression correlates with survival outcome, and to assess its potential as a new prognostic marker. Materials and Methods: Expression of MMP-11 was analyzed using immunohistochemistry in 103 Thai patients with prostatic adenocarcinoma. Overall survival was analyzed using Kaplan-Meier methods and Cox regression models. Results: Immunoreactivity of MMP-11 was seen in the stroma of prostatic adenocarcinoma tissue samples, high expression being significantly correlated with poor differentiation in Gleason grading, pathologic tumor stage 4 (pT4), and positive-bone metastasis (p<0.05), but not age and prostatic-specific antigen (PSA) level. Patients with high levels of MMP-11 expression demonstrated significantly shorter survival (p<0.001) when compared to those with low levels. Multivariate analysis showed that MMP-11 expression and pT stage were related with survival in prostatic adenocarcinoma [hazard ratio (HR)=0.448, 95% confidence interval (95%CI)=0.212-0.946, HR=0.333, 95%CI=0.15-0.74, respectively]. Conclusions: Expression of MMP-11 is significantly associated with survival in prostatic adenocarcinoma. High levels may potentially be used for prediction of a poor prognosis.

Optimal design of Base Isolation System considering uncertain bounded system parameters

  • Roy, Bijan Kumar;Chakraborty, Subrata
    • Structural Engineering and Mechanics
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    • v.46 no.1
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    • pp.19-37
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    • 2013
  • The optimum design of base isolation system considering model parameter uncertainty is usually performed by using the unconditional response of structure obtained by the total probability theory, as the performance index. Though, the probabilistic approach is powerful, it cannot be applied when the maximum possible ranges of variations are known and can be only modelled as uncertain but bounded type. In such cases, the interval analysis method is a viable alternative. The present study focuses on the bounded optimization of base isolation system to mitigate the seismic vibration effect of structures characterized by bounded type system parameters. With this intention in view, the conditional stochastic response quantities are obtained in random vibration framework using the state space formulation. Subsequently, with the aid of matrix perturbation theory using first order Taylor series expansion of dynamic response function and its interval extension, the vibration control problem is transformed to appropriate deterministic optimization problems correspond to a lower bound and upper bound optimum solutions. A lead rubber bearing isolating a multi-storeyed building frame is considered for numerical study to elucidate the proposed bounded optimization procedure and the optimum performance of the isolation system.