• The Journal of Asian Finance, Economics and Business
• /
• 제6권4호
• /
• pp.53-63
• /
• 2019

The paper examines the influence of profitability on distance to default (DD) in Vietnam securities market. The investigated sample consists of 211 companies listed on HOSE during 18 years from 2010 to 2017. We apply KMV model to calculate distance to default and use both macroeconomics factors and firm specific factors as independent variables. Using General Least Squared (GLS) method, we find evidence to confirm the positive relationship between profitability and distance to default. This result showed that, although profitability did not directly reflect the cash flow generated, a good profitable enterprise would be an important factor to help facilitate and generate cash flow and at the same time debt was guaranteed when it was due. Besides, the test results revealed that the financial structure and sales on assets have the inverse effect on the distance to default at the significance level of 5%. The results also revealed that a group of macro factors had an influence on the distance to default of businesses, including spread, GDP and trade balance (via exchange rates). Gross domestic income had certain impacts on the distance to default of businesses. This was also a basic indicator measuring the national economic cycle.

• 응용통계연구
• /
• 제25권3호
• /
• pp.531-541
• /
• 2012

In this study, we consider various methods to estimate the weights of a pairwise comparison matrix in the Analytic Hierarchy Process widely applied in various decision-making fields. This paper uses a data dependent simulation to evaluate the statistical accuracy, minimum violation and minimum norm of the obtaining weight methods from a reciprocal symmetric matrix. No method dominates others in all criteria. Least squares methods perform best in point of mean squared errors; however, the eigenvectors method has an advantage in the minimum norm.

• Journal of the Korean Data and Information Science Society
• /
• 제20권5호
• /
• pp.925-931
• /
• 2009

In this paper we propose a variance function estimation method for replicated data based on averages of squared residuals obtained from estimated mean function by the least squares support vector machine. Newton-Raphson method is used to obtain associated parameter vector for the variance function estimation. Furthermore, the cross validation functions are introduced to select the hyper-parameters which affect the performance of the proposed estimation method. Experimental results are then presented which illustrate the performance of the proposed procedure.

• 전기학회논문지
• /
• 제66권12호
• /
• pp.1772-1781
• /
• 2017

In this study, the design methodology for alleviating the overfitting problem of Polynomial Neural Networks(PNN) is realized with the aid of two kinds techniques such as L2 regularization and Sum of Squared Coefficients (SSC). The PNN is widely used as a kind of mathematical modeling methods such as the identification of linear system by input/output data and the regression analysis modeling method for prediction problem. PNN is an algorithm that obtains preferred network structure by generating consecutive layers as well as nodes by using a multivariate polynomial subexpression. It has much fewer nodes and more flexible adaptability than existing neural network algorithms. However, such algorithms lead to overfitting problems due to noise sensitivity as well as excessive trainning while generation of successive network layers. To alleviate such overfitting problem and also effectively design its ensuing deep network structure, two techniques are introduced. That is we use the two techniques of both SSC(Sum of Squared Coefficients) and $L_2$ regularization for consecutive generation of each layer's nodes as well as each layer in order to construct the deep PNN structure. The technique of $L_2$ regularization is used for the minimum coefficient estimation by adding penalty term to cost function. $L_2$ regularization is a kind of representative methods of reducing the influence of noise by flattening the solution space and also lessening coefficient size. The technique for the SSC is implemented for the minimization of Sum of Squared Coefficients of polynomial instead of using the square of errors. In the sequel, the overfitting problem of the deep PNN structure is stabilized by the proposed method. This study leads to the possibility of deep network structure design as well as big data processing and also the superiority of the network performance through experiments is shown.

• 한국음향학회지
• /
• 제18권4호
• /
• pp.78-83
• /
• 1999

이 논문은 희소어레이의 최적패턴 형성을 위하여 원하는 패턴과 실제 희소어레이의 패턴간의 오차의 자승치를 최소화하는 방법을 제시한다. 센서의 간격이 어레이 중심에 관하여 대칭인 경우와 비대칭인 경우에 대하여 성능을 점검하며, 어레이 공간의 주어진 영역의 오차함수에 성능 향상을 위하여 계수를 적용한다. 주빔 부근의 측면롭의 효과적인 제어를 위하여 지수 함수적인 계수를 제안하였으며 그 결과 측면롭의 수준이 전체적으로 균등하게 분포되는 패턴을 얻을 수 있었다. 이 결과는 입력잡음신호가 어레이 공간상에 균등하게 입사될 때 효과적으로 사용될 수 있다.

• 한국군사과학기술학회지
• /
• 제12권1호
• /
• pp.114-122
• /
• 2009

An adaptive Kalman filter is designed as a post-navigation filter to improve the accuracy of GPS receiver's navigation performance in high dynamic environments. Not only the adaptive Kalman filter reduces the large noise error of navigation data which is obtained by least square method, but also the filter is not degraded as normal Kalman filter in high acceleration movements because the system noise is estimated. Also an initialization structure of the filter is desisted in consideration for irregular output condition of navigation data by least squared method such as reacquisition status in GPS receiver. The filter performance is verified by GPS simulator which has the simulation capability of high velocity and acceleration. Finally, a vehicle test including DGPS is executed to conform the real improvement of that filter performance. This filter can be applied to various data measurement systems to improve accuracy in high dynamic conditions besides GPS receiver.

• Journal of Biosystems Engineering
• /
• 제43권4호
• /
• pp.369-378
• /
• 2018

Purpose: The aim of this study was to construct a saponin content-predicting model using shortwave infrared imaging spectroscopy. Methods: The experiment used a shortwave imaging spectrometer and ENVI spectral acquisition software sampling a spectrum of 910 nm-2500 nm. The corresponding preprocessing and mathematical modeling analysis was performed by Unscrambler 9.7 software to establish a ginsenoside nondestructive spectral testing prediction model. Results: The optimal preprocessing method was determined to be a standard normal variable transformation combined with the second-order differential method. The coefficient of determination, $R^2$, of the mathematical model established by the partial least squares method was found to be 0.9999, while the root mean squared error of prediction, RMSEP, was found to be 0.0043, and root mean squared error of calibration, RMSEC, was 0.0041. The residuals of the majority of the samples used for the prediction were between ${\pm}1$. Conclusion: The experiment showed that the predicted model featured a high correlation with real values and a good prediction result, such that this technique can be appropriately applied for the nondestructive testing of ginseng quality.

• 제어로봇시스템학회논문지
• /
• 제17권10호
• /
• pp.1059-1066
• /
• 2011

This paper makes a close inquiry into ill-conditioning that may be occurred in wireless localization of the sensor nodes based on network signals in the wireless sensor network and provides the clue for solving the problem. In order to estimate the location of a node based on the range information calculated using the signal propagation time, LS (Least Squares) method is usually used. The LS method estimates the solution that makes the squared estimation error minimal. When a nonlinear function is used for the wireless localization, ILS (Iterative Least Squares) method is used. The ILS method process the LS method iteratively after linearizing the nonlinear function at the initial nominal point. This method, however, has a problem that the final solution may converge into a LM (Local Minimum) instead of a GM (Global Minimum) according to the deployment of the fixed nodes and the initial nominal point. The conditions that cause the problem are explained and an adaptive method is presented to solve it, in this paper. It can be expected that the stable location solution can be provided in implementation of the wireless localization methods based on the results of this paper.

• 한국수자원학회논문집
• /
• 제31권6호
• /
• pp.675-684
• /
• 1998

본 연구는 한강유역 중소하천 계획하폭 산정공식을 결정하기 위하여 216개 구간의 중소하천에서의 계획홍수량, 유역면적, 하상경사, 실제하폭을 수집한 후, 1) 최소자승법(least squares, LS), 2) 최소중간치자승법(least median squares, LMS) 및 3) 재가중최소자승법(reweighted least squares, RLS)을 이용하여 경험적인 계획 하폭 공식을 결정하였다. 한강유역에서의 기존하폭 산정공식과 비교하기 위하여 계획하폭 산정공식의 형식은 6가지 형으로 고려하였다. 기존하폭공식과 6가지 형의 공식을 평가하기 위하여 평균제곱근오차, 절대평균오차 및 평균오차를 계산하여 비교 검토한 결과, 하폭공식의 형식으로는 본 연구의 하폭-계획홍수량-하상경사로 표현된 공식이 적합한 것으로 나타났다. 본 연구에서 추정된 계획하폭 산정공식은 한강유역 중소하천 설계시 계획하폭 결정의 지표로 적용될 수 있으리라 기대된다.

• 한국멀티미디어학회논문지
• /
• 제5권2호
• /
• pp.167-175
• /
• 2002

모자이크 영상은 연관성 있는 비디오 프레임이나 정지 영상들을 합성하여 하나의 새로운 영상을 생성하는 것으로서 영상의 정렬, 통합 그리고 중복성에 대한 분석으로 수행된다. 본 논문에서는 효율적인 비디오 데이터 베이스 구축을 위하여 카메라와 객체 파라미터를 이용한 계층형 영상 모자이크 시스템을 제시한다. 모자이크 영상 생성의 빠른 계산 시간과 정적 및 동적 영상 모자이크 구축을 위하여 트리 기반 영상 모자이크 시스템을 구축한다. 카메라 파라미터를 측정하기 위하여 최소사각형 오류기법과 어파인 모델을 이용하였다. 객체의 추출을 위하여 차영상, 매크로 블록, 영역 분할과 4분할 탐색 기법들을 제시하여 사용하였다. 또한, 동적 객체 표현을 위하여 동적 궤도 표현 방법을 제시하였고, 완만한 모자이크 영상 생성을 위하여 블러링을 이용하였다.