• Communications for Statistical Applications and Methods
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• v.30 no.3
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• pp.273-289
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• 2023

In this paper, we develop a new time series model for predicting IPO (initial public offering) data with non-negative integer value. The proposed model is based on integer-valued autoregressive (INAR) model with a Poisson thinning operator. Just as the heterogeneous autoregressive (HAR) model with daily, weekly and monthly averages in a form of cascade, the integer-valued heterogeneous autoregressive (INHAR) model is considered to reflect efficiently the long memory. The parameters of the INHAR model are estimated using the conditional least squares estimate and Yule-Walker estimate. Through simulations, bias and standard error are calculated to compare the performance of the estimates. Effects of model fitting to the Korea's IPO are evaluated using performance measures such as mean square error (MAE), root mean square error (RMSE), mean absolute percentage error (MAPE) etc. The results show that INHAR model provides better performance than traditional INAR model. The empirical analysis of the Korea's IPO indicates that our proposed model is efficient in forecasting monthly IPO volumes.

• Proceedings of the Korea Institute of Convergence Signal Processing
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• 2003.06a
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• pp.242-246
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• 2003

본 논문에서는 친사용자 환경의 시뮬레이션 환경을 제공하는 SPW 시뮬레이션 플랫포음을 이용하여 스마트 안테나 CDMA 이동통신 시스템을 구현하여 빔형성에 있어서 고정(non-adaptive)의 경우와 적응(adaptive)의 경우로 나누어 성능 분석을 수행하였다. 특히 적응인 경우는 LS(Least Square) 와 LMS (Least Mean Square) 의 적응 알고리즘을 비교하였으며 간섭 기지국의 각도 (Interferer signal angle) 변화에 따른 성능도 비교하였다. SPW 시뮬레이션 결과, 고정 경우보다는 적응 경우가 3［㏈］이상의 이득을 얻을 수 있었으며 LMS 보다는 LS 의 성능이 우수함을 알 수 있었다.

• Journal of Korean Society for Quality Management
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• v.38 no.4
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• pp.480-490
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• 2010

In this paper, two estimation methods(least square estimation and maximum likelihood estimation) were compared for Weibull distribution and Type I censoring. Data obtained by Monte Carlo simulation were analyzed using two estimation methods and analysis results were compared by MSE(Mean Squared Error). Comparison results show that maximum likelihood estimator is better for censored data and complete data with more than 30 samples and least square estimator is better for small size complete data(less than and equal to 20 samples).

• The Transactions of the Korean Institute of Power Electronics
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• v.20 no.6
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• pp.534-539
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• 2015

The DC overhead line voltage of an electric railway substation swings depending on the accelerating and regenerative-braking energy of trains, and it deteriorates the energy quality of the electric facility in the DC railway substation and restricts the powering and braking performance of subway trains. Recently, an energy storage system or a regenerative inverter has been introduced into railway traction substations to diminish both the variance of the overhead line voltage and the peak power consumption. In this study, the variance of the overhead line voltage in a DC railway substation is modelled by RC parallel circuits in each feeder, and the RC parameters are estimated using the recursive least mean square (RLMS) scheme. The forgetting factor values for the RLMS are selected using simulated annealing optimization, and the modelling scheme of the overhead line voltage variation is evaluated through raw data measured in a downtown railway substation.

• ETRI Journal
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• v.45 no.3
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• pp.379-393
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• 2023

Underwater communication (UWC) is widely used in coastal surveillance and early warning systems. Precise channel estimation is vital for efficient and reliable UWC. The sparse direct-adaptive filtering algorithms have become popular in UWC. Herein, we present an improved adaptive convex-combination method for the identification of sparse structures using a reweighted normalized leastmean-square (RNLMS) algorithm. Moreover, to make RNLMS algorithm independent of the reweighted l₁-norm parameter, a modified sparsity-aware adaptive zero-attracting RNLMS (AZA-RNLMS) algorithm is introduced to ensure accurate modeling. In addition, we present a quantitative analysis of this algorithm to evaluate the convergence speed and accuracy. Furthermore, we derive an excess mean-square-error expression that proves that the AZA-RNLMS algorithm performs better for the harsh underwater channel. The measured data from the experimental channel of SPACE08 is used for simulation, and results are presented to verify the performance of the proposed algorithm. The simulation results confirm that the proposed algorithm for underwater channel estimation performs better than the earlier schemes.

• Journal of Satellite, Information and Communications
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• v.10 no.2
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• pp.19-23
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• 2015

In this paper, we present the return link ACM method to improve the link availability and system throughput for satellite communication service. Also, we describe the optimization of an algorithm for channel prediction using the LMS (Least Mean Square) adaptive filter and the MODCOD (Modulation & Code rate) decision. The simulation results show that the optimized filter taps and step-size of adaptive filter are 2 and 0.00026, respectively. And also confirms the required SNR margin for minimization of MODCOD decision error is 0.3dB.

• Journal of Communications and Networks
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• v.6 no.1
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• pp.19-25
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• 2004

In this paper, we present a trellis-based blind channel estimation and equalization technique coupling two kinds of adaptive Viterbi algorithms. First, the initial blind channel estimation is accomplished by incorporating the list parallel Viterbi algorithm with the least mean square (LMS) updating approach. In this operation, multiple trellis mappings are preserved simultaneously and ranked in terms of path metrics. Equivalently, multiple channel estimates are maintained and updated once a single symbol is received. Second, the best channel estimate from the above operation will be adopted to set up the whole trellis. The conventional adaptive Viterbi algorithm is then applied to detect the signal and further update the channel estimate alternately. A small delay is introduced for the symbol detection and the decision feedback to smooth the noise impact. An automatic switch between the above two operations is also proposed by exploiting the evolution of path metrics and the linear constraint inherent in the trellis mapping. Simulation has shown an overall excellent performance of the proposed scheme in terms of mean square error (MSE) for channel estimation, robustness to the initial channel guess, computational complexity, and channel equalization.

• The Journal of the Acoustical Society of Korea
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• v.27 no.2E
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• pp.64-68
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• 2008

This paper investigates noise reduction performance and performs convergence analysis of a Variable Error Data Normalized Step-Size Least Mean Square(VEDNSS LMS) algorithm. Adopting VEDNSS LMS results in higher system complexity, but noise is reduced providing fast convergence speed Mathematical analysis demonstrates that tap coefficient misadjustment converges. This is confirmed by computer simulation with the proposed algorithm.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.22 no.2
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• pp.253-260
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• 2018

The acoustic communication channel in shallow underwater is typically shown as time-varying multipath fading channel characteristics. The received signal through channel transmission cause inter-symbol interference (ISI) owing to multiple components of different time delay and amplitude. To compensate for this, several techniques have been used, and one of them is acoustic equalizer. In this study, we used four equalizers - feed forward equalizer (FFE), decision directed equalizer (DDE), decision feedback equalizer (DFE) and combination DDE with DFE to compensate ISI. And we applied two adaptive algorithms to adjust coefficient of equalizers - normalized least mean square algorithm and recursive least square algorithm. As result, we found that it has a significant performance improvement over 6 dB on SNR in nonlinear equalizer. By combination of DFE and DDE has almost best performance in any case.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.22 no.7
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• pp.1468-1476
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• 1997

In mobile communication systems, the Reduced State Sequence Estimation(RSSE) receiver must be able to track changes in the channel. This is carried out by the adaptive channel estimator. However, when the tentative decisions are used in the channel estimator, incorrect decisions can cause error propagation. This paper presents a new channel estimator using the path history in the Viterbi decoder for preventing error propagation. The selection of the path history in the Viterbi decoder for preventing error propagation. The selection of the path history for the channel estimator depends on the path metric as in the decoding of the Viterbi decoder in RSSE. And a discussion on the channel estimator with different adaptation algorithms such as Least Mean Square(LMS) algorithm and Recursive Least Square(RLS) algorithm is provided. Results from computer simulations show that the RSSE receivers using the proposed channel estimator have better performance than the other conventional RSSE receiver, and that the channel estimator with RLS algorithm is adequate for multipath fading channel.