• Proceedings of the Korean Statistical Society Conference
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• 2005.11a
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• pp.49-53
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• 2005

• Journal of the Korea Institute of Information and Communication Engineering
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• v.15 no.12
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• pp.2534-2542
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• 2011

In this paper, we show that performance can be improved by using multiple antennas in the conventional orthogonal code hopping multiplexing (OCHM) scheme, which was proposed for accommodating a larger number of users with low channel activities than the number of orthogonal codewords used in code division multiple access (CDMA)-based communication systems through downlink statistical multiplexing. First, we introduce two different types of OCHM systems together with orthogonal codeword allocation strategies, and then derive their mathematical expression for log-likelihood ratio (LLR) values according to the two different schemes. Next, when a turbo encoder based on the LLR computation is used, we evaluate performance on the frame error rate (FER) for the aformentioned OCHM system. For comparison, we also show performance for the existing symbol mapping method using multiple antennas, which was used in 3GPP standards. As a result, it is shown that our OCHM system with multiple antennas based on the proposed orthogonal codeword allocation strategy leads to performance gain over the conventional system---energy required to satisfy a target FER is significantly reduced.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.37A no.10
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• pp.841-849
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• 2012

This paper proposes an low-complexity soft-output multiple-input multiple-output (soft-MIMO) detection algorithm for achieving soft-output maximum-likelihood (soft-ML) performance under max-log approximation. The proposed algorithm is based on a parallel tree-search (PTS) applying a channel ordering by a sorted-QR decomposition (SQRD) with altered sort order. The empty-set problem that can occur in calculation of log-likelihood ratio (LLR) for each bit is solved by inserting additional nodes at each search level. Since only the closest node is inserted among nodes with opposite bit value to a selected node, the proposed node insertion scheme is very efficient in the perspective of computational complexity. The computational complexity of the proposed algorithm is approximately 37-74% of that of existing algorithms, and from simulation results for a $4{\times}4$ system, the proposed algorithm shows a performance degradation of less than 0.1dB.

• East Asian Economic Review
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• v.24 no.1
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• pp.61-87
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• 2020

Five diffusion models are estimated using three different foreign exchange rates to find an appropriate model for each. Daily spot exchange rates expressed as the prices of 1 euro, 1 British pound and 100 Japanese yen in US dollars, respectively denoted by USD/EUR, USD/GBP, and USD/100JPY, are used. The maximum likelihood estimation method is implemented after deriving an approximate log-transition density function (log-TDF) of the diffusion processes because the true log-TDF is unknown. Of the five models, the most general model is the best fit for the USD/GBP, and USD/100JPY exchange rates, but it is not the case for the case of USD/EUR. Although we could not find any evidence of the mean-reverting property for the USD/EUR exchange rate, the USD/GBP, and USD/100JPY exchange rates show the mean-reversion behavior. Interestingly, the volatility function of the USD/EUR exchange rate is increasing in the exchange rate while the volatility functions of the USD/GBP and USD/100Yen exchange rates have a U-shape. Our results reveal that more care has to be taken when determining a diffusion model for the exchange rate. The results also imply that we may have to use a more general diffusion model than those proposed in the literature when developing economic theories for the behavior of the exchange rate and pricing foreign currency options or derivatives.

• The Journal of the Acoustical Society of Korea
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• v.22 no.3
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• pp.194-201
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• 2003

In speech recognition, confidence measuring is to decide whether it can be accepted as the recognized results or not. The confidence is measured by integrating frames into phone and word level. In case of word recognition, the confidence measuring verifies the results of recognition and Out-Of-Vocabulary (OOV). Therefore, the post-processing could improve the performance of recognizer without accepting it as a recognition error. In this paper, we measure the confidence modifying log likelihood ratio (LLR) which was the previous confidence measuring. It accumulates only those which the log likelihood ratio is negative when integrating the confidence to phone level from frame level. When comparing the verification performance for the results of word recognizer with the previous method, the FAR (False Acceptance Ratio) is decreased about 3.49% for the OOV and 15.25% for the recognition error when CAR (Correct Acceptance Ratio) is about 90%.

• Proceedings of the Korea Water Resources Association Conference
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• 2019.05a
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• pp.390-390
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• 2019

Application of Hidden Markov Model (HMM) to the hydrological time series would be an innovative way to identify extreme rainfall events in a series. Even though the optimum number of hidden states can be identify based on maximizing the log-likelihood or minimizing Bayesian information criterion. However, occasionally value for the log-likelihood keep increasing with the state which gives false identification of the optimum hidden state. Therefore, this study attempts to identify optimum number of hidden states for Colombo station, Sri Lanka as fundamental approach to identify frequency and percentage of extreme rainfall events for the station. Colombo station consisted of daily rainfall values between 1961 and 2015. The representative station is located at the wet zone of Sri Lanka where the major rainfall season falls on May to September. Therefore, HMM was ran for the season of May to September between 1961 and 2015. Results showed more or less similar log-likelihood which could be identified as maximum for states between 4 to 7. Therefore, measure of central tendency (i.e. mean, median, mode, standard deviation, variance and auto-correlation) for observed and simulated daily rainfall series was carried to each state to identify optimum state which could give statistically compatible results. Further, the method was applied for the second major rainfall season (i.e. October to February) for the same station as a comparison.

• Journal of the Korean Data and Information Science Society
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• v.21 no.1
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• pp.51-59
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• 2010

In the case that the regression function has a discontinuity point in generalized linear model, Huh (2009) estimated the location and jump size using the log-likelihood weighted the one-sided kernel function. In this paper, we consider estimation of the unknown number of the discontinuity points in the regression function. The proposed algorithm is based on testing of the existence of a discontinuity point coming from the asymptotic distribution of the estimated jump size described in Huh (2009). The finite sample performance is illustrated by simulated example.

• Phonetics and Speech Sciences
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• v.1 no.1
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• pp.55-62
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• 2009

This paper proposes an improved method to verify a keyword segment that results from a word spotting system. First a baseline word spotting system is implemented. In order to improve performance of the word spotting systems, we use a two-pass structure which consists of a word spotting system and an utterance verification system. Using the basic likelihood ratio test (LRT) based utterance verification system to verify the keywords, there have been certain problems which lead to performance degradation. So, we propose a method which uses phone-level log-likelihood ratios (PLLR) patterns in computing confidence measures for each keyword. The proposed method generates weights according to the PLLR patterns and assigns different weights to each phone in the process of generating confidence measures for the keywords. This proposed method has shown to be more appropriate to word spotting systems and we can achieve improvement in final word spotting accuracy.

• Journal of the Korean Data and Information Science Society
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• v.20 no.1
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• pp.1-9
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• 2009

Let us consider that the variance function in regression model has a discontinuity/change point at unknown location. Yu and Jones (2004) proposed the local polynomial fit to estimate the log-variance function which break the positivity of the variance. Using the local polynomial fit, Huh (2008) estimate the discontinuity point of the log-variance function. We propose a test for the existence of a discontinuity point in the log-variance function with the estimated jump size in Huh (2008). The proposed method is based on the asymptotic distribution of the estimated jump size. Numerical works demonstrate the performance of the method.

• ETRI Journal
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• v.28 no.3
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• pp.291-300
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• 2006

A simple and general bit log-likelihood ratio (LLR) expression is provided for Gray-coded rectangular quadrature amplitude modulation (R-QAM) signals. The characteristics of Gray code mapping such as symmetries and repeated formats of the bit assignment in a symbol among bit groups are applied effectively for the simplification of the LLR expression. In order to reduce the complexity of the max-log-MAP algorithm for LLR calculation, we replace the mathematical max or min function of the conventional LLR expression with simple arithmetic functions. In addition, we propose an implementation algorithm of this expression. Because the proposed expression is very simple and constructive with some parameters reflecting the characteristic of the Gray code mapping result, it can easily be implemented, providing an efficient symbol de-mapping structure for various wireless applications.