• Communications for Statistical Applications and Methods
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• 제25권1호
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• pp.15-27
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• 2018

Parametric method of flood frequency analysis involves fitting of a probability distribution to observed flood data. When record length at a given site is relatively shorter and hard to apply the asymptotic theory, an alternative distribution to the generalized extreme value (GEV) distribution is often used. In this study, we consider the beta-P distribution (BPD) as an alternative to the GEV and other well-known distributions for modeling extreme events of small or moderate samples as well as highly skewed or heavy tailed data. The L-moments ratio diagram shows that special cases of the BPD include the generalized logistic, three-parameter log-normal, and GEV distributions. To estimate the parameters in the distribution, the method of moments, L-moments, and maximum likelihood estimation methods are considered. A Monte-Carlo study is then conducted to compare these three estimation methods. Our result suggests that the L-moments estimator works better than the other estimators for this model of small or moderate samples. Two applications to the annual maximum stream flow of Colorado and the rainfall data from cloud seeding experiments in Southern Florida are reported to show the usefulness of the BPD for modeling hydrologic events. In these examples, BPD turns out to work better than $beta-{\kappa}$, Gumbel, and GEV distributions.

• Asian-Australasian Journal of Animal Sciences
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• 제18권12호
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• pp.1675-1683
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• 2005

In the process of crossbreeding, the linkage disequilibria between the quantitative trait loci (QTL) and their linked markers were reduced gradually with increasing generations. To study the potential of QTL mapping using the crossbred population, we presented a mixed effect model that treated the mean allelic value of the different founder populations as the fixed effect and the allelic deviation from the population mean as random effect. It was assumed that there were fifty QTLs having effect on the trait variation, the population mean and variance were divided to each QTL in founder generation in our model. Only the additive effect was considered in this model for simulation. Six schemes (S1-S6) of crossbreeding were studied. The selection index was used to evaluate the synthetic breeding value of two traits of the individual in the scheme of S2, S4 and S6, and the individuals with high selection index were chosen as the parents of the next generation. Random selection was used in the scheme of S1, S3 and S5. In this study, we premised a QTL explained 40% of the genetic variance was located in a region of 20 cM by the linkage analysis previously. The log likelihood ratio (log LR) was calculated to determine the presence of a QTL at the particular chromosomal position in each of the generations from the fourth to twentieth. The profiles of log LR and the number of the highest log LR located in the region of 5, 10 and 20 cM were compared between different generations and schemes. The profiles and the correct number reduced gradually with the generations increasing in the schemes of S2, S4 and S6, but both of them increased in the schemes of S1, S3 and S5. From the results, we concluded that the crossbreeding population undergoing random selection was suitable for improving the resolution of QTL mapping. Even experiencing index selection, there was still enough variation existing within the crossbred population before the fourteenth generation that could be used to refine the location of QTL in the chromosome region.

• 전자공학회논문지
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• 제51권1호
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• pp.24-30
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• 2014

디지털 역지향성 안테나 시스템은 사전정보 없이 입사된 신호를 신호의 위상을 추정하여 추정한 각도만큼 다시 돌려서 신호가 수신된 방향으로 재전송하는 시스템이다. 디지털 역지향성 안테나는 모든 방향에 대해 전력을 송출해야 하는 무지향성 안테나에 비해 신호가 수신된 방향으로 신호를 재전송하기 때문에 입사된 방향으로 신호가 집중되어 지향성이 높아지므로 전력의 소모를 줄일 수 있다. 일반적으로 디지털 역지향성 안테나는 다중경로 환경에서 단일 안테나 시스템에 비해 좋은 성능을 보이는 것으로 알려져 있지만, 심각한 ISI의 영향에서는 성능의 저하가 일어난다. 본 논문에서는 이러한 문제점을 극복하기 위해 심각한 ISI의 보상이 가능한 터보등화기를 결합하여 역지향성 안테나를 제안하였다. 제안하는 터보등화기를 이용한 디지털 역지향성 안테나를 통해 심각한 ISI 환경에서의 BER 성능을 개선하였다.

• 전기학회논문지
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• 제59권4호
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• pp.831-840
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• 2010

In this paper, we propose a hearing impairment simulator considering reduced frequency selectivity and asymmetrical auditory filter of the hearing impaired, and we verified the reduced frequency selectivity and asymmetrical auditory filter affected in speech perception through experiments. The reduced frequency selectivity has made embodied by spectral smearing using LPC(linear prediction coding). The shapes of auditory filter are asymmetrical different with each center frequency. Hearing impaired person which has hearing loss was differently changed with that of normal hearing people and it has different value for speech of quality through auditory filter. The experiments confirmed subjective test and objective test. The subjective experiments are composed of 4 kinds of tests: pure tone test, SRT(speech reception threshold) test, and WRS(word recognition score) test without spectral smearing, and WRS test with spectral smearing. The experiment of the hearing impairment simulator was performed from 9 subjects who have normal ears. The amount of spectral smearing was controlled by LPC order. The asymmetrical auditory filter of proposed hearing impairment simulator was simulated and then some tests to estimate the filter's performance objectively were performed. The objective experiment as simulated auditory filter's performance evaluation method used PESQ(perceptual evaluation of speech quality) and LLR(log likelihood ratio) for speech through auditory filter. The processed speech was evaluated objective speech quality and distortion using PESQ and LLR value. When hearing loss processed, PESQ and LLR value have big difference according to asymmetrical auditory filter in hearing impairment simulator.

• 음성과학
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• 제12권3호
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• pp.105-114
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• 2005

It was verified that a speaker verification system improved its performances of EER by regularizing log likelihood ratio, using background speaker models. Recently the wireless mobile phones are becoming more dominant communication terminals than wired phones. So the need for building a speaker verification system on mobile phone is increasing abruptly. Therefore in this paper, we had some experiments to examine the performance of speaker verification based on mobile phone's voices. Especially we are focused on the performance variations in EER(Equal Error Rate) according to several background speaker's characteristics, such as selecting methods(MSC, MIX), number of background speakers, aging factor of speech database. For this, we constructed a speaker verification system that uses GMM(Gaussin Mixture Model) and found that the MIX method is generally superior to another method by about 1.0% EER. In aspect of number of background speakers, EER is decreasing in proportion to the background speakers populations. As the number is increasing as 6, 10 and 16, the EERs are recorded as 13.0%, 12.2%, and 11.6%. An unexpected results are happened in aging effects of the speech database on the performance. EERs are measured as 4%, 12% and 19% for each seasonally recorded databases from session 1 to session 3, respectively, where duration gap between sessions is set by 3 months. Although seasons speech database has 10 speakers and 10 sentences per each, which gives less statistical confidence to results, we confirmed that enrolled speaker models in speaker verification system should be regularly updated using the ongoing claimant's utterances.

• 방송공학회논문지
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• 제16권6호
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• pp.1026-1035
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• 2011

본 논문은 기존 블록 터보 부호의 SISO(Soft-input Soft-output) 기반 반복 복호 알고리즘의 일반화 및 활용에 대한 연구를 다루고 있다. R. M. Pyndiah는 AWGN 채널(Additive White Gaussian Noise Channel)에서 2차원 Linear Block Code(선형 블록 부호, LBC) 결합으로 구성된 Product 부호의 SISO 반복 복호 방식을 제안했으며, 이를 블록 터보 부호라 하였다. 블록 터보 부호의 SISO 복호방식은 SIHO(Soft-input Hard-output) 복호 방식인 Chase 알고리즘의 부호 판정을 기반으로 연판정 정보를 생성 후 전달하여 반복적인 복호를 수행한다. 블록 터보 부호는 AWGN 채널에서 높은 Code-rate(부호율)의 Product 부호에 대해 적은 SISO 복호 반복만으로도 샤논 한계에 근접하는 우수한 성능을 보여준다. 본 논문에서는 BPSK(Binary Phase Shift Keying) 변조와 AWGN 채널 전송을 가정한 기존 블록 터보 부호 복호 알고리즘을 채널 출력의 LLR(Log-likelihood Ratio)에 기반한 알고리즘으로 일반화하고, LDPC(Low-density Parity Check) 부호와 블록 터보 부호의 직렬 결합 구조에서 일반화된 알고리즘 활용 예를 제시한다.

• 한국조경학회지
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• 제28권2호
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• pp.18-27
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• 2000

The importance of constraints has been one of major issues in recreation for prediction of choice behavior; however, traditional conjoint choice model did not consider the effects of these variables or fail to integrate them into choice model adequately. The purposes of this research are (a) to estimate the effects of constraints in theme park choice behavior by the constraints-induced conjoint choice model, and (b) to test additional explanatory power of the additional constraints in this suggested model against the more parsimonious traditional model. A leading polling agency was employed to select respondents. Both alternative generating and choice set generating fractional factorial design were conducted to meet the necessary and sufficient conditions for calibration of the constraints-induced conjoint choice model. Th alternative-specific model was calibrated. The log-likelihood ratio test revealed that suggested model was accepted in the favor of the traditional model, and the goodness-of-fit($\rho$$^2$) of suggested and traditional model was 0.48427 and 0.47950, respectively. There was no difference between traditional and suggested model in estimates of attribute levels of car and shuttle bus because alternatives were created to estimate the effects of constraints independently from mode related variables. Most parameters values of constraints had the expected sign and magnitude: the results reflected the characteristics of the theme parks, such as abundance of natural attractions and poor accessibility in Everland, location of major fun rides indoor in Lotte World, city park like characteristics of Dream Land, and traffic jams in Seoul. Instead of the multinomial logit model, the nested logit model is recommended for future researches because this model more reasonably reflects the real decision-making process in park choice. Development of new methodology too integrate this hierarchical decision-making into choice model is anticipated.

• 한국정보통신학회논문지
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• 제20권8호
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• pp.1438-1443
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• 2016

본 논문에서는 양방향 중계 채널에서 중계기에 다중안테나가 존재할 경우 물리계층 네트워크 코딩 기법의 성능분석을 수행하였다. 2개의 소스 노드는 하나의 안테나를 가진다고 가정하고 중계기에는 다중안테나가 설치되었다고 가정한다. 본 논문에서는 소스 노드와 중계노드에 각각 하나의 안테나가 존재하는 기존 시스템을 중계기에 다중안테나가 존재하는 환경으로 확장한다. 특히, 중계기에서 2개의 소스 노드들로부터 도착한 패킷을 복호하는 과정에서 각 패캣을 복호한 후 네트워크 부호화를 수행하는 개별복호기술과 소스 노드들로부터 도착한 2개의 패킷을 동시에 고려하여 직접복호하는 기술을 비교분석한다. 다중안테나기반의 중계기를 사용할 경우 물리계층 네트워크 코딩의 비트오류성능이 중계기의 안테나의 개수가 증가함에 따라 향상되는 것을 확인하였다.

• 한국통신학회논문지
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• 제34권3C호
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• pp.304-310
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• 2009

본 논문은 M-레벨 QAM 계층 변조 시스템에서 반복 수신기의 복잡도를 줄이기 위한 연속 MAP(maximum a posteriori probability) 검파 방식을 제안한다. 계층 변조 신호 내의 특정 우선 순위를 갖는 신호는 계층 변조 신호를 구성하는 각 신호를 우선 순위에 따라 간섭 신호 성분으로서 제거하거나 가우시안 잡음으로 간주한 후 MAP 방식에 의해 순차적으로 검파된다. 검파 과정을 순차적으로 진행함으로써 반복 수신의 복잡도를 신호 당 전송되는 비트 수에 선형적으로 증가하도록 감소시킬 수 있으며 각 부호화 비트의 연판정 값 계산 시 간섭 제거와 가우시안 가정의 효과를 검파 과정에 반영하여 잡음 분산을 조정함으로써 순차적 검파 방식에 의해 발생할 수 있는 성능 열화를 최소화한다. 전산 모의 실험을 통하여 제안하는 순차적 MAP 검파 방식의 성능이 최적 MAP 검파 방식과 비교하여 0.5dB 미만의 성능열화를 나타내는 것을 보인다.

• 응용통계연구
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• 제25권1호
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• pp.55-66
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• 2012

블랙-숄즈 모형이 실제 기초자산의 움직임을 반영하지 못한다는 사실이 실증연구에 의하여 밝혀진 이후 기초자산의 움직임을 레비확률과정을 이용하여 모형화한 옵션가격결정 모형들이 그 대안 중 하나로 연구되어 왔다. 본 논문에서는 블랙-숄즈 모형의 대안으로 제시된 레비모형 중 Variance Gamma 모형이 국내 주식시장에서의 기초자산의 움직임을 블랙-숄즈 모형보다 충실히 재현해내는지 알아보고자 한다. 이를 위하여 Madan 등 (1998)의 연구에서와 같이 로그수익률의 확률밀도함수와 옵션 가격 결정식을 바탕으로 KOSPI 200자료를 이용하여 모수를 추정하고 우도비 검정을 실시하였다. 또한, 옵션 가격을 추정한 후 모형 간의 비교를 위하여 다양한 통계량을 계산하고, 회귀분석을 통하여 변동성 스마일 현상이 교정되는지를 살펴보았다. 연구결과로부터 Variance Gamma 모형 하에서 추정된 옵션 가격이 블랙-숄즈 모형 하에서 추정된 그것보다 더 시장가격과 가까우나, 이 모형도 변동성 스마일 현상을 해결해주지는 못함을 확인할 수 있었다.