• Title/Summary/Keyword: Markov feature

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Spliced Image Detection Using Characteristic Function Moments of Co-occurrence Matrix (동시 발생 행렬의 특성함수 모멘트를 이용한 접합 영상 검출)

  • Park, Tae-Hee;Moon, Yong-Ho;Eom, Il-Kyu
    • IEMEK Journal of Embedded Systems and Applications
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    • v.10 no.5
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    • pp.265-272
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    • 2015
  • This paper presents an improved feature extraction method to achieve a good performance in the detection of splicing forged images. Strong edges caused by the image splicing destroy the statistical dependencies between parent and child subbands in the wavelet domain. We analyze the co-occurrence probability matrix of parent and child subbands in the wavelet domain, and calculate the statistical moments from two-dimensional characteristic function of the co-occurrence matrix. The extracted features are used as the input of SVM classifier. Experimental results show that the proposed method obtains a good performance with a small number of features compared to the existing methods.

Herd behavior and volatility in financial markets

  • Park, Beum-Jo
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.6
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    • pp.1199-1215
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    • 2011
  • Relaxing an unrealistic assumption of a representative percolation model, this paper demonstrates that herd behavior leads to a high increase in volatility but not trading volume, in contrast with information flows that give rise to increases in both volatility and trading volume. Although detecting herd behavior has posed a great challenge due to its empirical difficulty, this paper proposes a new methodology for detecting trading days with herding. Furthermore, this paper suggests a herd-behavior-stochastic-volatility model, which accounts for herding in financial markets. Strong evidence in favor of the model specification over the standard stochastic volatility model is based on empirical application with high frequency data in the Korean equity market, strongly supporting the intuition that herd behavior causes excess volatility. In addition, this research indicates that strong persistence in volatility, which is a prevalent feature in financial markets, is likely attributed to herd behavior rather than news.

Cumulative Sequential Control Charts with Sample Size Bound (표본크기에 제약이 있는 누적 축차관리도)

  • Chang, Young-Soon;Bai, Do-Sun
    • Journal of Korean Institute of Industrial Engineers
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    • v.25 no.4
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    • pp.448-458
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    • 1999
  • This paper proposes sequential control charts with an upper bound on sample size. Existing sequential control charts have no restriction on the number of observations at a sampling point. For situations where sampling and testing an item is time-consuming or expensive, sequential control charts may not be directly applied. When the number of observations in a sampling point reaches the upper bound and there is no out-of-control signal, the proposed cumulative sequential control chart defers the decision to the next sampling point of which starting value is the value of the current statistic. Two Markov chains, inner and outer chains, are used to derive the formulas for evaluating the performance of the proposed chart. It is compared with $\bar{X}$ and cumulative sum control charts with fixed and variable sample sizes. The fast initial response (FIR) feature is studied. Guidelines for the design of the proposed charts are also given.

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Performance analysis of packet transmission for a Signal Flow Graph based time-varying channel over a Wireless Network (무선 네트워크 time-varying 채널 상에서 Signal Flow Graph를 이용한 패킷 전송 성능 분석)

  • Kim, Sang-Yang;Park, Hong-Seong
    • Proceedings of the KIEE Conference
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    • 2004.05a
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    • pp.65-67
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    • 2004
  • Change of state of Channel between two wireless terminals which is caused by noise and multiple environmental conditions for happens frequently from the Wireles Network. So, When it is like that planning a wireless network protocol or performance analysis, it follows to change of state of time-varying channel and packet the analysis against a transmission efficiency is necessary. In this paper, analyzes transmission time of a packet and a packet in a time-varying and packet based Wireless Network. To reflecte the feature of the time-varying channel, we use a Signal Flow Graph model. From the model the mean of transmission time and the mean of queue length of the packet are analyzed in terms of the packet distribution function, the packet transmission service time, and the PER of the time-varying channel.

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Deep Reinforcement Learning-based Distributed Routing Algorithm for Minimizing End-to-end Delay in MANET (MANET에서 종단간 통신지연 최소화를 위한 심층 강화학습 기반 분산 라우팅 알고리즘)

  • Choi, Yeong-Jun;Seo, Ju-Sung;Hong, Jun-Pyo
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.25 no.9
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    • pp.1267-1270
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    • 2021
  • In this paper, we propose a distributed routing algorithm for mobile ad hoc networks (MANET) where mobile devices can be utilized as relays for communication between remote source-destination nodes. The objective of the proposed algorithm is to minimize the end-to-end communication delay caused by transmission failure with deep channel fading. In each hop, the node needs to select the next relaying node by considering a tradeoff relationship between the link stability and forward link distance. Based on such feature, we formulate the problem with partially observable Markov decision process (MDP) and apply deep reinforcement learning to derive effective routing strategy for the formulated MDP. Simulation results show that the proposed algorithm outperforms other baseline schemes in terms of the average end-to-end delay.

A Recognition Algorithm of Suspicious Human Behaviors using Hidden Markov Models in an Intelligent Surveillance System (지능형 영상 감시 시스템에서의 은닉 마르코프 모델을 이용한 특이 행동 인식 알고리즘)

  • Jung, Chang-Wook;Kang, Dong-Joong
    • Journal of Korea Multimedia Society
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    • v.11 no.11
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    • pp.1491-1500
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    • 2008
  • This paper proposes an intelligent surveillance system to recognize suspicious patterns of the human behavior by using the Hidden Markov Model. First, the method finds foot area of the human by motion detection algorithm from image sequence of the surveillance camera. Then, these foot locus form observation series of features to learn the HMM. The feature that is position of the human foot is changed to each code that corresponds to a specific label among 16 local partitions of image region. Therefore, specific moving patterns formed by the foot locus are the series of the label numbers. The Baum-Welch algorithm of the HMM learns each suspicious and specific pattern to classify the human behaviors. To recognize the inputted human behavior pattern in a test image, the probabilistic comparison between the learned pattern of the HMM and foot series to be tested decides the categorization of the test pattern. The experimental results show that the method can be applied to detect a suspicious person prowling in corridor.

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Delay Analysis of a Message based on the Stop-and-Wait ARQ in a Time- Varying Radio Link (시변 패킷 기반 무선 링크에서 정지-대기 ARQ 기반 메시지의 지연 시간 분석)

  • 정명순;박홍성
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.28 no.9A
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    • pp.684-693
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    • 2003
  • This paper analyzes transmissiondelays of a message and a packet in a time-varying and packet-based radio link. The paper assumes that thearrivals of messages have a Bernoulli process and the lengths of the messages a exponential distribution. To reflect the feature of the time-varying radio link, we use a two-state Markov model. From the model the mean transmission delay of and the mean queue length of the packet are analyzed in terms of the packet distribution function, the packet transmission service time, and the PER of the radio link. And the mean message transmission delay time and the mean queue length are derived using the performance indices of the packet. Numerical results show that the message arrival rate and the message length have some bounds to keep the transmission of the message steady and to improve the performance indices of the message. It can be known that the PER of the state influences on the performance indices more than the sojourn time of the state.

Isolated Digit and Command Recognition in Car Environment (자동차 환경에서의 단독 숫자음 및 명령어 인식)

  • 양태영;신원호;김지성;안동순;이충용;윤대희;차일환
    • The Journal of the Acoustical Society of Korea
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    • v.18 no.2
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    • pp.11-17
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    • 1999
  • This paper proposes an observation probability smoothing technique for the robustness of a discrete hidden Markov(DHMM) model based speech recognizer. Also, an appropriate noise robust processing in car environment is suggested from experimental results. The noisy speech is often mislabeled during the vector quantization process. To reduce the effects of such mislabelings, the proposed technique increases the observation probability of similar codewords. For the noise robust processing in car environment, the liftering on the distance measure of feature vectors, the high pass filtering, and the spectral subtraction methods are examined. Recognition experiments on the 14-isolated words consists of the Korean digits and command words were performed. The database was recorded in a stopping car and a running car environments. The recognition rates of the baseline recognizer were 97.4% in a stopping situation and 59.1% in a running situation. Using the proposed observation probability smoothing technique, the liftering, the high pass filtering, and the spectral subtraction the recognition rates were enhanced to 98.3% in a stopping situation and to 88.6% in a running situation.

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A Variable Parameter Model based on SSMS for an On-line Speech and Character Combined Recognition System (음성 문자 공용인식기를 위한 SSMS 기반 가변 파라미터 모델)

  • 석수영;정호열;정현열
    • The Journal of the Acoustical Society of Korea
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    • v.22 no.7
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    • pp.528-538
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    • 2003
  • A SCCRS (Speech and Character Combined Recognition System) is developed for working on mobile devices such as PDA (Personal Digital Assistants). In SCCRS, the feature extraction is separately carried out for speech and for hand-written character, but the recognition is performed in a common engine. The recognition engine employs essentially CHMM (Continuous Hidden Markov Model), which consists of variable parameter topology in order to minimize the number of model parameters and to reduce recognition time. For generating contort independent variable parameter model, we propose the SSMS(Successive State and Mixture Splitting), which gives appropriate numbers of mixture and of states through splitting in mixture domain and in time domain. The recognition results show that the proposed SSMS method can reduce the total number of GOPDD (Gaussian Output Probability Density Distribution) up to 40.0% compared to the conventional method with fixed parameter model, at the same recognition performance in speech recognition system.

HMM-based Speech Recognition using FSVQ and Fuzzy Concept (FSVQ와 퍼지 개념을 이용한 HMM에 기초를 둔 음성 인식)

  • 안태옥
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.40 no.6
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    • pp.90-97
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    • 2003
  • This paper proposes a speech recognition based on HMM(Hidden Markov Model) using FSVQ(First Section Vector Quantization) and fuzzy concept. In the proposed paper, we generate codebook of First Section, and then obtain multi-observation sequences by order of large propabilistic values based on fuzzy rule from the codebook of the first section. Thereafter, this observation sequences of first section from codebooks is trained and in case of recognition, a word that has the most highest probability of first section is selected as a recognized word by same concept. Train station names are selected as the target recognition vocabulary and LPC cepstrum coefficients are used as the feature parameters. Besides the speech recognition experiments of proposed method, we experiment the other methods under same conditions and data. Through the experiment results, it is proved that the proposed method based on HMM using FSVQ and fuzzy concept is superior to tile others in recognition rate.