• 센서학회지
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• 제25권6호
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• pp.418-422
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• 2016

A filtering algorithm based on the decentralized moving average Kalman filter with uncertainties is proposed in this paper. The proposed filtering algorithm presented combines the Kalman filter with the moving average strategy. A decentralized fusion algorithm with the weighted sum structure is applied to the local moving average Kalman filters (LMAKFs) of different window lengths. The proposed algorithm has a parallel structure and allows parallel processing of observations. Hence, it is more reliable than the centralized algorithm when some sensors become faulty. Moreover, the choice of the moving average strategy makes the proposed algorithm robust against linear discrete-time dynamic model uncertainties. The derivation of the error cross-covariances between the LMAKFs is the key idea of studied. The application of the proposed decentralized fusion filter to dynamic systems within a multisensor environment demonstrates its high accuracy and computational efficiency.

• The Journal of Asian Finance, Economics and Business
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• 제7권10호
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• pp.9-21
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• 2020

The aim of this paper is to predict the Borsa Istanbul (BIST) 30 index movements to determine the most accurate buy and sell decisions using the methods of Artificial Neural Networks (ANN) and Genetic Algorithm (GA). We combined these two methods to obtain a hybrid intelligence method, which we apply. In the financial markets, over 100 technical indicators can be used. However, several of them are preferred by analysts. In this study, we employed nine of these technical indicators. They are moving average convergence divergence (MACD), relative strength index (RSI), commodity channel index (CCI), momentum, directional movement index (DMI), stochastic oscillator, on-balance volume (OBV), average directional movement index (ADX), and simple moving averages (3-day moving average, 5-day moving average, 10-day moving average, 14-day moving average, 20-day moving average, 22-day moving average, 50-day moving average, 100-day moving average, 200-day moving average). In this regard, we combined these two techniques and obtained a hybrid intelligence method. By applying this hybrid model to each of these indicators, we forecast the movements of the Borsa Istanbul (BIST) 30 index. The experimental result indicates that our best proposed hybrid model has a successful forecast rate of 75%, which is higher than the single ANN or GA forecasting models.

• 한국정보처리학회:학술대회논문집
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• 한국정보처리학회 2002년도 추계학술발표논문집 (하)
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• pp.2447-2450
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• 2002

주가지수선물시장은 주식투자에 따르는 위험을 효과적으로 관리할 수 있는 제도적 장치로서 오늘날 불안한 주식시장 현황에 있어서 더욱더 중요한 위치를 갖고 있다. 현재 이러한 주가지수선물거래에 있어서 Moving Average 를 예측하고자 하는 여러 트레이딩 시스템을 선보이고 있다. 이 논문에서는 과거의 데이터를 토대로 한 Moving Average Line 분석에 있어서 일반적으로 기존방법보다 효과적이라고 알려진 유전자 알고리즘을 이용하여 Moving Average 의 최적 Period 예측 시스템을 구현한다.

• 한국정보통신학회논문지
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• 제9권2호
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• pp.338-347
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• 2005

본 논문에서는 이동물체의 변위 예측을 위한 시간솎음 탐색 방향 알고리즘 제안하여 고속이동물체의 추적과 속도 측정을 하였다. 제안된 알고리즘은 이동물체의 이동 방향을 예측하기 위하여 초기 방향은 시간적으로 연속하는 과거 두 프레임에서 이동물체를 검출하고 이동 각도와 이동 거리를 구하여 초기화하였다. 현재 프레임에서 이동물체의 이동 방향은 시간솎음 탐색 방향 마스크를 적용하여 이동물체의 이동 방향을 구하였다. 시간솎음 탐색 방향 마스크는 연속 프레임에서 프레임을 시간 솎음하여 이동물체를 검출하고, 이동물체의 진행방향의 예측은 8 방향 중에서 이동물체의 이동 각도를 구하여 탐색 마스크를 결정하고, 탐색 마스크에 의해 이동물체의 이동 방향을 예측하였다. 제안한 알고리즘의 타당성을 입증하기 위하여 고속으로 주행 중인 자동차의 추적과 속도를 측정하고, 성능을 평가하기 위하여 전역탐색기법과 제안된 방법을 비교 평가하였다. 그 결과, 제안된 방법에서는 이동물체 변위 탐색 횟수가 평균 91.8$\%$ 감소하였고, 추적 처리 시간은 평균 32.1ms 임을 보임으로서 이동물체 추적을 실시간적으로 실행할 수 있음을 보였다.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2000년도 ITC-CSCC -2
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• pp.982-985
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• 2000

This paper presents channel estimation of an asynchronous W-CDMA reverse link using the interpolation and moving average algorithm in frequency-selective Rayleigh fading channel. The proposed algorithm is an interpolated decision-directed (IDD) block-wise moving average (BWMA) algorithm. The IDD-BWMA algorithm performs two- stage processes. The first stage performs data decision to make a virtual pilot channel by using linear interpolation channel estimation scheme. Then, the second stage performs the channel estimation of the “block-wise moving average” type by using a virtual pilot channel obtained in the first stage. By using Monte-Carlo computer simulations, we show that the proposed channel estimator is superior to other estimation schemes such as the WMSA(K=1) and DD-RAKE at higher Doppler frequencies, especially.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2004년도 하계학술대회 논문집 B
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• pp.1202-1204
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• 2004

This paper propose the control algorithm for improving the power quality through the voltage compensation when source voltage is dropped. The algorithm signified occurrence of voltage drop in source voltage of each phase storing source voltage for two cycles using the concept of moving average and using the source voltage of last half cycle. If there are voltage drops in the source voltages, series active power filter compensates the differences between reference waveform and source voltage waveform. Therefore, voltage drop is compensated. It proposed series active power filter of three phases three lines to apply to the proposed algorithm and the presented experiment results verified logicality and effectiveness of the proposed algorithm.

• 대한전자공학회논문지SP
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• 제44권3호
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• pp.97-104
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• 2007

적응 반향제거기는 휴대전화나 음성 인식 시스템과 같은 음성 통신 시스템에서 중요한 부분의 하나로 자리잡았다. 이러한 응용에서 반향경로는 긴 임펄스 응답을 가지게 된다. 본 논문에서는 음향반향제거를 위해 Moving-Average Least Mean Square(MVLMS) 알고리즘을 제안하였다. 유색 입력 모델을 이용한 실험 결과는 MVLMS 검출 알고리즘이 Least Mean Square 검출 알고리즘에 비해 수렴 성능이 우위에 있음을 입증하였다. MVLMS 알고리즘은 약간의 계산 복잡도 향상이 있지만, 표준 LMS 검출 알고리즘에 비해 월등한 안정성 향상을 가져온다.

• Journal of the Korean Statistical Society
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• 제16권1호
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• pp.1-9
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• 1987

Recently a new form of the extended Yule-Walker equations for a mixed autoregressive moving-average process of orders p and q has been proposed. It can be used to obtain p+q+1 parameter values from the first p+q+1 autocovariance terms. The autoregressive part of the equations is linear and can be easily solved. In contrast the moving-average part is composed of nonlinear simultaneous equations. Thus some iterative algorithms are necessary to solve them. The iterative algorithm presented by Choi(1986) is very simple but its convergence has not been proved yet. In this paper a Newton-Raphson solution for the moving-average parameters is presented and its convergence is shown. Also numerical example illustrate the performance of the algorithm.

• Journal of Information Processing Systems
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• 제13권4호
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• pp.818-833
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• 2017

This paper introduces a new algorithm that renders motion blur using triangular motion paths. A triangle occupies a set of pixels when moving from a position in the start of a frame to another position in the end of a frame. This is a motion path of a moving triangle. For a given pixel, we use a motion path of each moving triangle to find a range of time that this moving triangle is visible to the camera. Then, we sort visible time ranges in the depth-time dimensions and use bitwise operations to solve the occlusion problem. Thereafter, we compute an average color of each moving triangle based on its visible time range. Finally, we accumulate an average color of each moving triangle in the front-to-back order to produce the final pixel color. Thus, our algorithm performs shading after the visibility test and renders motion blur in real time.

• 센서학회지
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• 제28권2호
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• pp.88-93
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• 2019

This paper is concerned with distributed fusion moving average prediction for continuous-time linear stochastic systems with multiple sensors. A distributed fusion with the weighted sum structure is applied to the optimal local moving average predictors. The distributed fusion prediction algorithm represents the optimal linear fusion by weighting matrices under the minimum mean square criterion. The derivation of equations for error cross-covariances between the local predictors is the key of this paper. Example demonstrates effectiveness of the distributed fusion moving average predictor.