• Journal of Sensor Science and Technology
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• v.25 no.6
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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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• v.7 no.10
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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.

• Proceedings of the Korea Information Processing Society Conference
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• 2002.11c
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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.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.9 no.2
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• pp.338-347
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• 2005

In this paper, a decimation-in-time search direction algorithm for displacement prediction of moving object is proposed. The initialization of the proposed algorithm for moving direction prediction is performed by detecting moving objects at sequential frames and by obtaining a moving angle and a moving distance. A moving direction of the moving object at current frame is obtained by applying the decimation-in-time search direction mask. The decimation-in-tine search direction mask is that the moving object is detected by thinning out frames among the sequential frames, and the moving direction of the moving object is predicted by the search mask which is decided by obtaining the moving angle of the moving object in the 8 directions. to examine the propriety of the proposed algorithm, velocities of a driving car are measured and tracked, and to evaluate the efficiency, the proposed algorithm is compared to the full search algorithm. The evaluated results show that the number of displacement search times is reduced up to 91.8$\%$ on the average in the proposed algorithm, and the processing time of the tracking is 32.1ms on the average.

• Proceedings of the IEEK Conference
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• 2000.07b
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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.

• Proceedings of the KIEE Conference
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• summer
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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.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.44 no.3
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• pp.97-104
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• 2007

Adaptive echo canceller(AEC) has become an important component in speech communication systems, including mobile phones and speech recognition. In these applications, the acoustic echo path has a long impulse response. We propose a moving-averge least mean square(MVLMS) algorithm with a detection method for acoustic echo cancellation. Using, the result of the tests that used colored input models clearly shows that the MVLMS detection algorithm has convergence performance superior to the least mean square(LMS) detection algorithm alone. Although the computational complexity of the new MVLMS algorithm is only slightly greater than that of the standard LMS detection algorithm, the new algorithm confers a significant improvement in stability.

• Journal of the Korean Statistical Society
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• v.16 no.1
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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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• v.13 no.4
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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.

• Journal of Sensor Science and Technology
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• v.28 no.2
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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.