A development of multivariate drought index using the simulated soil moisture from a GM-NHMM model (GM-NHMM 기반 토양함수 모의결과를 이용한 합성가뭄지수 개발)
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- Journal of Korea Water Resources Association
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- v.52 no.8
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- pp.545-554
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- 2019
The most drought assessments are based on a drought index, which depends on univariate variables such as precipitation and soil moisture. However, there is a limitation in representing the drought conditions with single variables due to their complexity. It has been acknowledged that a multivariate drought index can more effectively describe the complex drought state. In this context, this study propose a Copula-based drought index that can jointly consider precipitation and soil moisture. Unlike precipitation data, long-term soil moisture data is not readily available so that this study utilized a Gaussian Mixture Non-Homogeneous Hidden Markov chain Model (GM-NHMM) model to simulate the soil moisture using the observed precipitation and temperature ranging from 1973 to 2014. The GM-NHMM model showed a better performance in terms of reproducing key statistics of soil moisture, compared to a multiple regression model. Finally, a bivariate frequency analysis was performed for the drought duration and severity, and it was confirmed that the recent droughts over Jeollabuk-do in 2015 have a 20-year return period.
Synthetic Aperture Radar is able to provide images of wide coverage in day, night, and all-weather conditions. Recently, as the SAR image resolution improves up to the sub-meter level, their applications are rapidly expanding accordingly. Especially there is a growing interest in the use of geographic information of high resolution SAR images and the change detection will be one of the most important technique for their applications. In this paper, an automatic threshold tracking and change detection algorithm is proposed applicable to high-resolution SAR images. To detect changes within SAR image, a reference image is generated using log-ratio operator and its amplitude distribution is estimated through K-S test. Assuming SAR image has a non-gaussian amplitude distribution, a generalized thresholding technique is applied using Kittler and Illingworth minimum-error estimation. Also, MoLC parametric estimation method is adopted to improve the algorithm performance on rough ground target. The implemented algorithm is tested and verified on the simulated SAR raw data. Then, it is applied to the spaceborne high-resolution SAR images taken by Cosmo-Skymed and KOMPSAT-5 and the performances are analyzed and compared.
Honeycombs are dense structures that small cysts, which generally have about 2~10 mm in diameter, are surrounded by the wall of fibrosis. When honeycomb is found in the patients, the incidence of acute exacerbation is generally very high. Thus, the observation and quantitative measurement of honeycomb are considered as a significant marker for clinical diagnosis. In this point of view, we propose an automatic segmentation method using morphological image processing and assessment of the degree of clustering techniques. Firstly, image noises were removed by the Gaussian filtering and then a morphological dilation method was applied to segment lung regions. Secondly, honeycomb cyst candidates were detected through the 8-neighborhood pixel exploration, and then non-cyst regions were removed using the region growing method and wall pattern testing. Lastly, final honeycomb regions were segmented through the extraction of dense regions which are consisted of two or more cysts using cluster analysis. The proposed method applied to 80 High resolution computed tomography (HRCT) images and achieved a sensitivity of 89.4% and PPV (Positive Predictive Value) of 72.2%.
Purpose: Quantification of myocardial blood flow (MBF) using dynamic PET imaging has the potential to assess coronary artery disease. Rb-82 plays a key role in the clinical assessment of myocardial perfusion using PET. However, MBF could be overestimated due to the underestimation of left ventricular input function in the beginning of the acquisition when the scanner has non-linearity between count rate and activity concentration due to the scanner dead-time. Therefore, in this study, we evaluated the count rate linearity as a function of the activity concentration in PET data acquired in list mode. Materials & methods: A cylindrical phantom (diameter, 12 cm length, 10.5 cm) filled with 296 MBq F-18 solution and 800 mL of water was used to estimate the linearity of the Biograph 40 True Point PET/CT scanner. PET data was acquired with 10 min per frame of 1 bed duration in list mode for different activity concentration levels in 7 half-lives. The images were reconstructed by OSEM and FBP algorithms. Prompt, net true and random counts of PET data according to the activity concentration were measured. Total and background counts were measured by drawing ROI on the phantom images and linearity was measured using background correction. Results: The prompt count rates in list mode were linearly increased proportionally to the activity concentration. At a low activity concentration (<30 kBq/mL), the prompt net true and random count rates were increased with the activity concentration. At a high activity concentration (>30 kBq/mL), the increasing rate of the prompt net true rates was slightly decreased while the increasing rate of random counts was increased. There was no difference in the image intensity linearity between OSEM and FBP algorithms. Conclusion: The Biograph 40 True Point PET/CT scanner showed good linearity of count rate even at a high activity concentration (~370 kBq/mL).The result indicates that the scanner is useful for the quantitative analysis of data in heart dynamic studies using Rb-82, N-13, O-15 and F-18.
KOSPI200 index is the Korean stock price index consisting of actively traded 200 stocks in the Korean stock market. Its base value of 100 was set on January 3, 1990. The Korea Exchange (KRX) developed derivatives markets on the KOSPI200 index. KOSPI200 index futures market, introduced in 1996, has become one of the most actively traded indexes markets in the world. Traders can make profit by entering a long position on the KOSPI200 index futures contract if the KOSPI200 index will rise in the future. Likewise, they can make profit by entering a short position if the KOSPI200 index will decline in the future. Basically, KOSPI200 index futures trading is a short-term zero-sum game and therefore most futures traders are using technical indicators. Advanced traders make stable profits by using system trading technique, also known as algorithm trading. Algorithm trading uses computer programs for receiving real-time stock market data, analyzing stock price movements with various technical indicators and automatically entering trading orders such as timing, price or quantity of the order without any human intervention. Recent studies have shown the usefulness of artificial intelligent systems in forecasting stock prices or investment risk. KOSPI200 index data is numerical time-series data which is a sequence of data points measured at successive uniform time intervals such as minute, day, week or month. KOSPI200 index futures traders use technical analysis to find out some patterns on the time-series chart. Although there are many technical indicators, their results indicate the market states among bull, bear and flat. Most strategies based on technical analysis are divided into trend following strategy and non-trend following strategy. Both strategies decide the market states based on the patterns of the KOSPI200 index time-series data. This goes well with Markov model (MM). Everybody knows that the next price is upper or lower than the last price or similar to the last price, and knows that the next price is influenced by the last price. However, nobody knows the exact status of the next price whether it goes up or down or flat. So, hidden Markov model (HMM) is better fitted than MM. HMM is divided into discrete HMM (DHMM) and continuous HMM (CHMM). The only difference between DHMM and CHMM is in their representation of state probabilities. DHMM uses discrete probability density function and CHMM uses continuous probability density function such as Gaussian Mixture Model. KOSPI200 index values are real number and these follow a continuous probability density function, so CHMM is proper than DHMM for the KOSPI200 index. In this paper, we present an artificial intelligent trading system based on CHMM for the KOSPI200 index futures system traders. Traders have experienced on technical trading for the KOSPI200 index futures market ever since the introduction of the KOSPI200 index futures market. They have applied many strategies to make profit in trading the KOSPI200 index futures. Some strategies are based on technical indicators such as moving averages or stochastics, and others are based on candlestick patterns such as three outside up, three outside down, harami or doji star. We show a trading system of moving average cross strategy based on CHMM, and we compare it to a traditional algorithmic trading system. We set the parameter values of moving averages at common values used by market practitioners. Empirical results are presented to compare the simulation performance with the traditional algorithmic trading system using long-term daily KOSPI200 index data of more than 20 years. Our suggested trading system shows higher trading performance than naive system trading.
Purpose: factor analysis and independent component analysis (ICA) has been used for handling dynamic image sequences. Theoretical advantages of a newly suggested ICA method, ensemble ICA, leaded us to consider applying this method to the analysis of dynamic myocardial
The wall shear stress in the vicinity of end-to end anastomoses under steady flow conditions was measured using a flush-mounted hot-film anemometer(FMHFA) probe. The experimental measurements were in good agreement with numerical results except in flow with low Reynolds numbers. The wall shear stress increased proximal to the anastomosis in flow from the Penrose tubing (simulating an artery) to the PTFE: graft. In flow from the PTFE graft to the Penrose tubing, low wall shear stress was observed distal to the anastomosis. Abnormal distributions of wall shear stress in the vicinity of the anastomosis, resulting from the compliance mismatch between the graft and the host artery, might be an important factor of ANFH formation and the graft failure. The present study suggests a correlation between regions of the low wall shear stress and the development of anastomotic neointimal fibrous hyperplasia(ANPH) in end-to-end anastomoses. 30523 T00401030523 ^x Air pressure decay(APD) rate and ultrafiltration rate(UFR) tests were performed on new and saline rinsed dialyzers as well as those roused in patients several times. C-DAK 4000 (Cordis Dow) and CF IS-11 (Baxter Travenol) reused dialyzers obtained from the dialysis clinic were used in the present study. The new dialyzers exhibited a relatively flat APD, whereas saline rinsed and reused dialyzers showed considerable amount of decay. C-DAH dialyzers had a larger APD(11.70
The wall shear stress in the vicinity of end-to end anastomoses under steady flow conditions was measured using a flush-mounted hot-film anemometer(FMHFA) probe. The experimental measurements were in good agreement with numerical results except in flow with low Reynolds numbers. The wall shear stress increased proximal to the anastomosis in flow from the Penrose tubing (simulating an artery) to the PTFE: graft. In flow from the PTFE graft to the Penrose tubing, low wall shear stress was observed distal to the anastomosis. Abnormal distributions of wall shear stress in the vicinity of the anastomosis, resulting from the compliance mismatch between the graft and the host artery, might be an important factor of ANFH formation and the graft failure. The present study suggests a correlation between regions of the low wall shear stress and the development of anastomotic neointimal fibrous hyperplasia(ANPH) in end-to-end anastomoses. 30523 T00401030523 ^x Air pressure decay(APD) rate and ultrafiltration rate(UFR) tests were performed on new and saline rinsed dialyzers as well as those roused in patients several times. C-DAK 4000 (Cordis Dow) and CF IS-11 (Baxter Travenol) reused dialyzers obtained from the dialysis clinic were used in the present study. The new dialyzers exhibited a relatively flat APD, whereas saline rinsed and reused dialyzers showed considerable amount of decay. C-DAH dialyzers had a larger APD(11.70