• Communications for Statistical Applications and Methods
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• v.28 no.5
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• pp.511-520
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• 2021

Over the last decade, Bitcoin has attracted a great deal of public interest and Bitcoin market has grown rapidly. One of the main characteristics of the market is that it often undergoes some events or incidents that cause outlying observations. To obtain reliable results in the statistical analysis of Bitcoin data, these outlying observations need to be carefully treated. In this study, we are interested in change point analysis for Bitcoin return series having such outlying observations. Since these outlying observations can affect change point analysis undesirably, we use a robust test for parameter change to locate change points. We report some significant change points that are not detected by the existing tests and demonstrate that the model allowing for parameter changes is better fitted to the data. Finally, we show that the model with parameter change can improve the forecasting performance of Value-at-Risk.

• International Journal of Computer Science & Network Security
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• v.22 no.7
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• pp.165-170
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• 2022

Lying is nuisance to all, and all liars knows it is nuisance but still keep on lying. Sometime people are in confusion how to escape from or how to detect the liar when they lie. In this research we are aiming to establish a dynamic platform to identify liar by using video analysis especially by calculating the ratio of changes in their appearance when they lie. The platform will be developed using a machine learning algorithm along with the dynamic classifier to classify the liar. For the experimental analysis the dataset to be processed in two dimensions (people lying and people tell truth). Both parameter of facial appearance will be stored for future identification. Similarly, there will be standard parameter to be built for true speaker and liar. We hope this standard parameter will be able to diagnosed a liar without a pre-captured data.

• Journal of the Semiconductor & Display Technology
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• v.23 no.1
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• pp.104-109
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• 2024

In this paper, we propose structures of a socket that can improve signal transmission characteristics compared to the existing silicone rubber socket. A coaxial rubber socket was proposed to improve signal distortion due to electromagnetic interference between signal lines. And an air gap rubber socket was proposed to improve the degradation of reflection characteristics due to high dielectric constant. Using a 3D electromagnetic field simulator, the S-parameter and crosstalk of the three sockets were compared and the signal transmission characteristics were analyzed. In both coaxial rubber socket and the air gap rubber socket, S-parameter and crosstalk were improved compared to the silicone rubber socket. Among them, the air gap rubber socket was the best for S-parameter, and the coaxial rubber socket was the best for crosstalk.

• Journal of Institute of Control, Robotics and Systems
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• v.18 no.12
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• pp.1101-1105
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• 2012

This study proposes a method for improvement of PD type fuzzy controller. The method includes self tuner using gradient algorithm that is one of the optimization algorithms. The proposed controller improves simple Takagi-Sugeno type FLC (Fuzzy Logic Control) system. The simple Takagi-Sugeno type FLC system changes nonlinear characteristic to linear parameters of consequent membership function. The simple FLC system could control the system by calibrating parameter of consequent membership function that changes the system response. While the determination on parameter of the simple FLC system works well only partially, the proposed method is needed to determine parameters that work for overall response. The simple FLC system doesn't predict the response characteristics. While the simple FLC system works just like proportional part of PID, our system includes derivative part to predict the next response. The proposed controller is constructed with P part and D part FLC system that characteristic parameter on system response is changed by self tuner for effective response. Since the proposed controller doesn't include integral part, it can't eliminate steady state error. So we include a gain to eliminate the steady state error.

• Journal of the Korean Society for Nondestructive Testing
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• v.36 no.2
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• pp.121-129
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• 2016

As the lifespan of concrete structures increases, their load carrying capacity decreases owing to cyclic loads and long-term effects such as creep and shrinkage. For these reasons, there is a necessity for stress state monitoring of concrete members. Particularly, it is necessary to evaluate the concrete structures for behavioral changes by using a technique that can overcome the measuring limitations of usual ultrasonic nondestructive evaluation methods. This paper proposes the use of a nonlinear ultrasonic method, namely, nonlinear resonant ultrasonic spectroscopy (NRUS) for the measurement of nonlinearity parameters for stress monitoring. An experiment compared the use of NRUS method and a linear ultrasonic method, namely, ultrasonic pulse velocity (UPV) to study the effects of continuously increasing loads and cyclic loads on the nonlinearity parameter. Both NRUS and UPV methods found a similar direct relationship between load level and that parameter. The NRUS method showed a higher sensitivity to micro-structural changes of concrete than UPV method. Thus, the experiment confirms the possibility of using the nonlinear ultrasonic method for stress state monitoring of concrete members.

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.16 no.6 s.111
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• pp.609-618
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• 2006

This study is undertaken for the vibration analysis of tapered thick plate with concentrated mass on elastic foundation. The boundary condition of the plate is analyzed with the 4-sides simply supported and 4-fixed basis. This study find out the frequency following the change in size for each foundational variable on Pasternak foundation, one of the two-parameter elastic foundation parameter that considered the shear layer to the Winkler foundation parameter. The concentrated mass is applied with the consideration of mass of the entire plate, and the change of frequency is studies on each location with the consideration of reacting for the three locations for concentrated mass. And, in order to find out the change of frequency on the thickness of the plate, it considered tapered ratio that linearly changes depending on the length of the plate with the thickness of the plate in x-direction, and the tapered ratio has changes with 4 types ($\alpha$=0.25, 0, 5, 0.75, and 1.0). For the interpretation, the program using finite element method (F.E.M.) is used and the element coordination is used the 8-node serendipity element. Therefore, the purpose of this study is to find out the characteristics of plate vibration under the mechanica vibration or external vibration factor to facilitate as the basic data of the design to secure the stability.

• Nuclear Engineering and Technology
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• v.55 no.11
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• pp.4102-4111
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• 2023

In order to better perform thermal hydraulic calculation and analysis of supercritical water reactor, based on the experimental data of supercritical water, the model training and predictive analysis of the heat transfer coefficient of supercritical water were carried out by using the support vector machine (SVM) algorithm. The changes in the prediction accuracy of the supercritical water heat transfer coefficient are analyzed by the changes of the regularization penalty parameter C, the slack variable epsilon and the Gaussian kernel function parameter gamma. The predicted value of the SVM model obtained after parameter optimization and the actual experimental test data are analyzed for data verification. The research results show that: the normalization of the data has a great influence on the prediction results. The slack variable has a relatively small influence on the accuracy change range of the predicted heat transfer coefficient. The change of gamma has the greatest impact on the accuracy of the heat transfer coefficient. Compared with the calculation results of traditional empirical formula methods, the trained algorithm model using SVM has smaller average error and standard deviations. Using the SVM trained algorithm model, the heat transfer coefficient of supercritical water can be effectively predicted and analyzed.

• IEMEK Journal of Embedded Systems and Applications
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• v.14 no.6
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• pp.347-353
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• 2019

Electric-hydraulic sever cylinders are used in many offshore applications such as wind energy farms, solar farms and plants. Jack-up barges are often used for these offshore system operations. Jack-up barge control is up/down by hydraulic cylinder position control. Working in harsh environments can lead to changes in internal parameters. This nonlinearity makes precise control difficult. In order to overcome the problems, we proposed a method of unknown-parameter estimation algorithm based on measurements obtained by system. In this paper, we employee Unscented Kalman filter (UKF) to estimate states and unknown-parameter from augmented nonlinear equation. Performance of estimation results is verified in simulation on an environments of Matlab. The estimation results of the state and unknown-parameter show that the estimation error of unknown-parameter is reduced according to decreasing the state estimation error.

• Journal of Mechanical Science and Technology
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• v.20 no.11
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• pp.1801-1812
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• 2006

In this paper, a 4-wheel vehicle model including the effects of tire slip was considered, along with variable parameter sliding control, pushrod force as the end control parameter, and an antilock sliding control, in order to improve the performance of the vehicle longitudinal response. The variable sliding parameter is made to be proportional to the square root of the pressure derivative at the wheel, in order to compensate for large pressure changes in the brake cylinder. A typical tire force-relative slip curve for dry road conditions was used to generate an analytical tire force-relative slip function, and an antilock sliding control process based on the analytical tire force-relative slip function was used. A retrofitted brake system, with the pushrod force as the end control parameter, was employed, and an average decay function was used to suppress the simulation oscillations. Simulation results indicate that the velocity and spacing errors were slightly larger than the results that without considering wheel slip effect, the spacing errors of the lead and follower were insensitive to the adhesion coefficient up to the critical wheel slip value, and the limit for the antilock control on non-constant adhesion road condition was determined by the minimum of the equivalent adhesion coefficient.

• The Transactions of the Korean Institute of Electrical Engineers D
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• v.52 no.10
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• pp.569-574
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• 2003

Computer vision system is broadly adapted like as autonomous vehicle system, product line inspection, etc., because it has merits which can deal with environment flexibly. However, for applying it for that industry, it has to clear the problem that recognize position parameter of itself. So that computer vision system stands in need of camera calibration to solve that. Camera calibration consists of the intrinsic parameter which describe electrical and optical characteristics and the extrinsic parameter which express the pose and the position of camera. And these parameters have to be reorganized as the environment changes. In traditional methods, however, camera calibration was achieved at off-line condition so that estimation of parameters is in need again. In this paper, we propose a method to the calibration of camera using line correspondence in image sequence varied environment. This method complements the corresponding errors of the point corresponding method statistically by the extraction of line. The line corresponding method is strong by varying environment. Experimental results show that the error of parameter estimated is within 1% and those is effective.