• Communications for Statistical Applications and Methods
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• v.3 no.2
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• pp.175-185
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• 1996

For the Change-point problem in a sequence of binomial variables we consider the maximum likelihood estimator (MLE) of unknown change-point. Its asymptotic distribution is quite limited in the case of binomial variables with different numver of trials at each time point. Hinkley and Hinkley (1970) gives an asymptotic distribution of the MLE for a sequence of Bernoulli random variables. To find the asymptotic distribution a numerical method such as bootstrap can be used. Another concern of our interest in the inference on the change-point and we derive confidence sets based on the liklihood ratio test(LRT). We find approximate confidence sets from the bootstrap distribution and compare the two results through an example.

• Communications for Statistical Applications and Methods
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• v.8 no.2
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• pp.543-556
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• 2001

This study suggests integrated neural network modes for he stock price index forecasting using change-point detection. The basic concept of this proposed model is to obtain significant intervals occurred by change points, identify them as change-point groups, and reflect them in stock price index forecasting. The model is composed of three phases. The first phase is to detect successive structural changes in stock price index dataset. The second phase is to forecast change-point group with various data mining classifiers. The final phase is to forecast the stock price index with backpropagation neural networks. The proposed model is applied to the stock price index forecasting. This study then examines the predictability of integrated neural network models and compares the performance of data mining classifiers.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.15 no.5
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• pp.434-445
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• 1990

Protocol testing techniques are expanded from the traditional simple function- testing based on the OSI model, to sophisticated performance testing, conformance testing and interoperability testing. In addition, both point-to-point and point-to-multipoint protocols are to be covered. This paper presents a new multiple-purpose protocol test system where the common platform includes the test sequence generation and test result analysis, and the modular test execution part is selectively adjusted according to the test purposes and protocols under test. This paper describes test system for network routing protocol and test system for transport protocol, designed upon the ideas of the multiple-purpose protocol test system.

• Communications for Statistical Applications and Methods
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• v.10 no.1
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• pp.153-166
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• 2003

This study presents the time-divided forecasting model to integrate evolutionary optimization algorithm and change point detection based on artificial neural networks (ANN) for the prediction of (Korea) stock price index. The genetic algorithm(GA) is introduced as an evolutionary optimization method in this study. The basic concept of the proposed model is to obtain intervals divided by change points, to identify them as optimal or near-optimal change point groups, and to use them in the forecasting of the stock price index. The proposed model consists of three phases. The first phase detects successive change points. The second phase detects the change-point groups with the GA. Finally, the third phase forecasts the output with ANN using the GA. This study examines the predictability of the proposed model for the prediction of stock price index.

• Journal of Communications and Networks
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• v.6 no.2
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• pp.163-172
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• 2004

Ultra Wide Bandwidth (UWB) spread-spectrum techniques will playa key role in short range wireless connectivity supporting high bit rates availability and low power consumption. UWB can be used in the design of wireless local and personal area networks providing advanced integrated multimedia services to nomadic users within hot-spot areas. Thus the assessment of the possible interference caused by UWB devices on already existing narrowband and wideband systems is fundamental to ensure nonconflicting coexistence and, therefore, to guarantee acceptance of UWB technology worldwide. In this paper, we study the coexistence issues between an indoor UWB-based system (hot-spot) and outdoor point to point (PP) links and Fixed Wireless Access (FWA) systems operating in the 3.5 - 5.0 GHz frequency range. We consider a realistic UWB master/slave system architecture and we show through computer simulation, that in all practical cases UWB system can coexist with PP and FWA without causing any dangerous interference.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.22 no.3
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• pp.454-468
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• 1997

This paper presents a bitwidth optimization algorithm for efficient hardware sharing in digital signal processing system. The proposed algorithm determines the fixed-point representation for each signal through bitwidth optimization to generate the hardware requiring less area. To reduce the operator area, the algorithm partitions the abstract operations in the design description into several groups, such that the operations in the same group can share an operator. The partitioning result are fed to a high-level synthesis system to generate the pipelined fixed-point datapaths. The proposed algorithm has been implemented in SODAS-DSP an automatic synthesis system for fixed-point DSP hardware. Accepting the models of DSP algorithms in schematics, the system automatically generates the fixed-point datapath and controller satisfying the design constraints in area, speed, and SNR(Signal-to-Noise Ratio). Experimental results show that the efficiency of the proposed algorithm by generates the area-efficient DSP hardwares satisfying performance constraints.

• Communications of the Korean Mathematical Society
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• v.12 no.2
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• pp.275-285
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• 1997

Let E be a uniformly convex Banach space with a uniformly G$\hat{a}teaux differentiable norm, C a nonempty closed convex subset of $E, T : C \to E$ a nonexpansive mapping, and Q a sunny nonexpansive retraction of E onto C. For $u \in C$ and $t \in (0,1)$, let $x_t$ be a unique fixed point of a contraction $R_t : C \to C$, defined by $R_tx = Q(tTx + (1-t)u), x \in C$. It is proved that if ${x_t}$ is bounded, then the strong $lim_{t\to1}x_t$ exists and belongs to the fixed point set of T. Furthermore, the strong convergence of ${x_t}$ in a reflexive and strictly convex Banach space with a uniformly G$\hat{a}$teaux differentiable norm is also given in case that the fixed point set of T is nonempty.

• 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.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.32 no.12A
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• pp.1339-1345
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• 2007

An important drawback in Lattice Reduction (LR) aided detectors has been investigated. For the solution, an improved LR aided detection with ignorable complexity overhead is proposed for MIMO system, where the additional correction operation is performed for the case of unreliable symbol decision. We found that LR aided detection errors mainly occur when the lattice points after the inverse lattice transform in the final step fall outside the constellation point set. In the proposed scheme, we check whether or not the lattice point obtained through LR detection is out of constellation. Only for the case of out of constellation, we additionally perform ML search with reduced search region restricted to the neighboring points near to the obtained lattice points. Using this approach, we can effectively and significantly improve the detection performance with just a slight complexity overhead which is negligible compared to full searched ML scheme. Simulation results show that the proposed scheme achieves the detection performance near to that of the ML detection with a lower computational complexity.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.31 no.6A
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• pp.593-602
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• 2006

This paper propose to methodology for deciding suitable bit size that minimizes hardware complexity and performance degradation from floating-point design the fixed-point implementation of downlink traffic channel of IEEE 802.16e OFDMA TDD system. One of the major considering issues for implementing fixed-point design is to select Saturation or Quantization properly with the knowledge of signal distribution by pdf or histogram. Also, through trial and error, we should execute exhaustive computer simulation for various bit sizes, hence obtain appropriate bit size while minimizing performance degradation. We carry out computer simulation to decide the optimized bit size of downlink traffic channel under AWGN and ITU-R M.1225 Veh-A channel model.