• MALSORI
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• no.66
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• pp.73-86
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• 2008

Beamforming is one of the spatial filtering techniques which extract only desired signals from noisy environments using microphone arrays. Fixed beamforming is a simple concept and easy to implement. However, it does not show good performance in real noisy conditions. As an adaptive beamforming, Frost algorithm can be a good candidate. It uses the concept of the linearly constrained minimum variance (LCMV) algorithm. The difference between the Frost and the LCMV algorithm is the error correction scheme which is very effective feature in the aspect of performance. In this paper, as quadrature mirror filtering (QMF)-based filterbank is utilized as the pre-processing of the Frost beamformning, the filter length and the learning rate of each band is optimized to improve the performance. The performance is measured by the signal-to-noise ratio (SNR) and the Bark's scale spectral distortion (BSD).

• Industrial Engineering and Management Systems
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• v.13 no.4
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• pp.442-448
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• 2014

Portfolio optimization in the presence of estimation error can be stabilized by incorporating norm-constraints; this result was shown by DeMiguel et al. (A generalized approach to portfolio optimization: improving performance by constraining portfolio norms, Management Science, 5, 798-812, 2009), who reported empirical performance better than numerous competing approaches. We extend the idea of norm-constraints by introducing a powerful enhancement, grouped selection for portfolio optimization. Here, instead of merely penalizing norms of the assets being selected, we penalize groups, where within a group assets are treated alike, but across groups, the penalization may differ. The idea of groupwise selection is grounded in statistics, but to our knowledge, it is novel in the context of portfolio optimization. Novelty aside, the real benefits of groupwise selection are substantiated by experiments; our results show that groupwise asset selection leads to strategies with lower variance, higher Sharpe ratios, and even higher expected returns than the ordinary norm-constrained formulations.

• International Journal of Contents
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• v.4 no.2
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• pp.24-28
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• 2008

In this paper, we propose a new approach for content-based video retrieval using non-parametric based motion classification in the shot-based video indexing structure. Our system proposed in this paper has supported the real-time video retrieval using spatio-temporal feature comparison by measuring the similarity between visual features and between motion features, respectively, after extracting representative frame and non-parametric motion information from shot-based video clips segmented by scene change detection method. The extraction of non-parametric based motion features, after the normalized motion vectors are created from an MPEG-compressed stream, is effectively fulfilled by discretizing each normalized motion vector into various angle bins, and by considering the mean, variance, and direction of motion vectors in these bins. To obtain visual feature in representative frame, we use the edge-based spatial descriptor. Experimental results show that our approach is superior to conventional methods with regard to the performance for video indexing and retrieval.

• Journal of the Korean Institute of Landscape Architecture
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• v.25 no.3
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• pp.89-100
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• 1997

The purpose of this paper was to analyze the content of impact prediction in EISS, in order to find the degree of the acuracy of impact prediction . 30 EISS were selected as analysis objects through variance miximization strategy. Content analysis of the selected EISS was performed by 5 analysis items, such as quantification of measurement, range of impact area, time frame of impact, likelihood of impact, and explict characterization of impact significance. The results showed that the accuracy investigated by the 5 items was very low. In conclusion, 5 suggestions were proposed in order to improve the credibility of EIS as a scientific report. The 5 suggestions were : 1) impact prediction should be described by quantitative measurement; 2) In establishing the time frame of the impact and the referent populatioin influenced by the impact, the characteristics of the proposed action should be carefully considerd; 3) the significance of the predicted impact should be quantitatively described; 4) specific description should also be used in the likelihood or the probability of the predicted impact in a real world; 5) equal emphasis should be put on the three environment, including natural and social as well as living environment.

• Journal of Electrical Engineering and information Science
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• v.3 no.3
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• pp.373-384
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• 1998

This paper presents a maneuvering target model with the maneuver dynamics modeled as a jump process of Poisson-type. The jump process represents the deterministic maneuver(or pilot commands) and is described by a stochastic differential equation driven by a Poisson process taking values a set of discrete states. Employing the new maneuver model along with the noisy observations described by linear difference equations, the author has developed a new linear, recursive, unbiased minimum variance filter, which is structurally simple, computationally efficient, and hence real-time implementable. Futhermore, the proposed filter does not involve a computationally burdensome technique to compute the filter gains and corresponding covariance matrices and still be able to track effectively a fast maneuvering target. The performance of the proposed filter is assessed through the numerical results generated from the Monte-Carlo simulation.

• International Commerce and Information Review
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• v.8 no.4
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• pp.159-175
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• 2006

This paper that explain exchange rate determination using Korea's economy data moment investigate whether each theory cause effect that is some on exchange rate showdown analyzing actual proof relation between foreign exchange fluctuation and financing part variance examine wish to. Because korea economic enters in the 1990s and the 2000s and the change is notable, foreign exchange fluctuation by such change is real condition that is changing. In this paper, I wish to enforce actual proof analysis if change such as him is grasped by form that is some about foreign exchange fluctuation. First, the second chapter investigates exchange rate decision theory that is used on actual proof interpretation, and executes actual proof Test in reply in subsequent the third chapter. And finally, the fourth chapter wishes to drive conclusion of this paper.

• Journal of the Ergonomics Society of Korea
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• v.9 no.2
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• pp.3-9
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• 1990

The paper concerns with the visual illusion strength for the static and dynamic figures which are generated on computer CRT. The Vertical-Horizontal, Ponzo, and Muller-Lyer illusion are studied under various conditions of type, size, and background angle of figure. And the results are obtained through the Multivariate Analysis of Variance (MANOVA). This paper concludes that the size and background angle of figure generally effect on the visual illusion, and there is a significant difference between figure types. These results can be applied to eliminate the visual illusion in real design.

• Journal of applied mathematics & informatics
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• v.15 no.1_2
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• pp.333-341
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• 2004

In the real world there are many linear programming problems where all decision parameters are fuzzy numbers. Several approaches exist which use different ranking functions for solving these problems. Unfortunately when there exist alternative optimal solutions, usually with different fuzzy value of the objective function for these solutions, these methods can not specify a clear approach for choosing a solution. In this paper we propose a method to remove the above shortcoming in solving fuzzy number linear programming problems using the concept of expectation and variance as ranking functions

• 제어로봇시스템학회:학술대회논문집
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• 1995.10a
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• pp.244-247
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• 1995

A technique is presented for evaluating spinal deformity of a human back by extracting a spinal line based on 3-D topograpic reconstruction of the back from its moire image. A given moire image is differentiatedby DOG filter to extract moire stripes. The stripes are then assigned labels and the labels are interpolated by the Lagrange polynomial to yield the undulation of the back which gives a relative 3-D shape of the back. A valley is searched on the undulation near the middle part of the back and the valley line is finally extracted as an approximated spinal line. The mean differenceand the variance between the spinal line and the middle line are calculated and reported. Experiment is performed employing real moire images ofjunior-high school students' backs and some of the results are shown with discussion.

• Nuclear Engineering and Technology
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• v.44 no.2
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• pp.161-176
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• 2012

McCARD is a Monte Carlo (MC) neutron-photon transport simulation code. It has been developed exclusively for the neutronics design of nuclear reactors and fuel systems. It is capable of performing the whole-core neutronics calculations, the reactor fuel burnup analysis, the few group diffusion theory constant generation, sensitivity and uncertainty (S/U) analysis, and uncertainty propagation analysis. It has some special features such as the anterior convergence diagnostics, real variance estimation, neutronics analysis with temperature feedback, $B_1$ theory-augmented few group constants generation, kinetics parameter generation and MC S/U analysis based on the use of adjoint flux. This paper describes the theoretical basis of these features and validation calculations for both neutronics benchmark problems and commercial PWR reactors in operation.