• Journal of the Institute of Electronics and Information Engineers
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• 제50권4호
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• pp.182-188
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• 2013

In this paper, we propose a complex-valued support vector machine (SVM) classifier which process the complex valued signal measured by pulse doppler radar (PDR) to identify moving targets from the background. SVM is widely applied in the field of pattern recognition, but features which used to classify are almost real valued data. Proposed complex-valued SVM can classify the moving target using real valued data, imaginary valued data, and cross-information data. To design complex-valued SVM, we consider slack variables of real and complex axis, and use the KKT (Karush-Kuhn-Tucker) conditions for complex data. Also we apply radial basis function (RBF) as a kernel function which use a distance of complex values. To evaluate the performance of the complex-valued SVM, complex valued data from PDR were classified using real-valued SVM and complex-valued SVM. The proposed complex-valued SVM classification was improved compared to real-valued SVM for dog and human, respectively 8%, 10%, have been improved.

• Journal of the Korea Institute of Military Science and Technology
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• 제24권4호
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• pp.392-400
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• 2021

Unlike optical equipment, SAR(Synthetic Aperture Radar) has the advantage of obtaining images in all weather, and object detection in SAR images is an important issue. Generally, deep learning-based object detection was mainly performed in real-valued network using only amplitude of SAR image. Since the SAR image is complex data consist of amplitude and phase data, a complex-valued network is required. In this paper, a complex-valued ResNet network is proposed. SAR image object detection was performed by combining the ROI transformer detector specialized for aerial image detection and the proposed complex-valued ResNet. It was confirmed that higher accuracy was obtained in complex-valued network than in existing real-valued network.

• IEMEK Journal of Embedded Systems and Applications
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• 제6권3호
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• pp.168-173
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• 2011

In this paper, an optical image hiding technique using real-valued decoding key is proposed. In the embedding process, a each zero-padded original image placed in a quadrants on an input plane is multiplied by a statistically independent random phase pattern and is Fourier transformed. An encoded image is obtained by taking the real-valued data from the Fourier transformed image. And then a phase-encoded pattern, used as a hidden image and a decoding key, is generated by the use of multiple phase wrapping from the encoded images. A transmitted image is made from the linear superposition of the weighted hidden images and a cover image. In reconstruction process, the mirror reconstructed images can be obtained at two quadrants by the inverse-Fourier transform of the product of the transmitted image and the decoding key. Computer simulation and optical experiment are demonstrated in order to confirm the proposed technique.

• Communications for Statistical Applications and Methods
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• 제21권6호
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• pp.471-486
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• 2014

This study introduces a new type of symbolic data, a candle chart-valued time series. We aggregate four stock indices (i.e., open, close, highest and lowest) as a one data point to summarize a huge amount of data. In other words, we consider a candle chart, which is constructed by open, close, highest and lowest stock indices, as a type of symbolic data for a long period. The proposed candle chart-valued time series effectively summarize and visualize a huge data set of stock indices to easily understand a change in stock indices. We also propose novel approaches for the candle chart-valued time series modeling based on a combination of two midpoints and two half ranges between the highest and the lowest indices, and between the open and the close indices. Furthermore, we propose three types of sum of square for estimation of the candle chart valued-time series model. The proposed methods take into account of information from not only ordinary data, but also from interval of object, and thus can effectively perform for time series modeling (e.g., forecasting future stock index). To evaluate the proposed methods, we describe real data analysis consisting of the stock market indices of five major Asian countries'. We can see thorough the results that the proposed approaches outperform for forecasting future stock indices compared with classical data analysis.

• Communications for Statistical Applications and Methods
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• 제27권1호
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• pp.149-161
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• 2020

In this paper we extend the functional principal component analysis for real-valued random functions to the case of Hilbert-space-valued functional random objects. For this, we introduce an autocovariance operator acting on the space of real-valued functions. We establish an eigendecomposition of the autocovariance operator and a Karuhnen-Loève expansion. We propose the estimators of the eigenfunctions and the functional principal component scores, and investigate the rates of convergence of the estimators to their targets. We detail the implementation of the methodology for the cases of compositional vectors and density functions, and illustrate the method by analyzing time-varying population composition data. We also discuss an extension of the methodology to multivariate cases and develop the corresponding theory.

• Journal of KIISE:Software and Applications
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• 제37권2호
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• pp.120-128
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• 2010

A hypernetwork is a generalized hypo-graph and a probabilistic graphical model based on evolutionary learning. Hypernetwork models have been applied to various domains including pattern recognition and bioinformatics. Nevertheless, conventional hypernetwork models have the limitation that they can manage data with categorical or discrete attibutes only since the learning method of hypernetworks is based on equality comparison of hyperedges with learned data. Therefore, real-valued data need to be discretized by preprocessing before learning with hypernetworks. However, discretization causes inevitable information loss and possible decrease of accuracy in pattern classification. To overcome this weakness, we propose a novel feature-wise L1-distance based method for real-valued attributes in learning hypernetwork models in this study. We show that the proposed model improves the classification accuracy compared with conventional hypernetworks and it shows competitive performance over other machine learning methods.

• Communications for Statistical Applications and Methods
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• 제26권3호
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• pp.295-304
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• 2019

This article deals with threshold-asymmetric volatility models for over-dispersed and zero-inflated time series of count data. We introduce various threshold integer-valued autoregressive conditional heteroscedasticity (ARCH) models as incorporating over-dispersion and zero-inflation via conditional Poisson and negative binomial distributions. EM-algorithm is used to estimate parameters. The cholera data from Kolkata in India from 2006 to 2011 is analyzed as a real application. In order to construct the threshold-variable, both local constant mean which is time-varying and grand mean are adopted. It is noted via a data application that threshold model as an asymmetric version is useful in modelling count time series volatility.

• The Transactions of the Korean Institute of Electrical Engineers D
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• 제49권12호
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• pp.667-674
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• 2000

In this paper, a modified real-valued genetic algorithm is developed by using the meiosis for human's chromosome. Unlike common crossover methods adapted in the conventional genetic algorithms, our suggested modified real-valued genetic algorithm makes gametes by conducting the meiosis for individuals composed of chromosomes, and then generates a new individual through crossovers among those. Ultimately, when appling it for the gas data of Box-Jenkin, model and parameter identifications can be concurrently done to construct the optimal model of a neural network in terms of minimizing with the structure and the error.

• The Korean Journal of Applied Statistics
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• 제32권6호
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• pp.879-887
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• 2019

We construct a procedure to test the stochastic order of two samples of interval-valued data. We propose a test statistic that belongs to a U-statistic and derive its asymptotic distribution under the null hypothesis. We compare the performance of the newly proposed method with the existing one-sided bivariate Kolmogorov-Smirnov test using real data and simulated data.

• Journal of Korean Institute of Industrial Engineers
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• 제27권4호
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• pp.394-405
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• 2001

Since most real-world application data involve continuous-valued attributes, properly addressing the discretization process for constructing a decision tree is an important problem. A continuous-valued attribute is typically discretized during decision tree generation by partitioning its range into two intervals recursively. In this paper, by removing the restriction to the binary discretization, we present a hybrid multi-interval discretization algorithm for discretizing the range of continuous-valued attribute into multiple intervals. On the basis of experiment using semiconductor etching machine, it has been verified that our discretization algorithm constructs a more efficient incremental decision tree compared to previously proposed discretization algorithms.