• 제목/요약/키워드: S-Transform

검색결과 2,288건 처리시간 0.03초

AN APPROXIMATED EUROPEAN OPTION PRICE UNDER STOCHASTIC ELASTICITY OF VARIANCE USING MELLIN TRANSFORMS

  • Kim, So-Yeun;Yoon, Ji-Hun
    • East Asian mathematical journal
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    • 제34권3호
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    • pp.239-248
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    • 2018
  • In this paper, we derive a closed-form formula of a second-order approximation for a European corrected option price under stochastic elasticity of variance model mentioned in Kim et al. (2014) [1] [J.-H. Kim, J Lee, S.-P. Zhu, S.-H. Yu, A multiscale correction to the Black-Scholes formula, Appl. Stoch. Model. Bus. 30 (2014)]. To find the explicit-form correction to the option price, we use Mellin transform approaches.

Testing unknown age classes of life distributions based on TTT-transform

  • El-Din, M.M. Mohie;Abu-Youssef, S.E.;Ali, Nahed S.A.
    • International Journal of Reliability and Applications
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    • 제14권1호
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    • pp.1-9
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    • 2013
  • A nonparametric procedure for testing exponentially against used better than aged in expectation (UBAE) class of life distributions is presented. We construct a test statistics based on scaled total time on test (TTT)-transformation, to test exponentiality against UBAE class of life distributions. The distribution of the statistic is investigated via simulation. Practical applications of the proposed test are presented.

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ON A CERTAIN EXTENSION OF THE RIEMANN-LIOUVILLE FRACTIONAL DERIVATIVE OPERATOR

  • Nisar, Kottakkaran Sooppy;Rahman, Gauhar;Tomovski, Zivorad
    • 대한수학회논문집
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    • 제34권2호
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    • pp.507-522
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    • 2019
  • The main aim of this present paper is to present a new extension of the fractional derivative operator by using the extension of beta function recently defined by Shadab et al. [19]. Moreover, we establish some results related to the newly defined modified fractional derivative operator such as Mellin transform and relations to extended hypergeometric and Appell's function via generating functions.

이산 웨이블릿 변환과 퍼지 신경망을 이용한 조기심실수축 추출 (Detection of Premature Ventricular Contraction Using Discrete Wavelet Transform and Fuzzy Neural Network)

  • 장형종;임준식
    • 한국멀티미디어학회논문지
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    • 제12권3호
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    • pp.451-459
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    • 2009
  • 본 논문은 심전도(ECG) 신호로부터 조기심실수축(PVC)을 자동 탐지하는 방법으로 이산 웨이블릿 변환과 퍼지 신경망을 이용하는 방안을 제시하고 있다. 심전도 신호를 이산 웨이블릿 변환(DWT)으로 특징을 추출한 후, 퍼지 신경망으로 학습하여 정상 비트와 PVC 비트를 분류한다. 윈도우 크기는 R파를 기준으로 $-31/360{\sim}+32/360$초를 사용하며, 웨이블릿 변환은 d3, d4, d5의 웨이블릿 계수 14개를 사용한다. 퍼지 신경망은 가중 퍼지소속함수 기반 신경망을 사용한다. 본 논문은 벤치마킹 데이터로 MIT-BIH 부정맥 데이터베이스를 사용하여 Shyu 실험군(7개 레코드)에서는 전체 분류율에서 97.04% 보다 높은 99.91%의 신뢰성 있는 결과를 나타내었고, Inan 실험군(40개 레코드)에서는 각각 SE는 82.57% 보다 높은 84.67%, SP는 98.33% 보다 높은 99.39%, 전체 분류율은 96.85% 보다 높은 98.01%의 신뢰성 있는 결과를 나타내었다.

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분석/합성 구조의 저 전송률 변환여기 광대역 음성/오디오 부호화기 설계 (Design of Low Bits Rate Transform Excitation Wide Band Speech and Audio Coder of Analysis-by-Synthesis Structure)

  • 장성훈;홍기봉;이인성
    • 한국음향학회지
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    • 제31권7호
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    • pp.472-479
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    • 2012
  • 본 논문은 음성과 오디오의 혼합 콘텐츠를 대상으로 하는 9.2 kbps 저 전송률 변환여기 부호화기 설계를 목표로 한다. 저 전송률 환경을 위하여 주파수 영역 신호의 중요도에 따른 Band-Selection 방법과 Gain-Shape 양자화를 이용한 Analysis by Synthesis(AbS) 구조를 이용한다. AbS 구조를 이용하는 과정에서 발생하게 되는 연산량을 감소시키기 위하여 밴드별 IDFT를 취하고 합성하는 방법을 이용한다. 전송 되지 않는 구간에 대하여 Comfort Noise를 삽입함으로써 음질 저하 없이 설계한다. 기존의 TCX모드와 비교하여 저 전송률에서 성능의 저하 없는 부호화기를 제안한다.

SOME RESULTS RELATED WITH POISSON-SZEGÖKERNEL AND BEREZIN TRANSFORM

  • Yang, Gye Tak;Choi, Ki Seong
    • 충청수학회지
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    • 제24권3호
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    • pp.417-426
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    • 2011
  • Let ${\mu}$ be a finite positive Borel measure on the unit ball $B{\subset}{\mathbb{C}}^n$ and ${\nu}$ be the Euclidean volume measure such that ${\nu}(B)=1$. For the unit sphere $S=\{z:{\mid}z{\mid}=1\}$, ${\sigma}$ is the rotation-invariant measure on S such that ${\sigma}(S) =1$. Let ${\mathcal{P}}[f]$ be the Poisson-$Szeg{\ddot{o}}$ integral of f and $\tilde{\mu}$ be the Berezin transform of ${\mu}$. In this paper, we show that if there is a constant M > 0 such that ${\int_B}{\mid}{\mathcal{P}}[f](z){\mid}^pd{\mu}(z){\leq}M{\int_B}{\mid}{\mathcal{P}}[f](z){\mid}^pd{\nu}(z)$ for all $f{\in}L^p(\sigma)$, then ${\parallel}{\tilde{\mu}}{\parallel}_{\infty}{\equiv}{\sup}_{z{\in}B}{\mid}{\tilde{\mu}}(z){\mid}<{\infty}$, and we show that if ${\parallel}{\tilde{\mu}{\parallel}_{\infty}<{\infty}$, then ${\int_B}{\mid}{\mathcal{P}}[f](z){\mid}^pd{\mu}(z){\leq}C{\mid}{\mid}{\tilde{\mu}}{\mid}{\mid}_{\infty}{\int_S}{\mid}f(\zeta){\mid}^pd{\sigma}(\zeta)$ for some constant C.

Wavelet 변환을 이용한 분산성 판파의 군속도와 음원 위치 결정 (Determination of the Group Velocity and Source Location of Dispersive Plate Waves using Wavelet Transform)

  • 장영수;정현조
    • 대한기계학회논문집A
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    • 제24권4호
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    • pp.1024-1031
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    • 2000
  • The plate waves propagating in thin plates have dispersive nature showing the dependence of velocities on the frequency. Wavelet transform (WT) using Gabor function can be used to analyze the dispersive waves in the time-frequency domain, and then to find the arrival time of the waves propagating in the plate. Plate waves in the aluminum plate of 3 mm thickness were identified and generated by pencil lead breaks and the lowest order symmetric ($S_o$) and antisymmetric ($A_o$) modes were analyzed by the WT method. The measured group velocities agreed very well with theoretical predictions in the frequency range of 50-400 kHz. The pencil breaks were also used to simulate acoustic emission sources in the plate, and the source location algorithm using the wavelet transform of dispersive plate waves was found to give accurate results.

Modified WFRFT-based Transform Domain Communication System Incorporating with Spectrum Mismatching

  • Xu, Ruiyang;Da, Xinyu;Liang, Yuan;Hu, Hang
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제12권10호
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    • pp.4797-4813
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    • 2018
  • The transform domain communication system (Hereinafter referred to as TDCS) takes on numerous advantages, inclusive of anti-jamming and low probability of detection. Yet its application is confined by the consistent spectrum in the transmitter and receiver, which is not possible in the case of a huge distance exsits between them. In this paper, a TDCS based modified weighted fractional fourier transform (WFRFT) is proposed to solve the problem resulting from spectrum mismatching for TDCS application. The amplitude and phase information are incorporated with the TDCS signals and transmit to the receiver together in the wake of a modified WFRFT. The basic function and the TDCS signals shall be accessible to the receivers in the wake of an inverse WFRFT transform, which make sure that the original information can be demodulated properly. The system's reliability while transmitting signals with different modulation methods and with spectrum mismatching is demonstrated by bit error rate (BER). In the meantime, the constellations of the signals and the BER performances at the eavesdropper demonstrate the proposed system is better secured.

Acoustic emission source location and noise cancellation for crack detection in rail head

  • Kuanga, K.S.C.;Li, D.;Koh, C.G.
    • Smart Structures and Systems
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    • 제18권5호
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    • pp.1063-1085
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    • 2016
  • Taking advantage of the high sensitivity and long-distance detection capability of acoustic emission (AE) technique, this paper focuses on the crack detection in rail head, which is one of the most vulnerable parts of rail track. The AE source location and noise cancellation were studied on the basis of practical rail profile, material and operational noise. In order to simulate the actual AE events of rail head cracks, field tests were carried out to acquire the AE waves induced by pencil lead break (PLB) and operational noise of the railway system. Wavelet transform (WT) was first utilized to investigate the time-frequency characteristics and dispersion phenomena of AE waves. Here, the optimal mother wavelet was selected by minimizing the Shannon entropy of wavelet coefficients. Regarding the obvious dispersion of AE waves propagating along the rail head and the high operational noise, the wavelet transform-based modal analysis location (WTMAL) method was then proposed to locate the AE sources (i.e. simulated cracks) respectively for the PLB-induced AE signals with and without operational noise. For those AE signals inundated with operational noise, the Hilbert transform (HT)-based noise cancellation method was employed to improve the signal-to-noise ratio (SNR). Finally, the experimental results demonstrated that the proposed crack detection strategy could locate PLB-simulated AE sources effectively in the rail head even at high operational noise level, highlighting its potential for field application.