• Journal of the Korean Statistical Society
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• 제33권3호
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• pp.299-302
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• 2004

A Markovian approach is introduced to find the Laplace transform of the forward recurrence time in the renewal process at finite time t > 0. Until now, most works on the forward recurrence time have been done through renewal arguments.

• Nonlinear Functional Analysis and Applications
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• 제29권1호
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• pp.99-111
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• 2024

In this paper, a new seven-parameter Mittag-Leffler function of a single complex variable is proposed as a generalization of the standard Mittag-Leffler function, certain generalizations of Mittag-Leffler function, hypergeometric function and confluent hypergeometric function. Certain essential analytic properties are mainly discussed, such as radius of convergence, order, type, differentiation, Mellin-Barnes integral representation and Euler transform in the complex plane. Its relation to Fox-Wright function and H-function is also developed.

• The Journal of Asian Finance, Economics and Business
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• 제7권12호
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• pp.1-10
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• 2020

This study investigates the problem of outlier detection based on discrete wavelet transform in the context of time series data where the identification and treatment of outliers constitute an important component. An outlier is defined as a data point that deviates so much from the rest of observations within a data sample. In this work we focus on the application of the traditional method suggested by Tukey (1977) for detecting outliers in the closed price series of the Saudi Arabia stock market (Tadawul) between Oct. 2011 and Dec. 2019. The method is applied to the details obtained from the MODWT (Maximal-Overlap Discrete Wavelet Transform) of the original series. The result show that the suggested methodology was successful in detecting all of the outliers in the series. The findings of this study suggest that we can model and forecast the volatility of returns from the reconstructed series without outliers using GARCH models. The estimated GARCH volatility model was compared to other asymmetric GARCH models using standard forecast error metrics. It is found that the performance of the standard GARCH model were as good as that of the gjrGARCH model over the out-of-sample forecasts for returns among other GARCH specifications.

• 정보처리학회논문지B
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• 제10B권4호
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• pp.459-464
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• 2003

본 논문에서 제안한 위치 이동에 무관한 웨이블렛 변환을 이용한 홍채 인식 방법은 영상 획득 장비에 의해 획득한 사용자의 눈 영상에 대하여 홍채 영역만을 추출하기 위한 전처리를 수행하고 전처리를 거친 홍채 영상에 의하여 사용자의 신원을 식별하는데 있어서 홍채 영상의 기울어짐 및 이동 문제를 해결하였다. 이를 위해서 일반적인 웨이블렛을 사용하는 대신, 위치 이동에 무관한 웨이블렛 변환을 통하여 최적의 특징값을 추출한후, 이를 코드화하여 저장한 후, 비교하여 본인 여부를 식별하였다. 실험결과 제안된 방법으로 생성된 특징 벡터와 기존에 등록된 특징 벡터의 일치도 측정에 있어서 종래의 웨이블렛 변환 홍채 인식 방법보다 오인식률(FAR) 및 오거부율(FRR)이 현저하게 감소하였다.

• 전기학회논문지
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• 제56권5호
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• pp.834-840
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• 2007

A generator plays an important role in transferring an electric power to power system networks. The generator protection systems in Korea have been imported and operated through a tum-key from overseas entirely. Therefore, a study of the generator protection field has in urgent need for a stable operation of the imported goods, and for preparation of next generation protection system. The paper describes the fault detection algorithm using WT(Wave!et Transform) of currents for a generator protection. The fault current signals after executing a terminal fault modeling collect using a MA TLAB package, and calculate the wavelet coefficients through the process of a multi -level decomposition (MLD). The proposed algorithm for a fault detection using the Daubechies WT (wavelet transform) was executed with a C language for the command line function and for the real time realization after analyzing MATLAB's graphical interface. The advanced technique had complemented the defects of a DFT by applying a Daubechies WT. and had improved faster a speed and more accurate of fault discriminant than a conventional DFR.

• Smart Structures and Systems
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• 제17권5호
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• pp.753-771
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• 2016

This paper addresses the free and transient responses of a SDOF linear complex stiffness system by making use of the Hilbert transform and the convolution integral. Because the second-order differential equation of motion having the complex stiffness give rise to the conjugate complex eigen values, its time-domain analysis using the standard time integration scheme suffers from the numerical instability and divergence. In order to overcome this problem, the transient response of the linear complex stiffness system is obtained by the convolution integral of a green function which corresponds to the unit-impulse free vibration response of the complex system. The damped free vibration of the complex system is theoretically derived by making use of the state-space formulation and the Hilbert transform. The convolution integral is implemented by piecewise-linearly interpolating the external force and by superimposing the transient responses of discretized piecewise impulse forces. The numerical experiments are carried out to verify the proposed time-domain analysis method, and the correlation between the real and imaginary parts in the free and transient responses is also investigated.

• 한국항행학회논문지
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• 제22권5호
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• pp.359-366
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• 2018

본 논문은 FBG센서를 항공기 날개 내부에 설치한 CTLS항공기를 이용하여 데이터를 받아 잡음제거를 수행하였다. 잡음제거를 위하여 이동불변의 특성을 지닌 정상 웨이블릿 변환 기법을 제시하였다. CTLS와 같이 복합재 내부에 FBG센서를 설치하게 될 경우 접착제 층 사이에 크고 작은 빈공간과 미 접착부분이 생기게 되고, 신호갈라짐 (split problem) 현상이 발생하게 된다. FBG센서 자체가 전자기적 잡음에 영향을 받지 않지만 광원이나 광 검출기, 신호처리장치의 경우 전원을 사용하는 전자부품이기 때문에 이러한 전자기파의 영향을 받아 오차가 발생하게 된다. 이렇게 발생한 오차를 실험결과를 통하여 정상 웨이블릿 변환을 이용하여 잡음을 제거하고 보다 정확한 데이터 검출을 할 수 있음을 확인하였다.

• Journal of Information Processing Systems
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• 제12권4호
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• pp.555-576
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• 2016

In the conventional clustering algorithms, an object could be assigned to only one group. However, this is sometimes not the case in reality, there are cases where the data do not belong to one group. As against, the fuzzy clustering takes into consideration the degree of fuzzy membership of each pixel relative to different classes. In order to overcome some shortcoming with traditional clustering methods, such as slow convergence and their sensitivity to initialization values, we have used the Harmony Search algorithm. It is based on the population metaheuristic algorithm, imitating the musical improvisation process. The major thrust of this algorithm lies in its ability to integrate the key components of population-based methods and local search-based methods in a simple optimization model. We propose in this paper a new unsupervised clustering method called the Fuzzy Harmony Search-Fourier Transform (FHS-FT). It is based on hybridization fuzzy clustering and the harmony search algorithm to increase its exploitation process and to further improve the generated solution, while the Fourier transform to increase the size of the image's data. The results show that the proposed method is able to provide viable solutions as compared to previous work.

• 한국통신학회논문지
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• 제29권11C호
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• pp.1551-1563
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• 2004

여기는 본 논문에서는 움직이는 물체 추적을 위한 윤곽선 및 형태 파라미터 추출을 위해 웨이블릿 변환을 이용한 능동형태모델의 계층적인 접근방법에 대해 제안한다. 능동형태 모델의 여러 단계 중 지역구조 모델링은 비정형 객체의 형태를 추출하기 위해 가장 중요한 비중을 차지한다. 제안한 알고리듬은 웨이블릿을 이용하여 계층적인 접근은 물론 지역구조 모델링단계를 웨이블릿 대역 분할을 이용하여 복잡한 환경에서의 객체를 강건하게 추적할 수 있도록 하였다. 또한 비정형객체를 실시간 비디오 추적에 이용하기 위해 웨이블릿을 이용한 계층적 움직임 추정방법을 적용하여 객체의 움직임을 예측, 보정하는 효과적인 방법을 제시하였다. 제안하는 알고리듬은 객체 추적에 대한 성능을 평가하기 위해 다양한 실험영상을 통해 우수함을 확인하였다.

• Journal of Electrical Engineering and Technology
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• 제9권5호
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• pp.1677-1685
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• 2014

Major problem in the high voltage power transmission line is the flashover due to polluted ceramic insulators which leads to failure of equipments, catastrophic fires and power outages. This paper deals with the development of a better diagnostic tool to predict the flashover and pollution severity of power transmission line insulators based on the wavelet transform and fuzzy c-means clustering approach. In this work, laboratory experiments were carried out on power transmission line porcelain insulators under AC voltages at different pollution conditions and corresponding leakage current patterns were measured. Discrete wavelet transform technique is employed to extract important features of leakage current signals. Variation of leakage current magnitude and distortion ratio at different pollution levels were analyzed. Fuzzy c-means algorithm is used to cluster the extracted features of the leakage current data. Test results clearly show that the flashover and pollution severity of power transmission line insulators can be effectively realized through fuzzy clustering technique and it will be useful to carry out preventive maintenance work.