• Title/Summary/Keyword: Similarity-scaling

Search Result 159, Processing Time 0.026 seconds

EMPIRICAL REALITIES FOR A MINIMAL DESCRIPTION RISKY ASSET MODEL. THE NEED FOR FRACTAL FEATURES

  • Christopher C.Heyde;Liu, S.
    • Journal of the Korean Mathematical Society
    • /
    • v.38 no.5
    • /
    • pp.1047-1059
    • /
    • 2001
  • The classical Geometric Brownian motion (GBM) model for the price of a risky asset, from which the huge financial derivatives industry has developed, stipulates that the log returns are iid Gaussian. however, typical log returns data show a distribution with much higher peaks and heavier tails than the Gaussian as well as evidence of strong and persistent dependence. In this paper we describe a simple replacement for GBM, a fractal activity time Geometric Brownian motion (FATGBM) model based on fractal activity time which readily explains these observed features in the data. Consequences of the model are explained, and examples are given to illustrate how the self-similar scaling properties of the activity time check out in practice.

  • PDF

IFS DECISION MAKING PROCESSES TO DIFFERENTIAL DIAGNOSIS OF HEADACHE

  • Kim, Soon-Ki
    • Proceedings of the Korean Institute of Intelligent Systems Conference
    • /
    • 1998.06a
    • /
    • pp.264-267
    • /
    • 1998
  • We are dealing with the preliminary diagnosis from the information of headache interview chart. We quantify the qualitative information based on the interview chart by dual scaling. Prototype of fuzzy diagnostic sets and the neural linear regression methods are established with these quantified data, These new methods can be used to classify new patient's tone of diseases with certain degrees of belief and its concerned symptoms. We call these procedures as neural Fuzzy Differential Diagnosis of Headache (NFDDH-1). Also we investigate three measures to medical diagnosis, where relations between symptoms and diseases are described by intutionistic fuzzy set (IFS) data. Two measures are described by nin-max and max-min IFS operators, respectively. Another measure is the similarity degree, i.e., IFS distance between patient's symptoms and prototypes of diseases. We consider some reasonable criteria for three measures in order to determine the label of headache, We will establish hree measures in NFDDH-2 and combine two packages as NFDDH

  • PDF

Single Image-Based 3D Tree and Growth Models Reconstruction

  • Kim, Jaehwan;Jeong, Il-Kwon
    • ETRI Journal
    • /
    • v.36 no.3
    • /
    • pp.450-459
    • /
    • 2014
  • In this paper, we present a new, easy-to-generate system that is capable of creating virtual 3D tree models and simulating a variety of growth processes of a tree from a single, real tree image. We not only construct various tree models with the same trunk through our proposed digital image matting method and skeleton-based abstraction of branches, but we also animate the visual growth of the constructed 3D tree model through usage of the branch age information combined with a scaling factor. To control the simulation of a tree growth process, we consider tree-growing attributes, such as branching orders, branch width, tree size, and branch self-bending effect, at the same time. Other invisible branches and leaves are automatically attached to the tree by employing parametric branch libraries under the conventional procedural assumption of structure having a local self-similarity. Simulations with a real image confirm that our system makes it possible to achieve realistic tree models and growth processes with ease.

An Approach to Target Tracking Using Region-Based Similarity of the Image Segmented by Least-Eigenvalue (최소고유치로 분할된 영상의 영역기반 유사도를 이용한 목표추적)

  • Oh, Hong-Gyun;Sohn, Yong-Jun;Jang, Dong-Sik;Kim, Mun-Hwa
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.8 no.4
    • /
    • pp.327-332
    • /
    • 2002
  • The main problems of computational complexity in object tracking are definition of objects, segmentations and identifications in non-structured environments with erratic movements and collisions of objects. The object's information as a region that corresponds to objects without discriminating among objects are considered. This paper describes the algorithm that, automatically and efficiently, recognizes and keeps tracks of interest-regions selected by users in video or camera image sequences. The block-based feature matching method is used for the region tracking. This matching process considers only dominant feature points such as corners and curved-edges without requiring a pre-defined model of objects. Experimental results show that the proposed method provides above 96% precision for correct region matching and real-time process even when the objects undergo scaling and 3-dimen-sional movements In successive image sequences.

A Method Finding Representative Questionare for Mutual Information and Entropy (상호정보와 엔트로피를 활용한 대표문항 선택방법)

  • Choi, Byong-Su;Kim, Hyun-Ji
    • Communications for Statistical Applications and Methods
    • /
    • v.17 no.4
    • /
    • pp.591-598
    • /
    • 2010
  • A questionnaire may consist of duplicated or similar items. This study finds the duplicated or similar items by using the MDS and the cluster analysis of response patterns. By identifying the characteristics of the cluster, those items are combined into a representative item. The similarity of items is measured by the mutual information.

Author co-citation mapping and changes of intellectual structure in a subject area : with reference to Korean history (저자용인용 메핑과 학문의 지적구조변화)

  • 조명희
    • Journal of the Korean Society for information Management
    • /
    • v.10 no.1
    • /
    • pp.65-96
    • /
    • 1993
  • This research fulfills two objectives of the study relating to the analysis of changing intellectual structure and its development of Korean history during 1980s: 1) investigation of intellectural structures of two successive time periods using author co-citation study analysis: 2) validation of the results of author co-citation analysis using assessments of experts collected from scholarly reviews and direct data drawn from the researchers in the area of Korean history. Three approaches to multivariate analysis as multi-dimensional scaling, cluster analysis, and factor analysis are used to display the inter-author relationships in the author similarity matrix.

  • PDF

A study on automatic wear debris recognition by using particle feature extraction (입자 유형별 형상추출에 의한 마모입자 자동인식에 관한 연구)

  • ;;;Grigoriev, A.Y.
    • Proceedings of the Korean Society of Tribologists and Lubrication Engineers Conference
    • /
    • 1998.04a
    • /
    • pp.314-320
    • /
    • 1998
  • Wear debris morphology is closely related to the wear mode and mechanism occured. Image recognition of wear debris is, therefore, a powerful tool in wear monitoring. But it has usually required expert's experience and the results could be too subjective. Development of automatic tools for wear debris recognition is needed to solve this problem. In this work, an algorithm for automatic wear debris recognition was suggested and implemented by PC base software. The presented method defined a characteristic 3-dimensional feature space where typical types of wear debris were separately located by the knowledge-based system and compared the similarity of object wear debris concerned. The 3-dimensional feature space was obtained from multiple feature vectors by using a multi-dimensional scaling technique. The results showed that the presented automatic wear debris recognition was satisfactory in many cases application.

  • PDF

A Study on Architectural Form Creation based on the Application of Fractal Geometry (프랙탈 기하학을 적용한 건축 형태생성에 관한 연구)

  • Kang, Hoon
    • Journal of The Korean Digital Architecture Interior Association
    • /
    • v.9 no.3
    • /
    • pp.15-23
    • /
    • 2009
  • Chaos theory, qualitative study of unstable aperiodic behavior in deterministic nonlinear dynamical systems, is dominant paradigm in the twenty first century. Fractal geometry, as an expressed form of chaos, now influences many areas such as architecture, art, music, economics, literature, etc. The purpose of this study is to analyze fractal geometry and fractal formative elements in architectural design. There are scaling, superimposition, distortion, deformation and repetition in the fractal form generator that can be applied to design concept and process in architecture. This study shows fractal geometry can be the architectural form creation method. Fractal geometry similar to nature's patterned order can be provided endless possibilities for design analysis and methodology in architecture. Therefore the further study of fractal geometry should progress synthetically through the basis of the study.

  • PDF

An Experimental Study on the Two-Phase Natural Circulation Flow through an Annular Gap between Reactor Vessel and Insulation under External Vessel Cooling (원자로용기 외벽냉각시 용기와 단열재 사이의 자연순환 이상유동에 관한 실험적 연구)

  • Ha, Kwang-Soon;Park, Rae-Joon;Kim, Hwan-Yeol;Kim, Sang-Baik;Kim, Hee-Dong
    • Proceedings of the KSME Conference
    • /
    • 2003.04a
    • /
    • pp.1897-1902
    • /
    • 2003
  • An 1/21.6 scaled experimental facility was prepared utilizing the results of a scaling analysis to simulate the APRI400 reactor and insulation system. The behaviors of the boiling-induced two-phase natural circulation flow in the insulation gap were observed, and the liquid mass flow rates driven by natural circulation loop were measured by varying the wall heat flux, upper exit slot area and configuration. And non-heating experiments have also been performed and discussed to certify the hydraulic similarity of the heating experiments by injecting air equivalent to the steam generated in the heating experimental condition.

  • PDF

Application of Fractal Geometry to Architectural Design

  • Lee, Myung-Sik
    • Architectural research
    • /
    • v.16 no.4
    • /
    • pp.175-183
    • /
    • 2014
  • Contemporary architecture tends to deconstruct modern architecture based on rationalization just like reductionism and functionalism and secedes from it. It means change from mechanical to organic and ecological view of the world. According to these changes, consideration of a compositive relationship presented variety and complexity in architecture. Thus, the modern speculation based on rationalism cannot provide an alternative interpretation about complicated architectural phenomena. At this point in time, the purpose of this study is to investigate the possibilities of the fractal as an alternative tool of analysis and design in contemporary architecture. In this study, two major aspects are discussed. First, the fractal concepts just like 'fractal dimension', 'box-counting dimension' and 'fractal rhythm' can be applied to analysis in architecture. Second, the fractal formative principles just like 'scaling', 'superimposition trace', 'distortion' and 'repetition' can be applied to design in architecture. Fractal geometry similar to nature's patterned order can provide endless possibilities for analysis and design in architecture. Therefore further study of fractal geometry should be conducted synthetically from now on.