• Title/Summary/Keyword: Timing Analysis

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Rough Set Analysis for Stock Market Timing (러프집합분석을 이용한 매매시점 결정)

  • Huh, Jin-Nyung;Kim, Kyoung-Jae;Han, In-Goo
    • Journal of Intelligence and Information Systems
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    • v.16 no.3
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    • pp.77-97
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    • 2010
  • Market timing is an investment strategy which is used for obtaining excessive return from financial market. In general, detection of market timing means determining when to buy and sell to get excess return from trading. In many market timing systems, trading rules have been used as an engine to generate signals for trade. On the other hand, some researchers proposed the rough set analysis as a proper tool for market timing because it does not generate a signal for trade when the pattern of the market is uncertain by using the control function. The data for the rough set analysis should be discretized of numeric value because the rough set only accepts categorical data for analysis. Discretization searches for proper "cuts" for numeric data that determine intervals. All values that lie within each interval are transformed into same value. In general, there are four methods for data discretization in rough set analysis including equal frequency scaling, expert's knowledge-based discretization, minimum entropy scaling, and na$\ddot{i}$ve and Boolean reasoning-based discretization. Equal frequency scaling fixes a number of intervals and examines the histogram of each variable, then determines cuts so that approximately the same number of samples fall into each of the intervals. Expert's knowledge-based discretization determines cuts according to knowledge of domain experts through literature review or interview with experts. Minimum entropy scaling implements the algorithm based on recursively partitioning the value set of each variable so that a local measure of entropy is optimized. Na$\ddot{i}$ve and Booleanreasoning-based discretization searches categorical values by using Na$\ddot{i}$ve scaling the data, then finds the optimized dicretization thresholds through Boolean reasoning. Although the rough set analysis is promising for market timing, there is little research on the impact of the various data discretization methods on performance from trading using the rough set analysis. In this study, we compare stock market timing models using rough set analysis with various data discretization methods. The research data used in this study are the KOSPI 200 from May 1996 to October 1998. KOSPI 200 is the underlying index of the KOSPI 200 futures which is the first derivative instrument in the Korean stock market. The KOSPI 200 is a market value weighted index which consists of 200 stocks selected by criteria on liquidity and their status in corresponding industry including manufacturing, construction, communication, electricity and gas, distribution and services, and financing. The total number of samples is 660 trading days. In addition, this study uses popular technical indicators as independent variables. The experimental results show that the most profitable method for the training sample is the na$\ddot{i}$ve and Boolean reasoning but the expert's knowledge-based discretization is the most profitable method for the validation sample. In addition, the expert's knowledge-based discretization produced robust performance for both of training and validation sample. We also compared rough set analysis and decision tree. This study experimented C4.5 for the comparison purpose. The results show that rough set analysis with expert's knowledge-based discretization produced more profitable rules than C4.5.

Effect of Timing of Light Curing on the Shear Bond Strength of Three Self-adhesive Resin Cements

  • Yoo, Yeon-Kwon;Kim, Sung-Hun;Ryu, Jae-Jun;Ryu, Jae-Jun
    • Journal of Korean Dental Science
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    • v.1 no.1
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    • pp.28-34
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    • 2008
  • Objectives. The objectives of this study were: 1) to compare the effect of varying timing of light curing on shear bond strength, and; 2) to compare the shear bond strength of three self-adhesive cements. Materials and methods. A total of 72 extracted non-carious teeth were divided into 24 for Unicem tests, 24 for Maxcem tests, and 24 for Biscem tests; they were assigned 3 * 2 subgroups of 12 teeth each. The specimens were prepared as follows: 1) The calculus and periodontal ligament were removed from the teeth; 2) The teeth were stored in normal saline; 3) The occlusal enamel of each tooth was removed using high-speed coarse diamond burs under water cooling, and; 4) Finally, the teeth were flattened by 600-grit silicone carbide paper disks. Resin blocks were adhered using either Unicem, Maxcem, or Biscem. Light curing timing was divided into two groups: U10, M10, and B10 were exposed to light after 10 seconds, and; U150, M150, and B150 on the other side were exposed to light after 150 seconds. Shear bond strength was measured by a Universal testing machine with cross head speed of 1mm/min. T-test and One way ANOVA were used for the statistical analysis of data. Results. The shear bond strength of U150 was not significantly higher than that of U10 (U150: 20.55.7Mpa, U10: 18.73.80Mpa). On the other hand, the shear bond strength of M150 was significantly higher than that of M10. The shear bond strength of B150 was also significantly higher than that of B10 (M150:14.45.7Mpa, M10: 9.94.2Mpa, B150: 24.38.3Mpa, B10: 17.27.3Mpa). When the light curing timing was 10sec after bonding, the shear bond strength of Unicem was highest; the shear bond strength of Biscem was highest when the light curing timing was 150sec after bonding (U10: 18.73.80Mpa, B150: 24.38.3Mpa). Significance. Since Unicem is less sensitive based on light curing timing, dentists seem to use it without considering the light curing timing. Maxcem showed the lowest bonding strength (especially M10). Thus, when using Maxcem, dentists need to delay the light curing after adhesion.

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Effects of Fuel Injection Timing on Performance in Old Marine Diesel Engine (Using M/S "Hae Rim" of Training Ship) (선박용 노후 디젤기관의 성능에 미치는 연료 분사시기의 영향(실습선 "해림호"를 중심으로))

  • Lim, Jae-Keun;Cho, Sang-Gon;Lee, Ho-Heon;Im, Hyung-Sup
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.19 no.5
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    • pp.525-530
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    • 2013
  • In this study, the generator engine of training ship M/S "HAE RIM" of Kunsan National University which is being operated for 20 years was used in the experiment. The experiment was carried out under the engine speed of 1200rpm, then the load was varied 30 kW intervals from 0 to 90 kW and the injection timing was varied $2^{\circ}$CA intervals from BTDC $19^{\circ}$ to $23^{\circ}$CA. In the case of advancing fuel injection timing from BTDC $21^{\circ}$CA to $23^{\circ}$CA, specific fuel consumption is decreased by 1.37%, NOx is increased by 11.59 %, soot is decreased by 23.5 % and $SO_2$ is decreased by 2.8 %. Accoring to the analysis of effects of fuel injection timing on combustion & exhaust emissions characteristics on an old marine diesel engine, it is proved that the optimum fuel injection timing is BTDC $23^{\circ}$ which is $2^{\circ}$ faster than that of original injection timing.

The Use of Phonetics in the Analysis of the Acquisition of Second Language Syntax

  • Fellbaum, Marie
    • Proceedings of the KSPS conference
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    • 1996.10a
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    • pp.430-431
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    • 1996
  • Among the scholars of second language (L2) acquisition who have used prosodic considerations in syntactic analyses, pausing and intonation contours have been used to define utterances in the speech of second language learners (e.g., Sato, 1990). In recent research on conversational analysis, it has been found that lexically marked causal clause combining in the discourse of native speakers can be distinguished as "intonational subordination" and "intonational coordination(Couper-Kuhlen, Elizabeth, forthcoming.)". This study uses Pienemann's Processability Theory (1995) for an analysis of the speech of native speakers of Japanese (L1) learning English. In order to accurately assess the psycholinguistic stages of syntactic development, it is shown that pitch, loudness, and timing must all be considered together with the syntactic analysis of interlanguage speech production. Twelve Japanese subjects participated in eight fifteen minute interviews, ninety-six dyads. The speech analyzed in this report is limited to the twelve subjects interacting with two different non-native speaker interviews for a total of twenty-four dyads. Within each of the interviews, four different tasks are analyzed to determine the stage of acquisition of English for each subject. Initially the speech is segmented according to intonation contour arid pauses. It is then classified accoding to specific syntactic units and further analysed for pitch, loudness and timing. Results indicate that the speech must be first claasified prosodic ally and lexically, prior to beginning syntactic analysis. This analysis stinguishes three interlanguage lexical categories: discourse markers, coordinator $s_ordinators, and transfer from Japanese. After these lexical categories have been determined, the psycholinguistic stages of syntactic development can be more accurately assessed.d.

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Timing Analysis of Distributed Real-time Control System using Response-time Analysis Tool (응답 시간 해석 도구를 이용한 실시간 분산 제어 시스템의 시간 해석)

  • Choi Jaebum;Shin Minsuk;Sunwoo Myoungho;Han Seogyoung
    • Transactions of the Korean Society of Automotive Engineers
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    • v.13 no.1
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    • pp.194-203
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    • 2005
  • The process of guaranteeing that a distributed real-time control system will meet its timing constraints, is referred to as schedulability analysis. However, schedulability analysis algorithm cannot be simply used to analyze the system because of complex calculations of algorithm. It is difficult for control engineer to understand the algorithm because it was developed in a software engineer's position. In this paper we introduce a Response-time Analysis Tool(RAT) which provides easy way far system designer to analyze the system by encapsulating calculation complexity. Based on the RAT, control engineer can verify whether all real-time tasks and messages in a system will be completed by their deadline in the system design phase.

The Biomecanical Analysis of Taekwondo Footwear (태권도화의 운동역학적 분석)

  • Jin, Young-Wan;Kawk, Yi-Sub
    • Korean Journal of Applied Biomechanics
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    • v.17 no.3
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    • pp.105-114
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    • 2007
  • The purpose of this study was to compare the biomechanical difference of barefoot and two types taekwondo footwear. which will provide scientific data to coaches and players, to further prevent injuries and to improve each players skills. How to an effect on human body which studied a kinematics and kinetics from 8 college students during experiments. This study imposes several conditions by barefoot and two types of taekwondo footwear ran under average $2.56{\pm}0.21\;m$/sec by motion analysis, ground reaction force and electromyography that used to specific A company. First of all, motion analysis was caused by achilles tendon angle, angle of the lower leg, angle of the knee. The result of comparative analysis can be summarized as below. Motion analysis showed that statically approximates other results from achilles tendon angle (p<.01), initial ankle angle(p<.05), initial sole angle(p<.001) and barefoot angle(p<.001). Ground reaction force also showed that statically approximates other results from impact peak timing (p.001), Maximum loading rate(p<.001), Maximum loading rate timing (p<.001) and impulse of first 20 percent (p<.001). showed that averagely was distinguished from other factors, and did not show about that.

Performance Analysis of Pseudolite Tropospheric Delay Models Using Radiosonde Meteorological Data

  • So, Hyoungmin;Park, Junpyo;Song, Kiwon
    • Journal of Positioning, Navigation, and Timing
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    • v.2 no.1
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    • pp.49-57
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    • 2013
  • When pseudolite navigation system is applied to wide area, the tropospheric delay is the main error factor. In this study, we experimentally compared and analyzed the performance of the conventional pseudolite tropospheric delay models. The integration method using radiosonde meteorological data was suggested to derive the reference value for the comparison and analysis. Flight tests were carried out to analyze the performance of the tropospheric delay models according to the elevation angle and distance conditions between the user receiver and the pseudolite. As the results of this study, we provided the basis for the choice of tropospheric delay model appropriate to the relative location characteristics of the pseudolite and the user.

Does Life Course Matter in Determining the Timing of Marriage\ulcorner A Sequence Analysis of Life Events (생애과정이 결혼시기에 미치는 영향 : 생애사건연쇄분석)

  • 은기수
    • Korea journal of population studies
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    • v.22 no.2
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    • pp.47-71
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    • 1999
  • 이 연구는 결혼시기에 결혼 이전의 생애과정이 미치는 영향을 분석하고 있다. 자료는 1983년 전국인구이동조사의 개인 생애사 자료이다. 분석방법은 이산시간 사건사분석을 사용하고 있다. 이 연구는 생애과정을 생애사건의 연쇄로 파악하여 생애사건연쇄분석을 하고 있다. 이 연구에서는 생애과정이 결혼시기에 미치는 영향을 네 가지의 가설로 설정하여검증하고 있다. 연구결과 결혼이전의 생애과정이 결혼시기에 미치는 영향은 성별로 차이가 있음을 보여주고 있다. 또한 생애과정인지에 따라 결혼시기에 미치는 영향도 차이가 있음을 보여 주고 있다.

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Development of MATLAB-based Signal Performance Analysis Software for New RNSS Signal Design

  • Han, Kahee;Won, Jong-Hoon
    • Journal of Positioning, Navigation, and Timing
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    • v.8 no.4
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    • pp.139-152
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    • 2019
  • The design of new navigation signals is a key factor in building new satellite navigation systems and/or modernizing existing legacy systems. Navigation signal design involves selecting candidate groups and evaluating and analyzing their signal performances. This process can be easily performed through software simulation especially at the beginning of the development phase. The analytical signal performance analysis software introduced in this study is implemented based on equations between the signal design parameters of Radio Navigation Satellite Service (RNSS) and the navigation signal figures-of-merit (FoMs). Therefore, this study briefly summarizes the RNSS signal design parameters and FoMs before introducing the developed software. After that, we explain the operating sequence of the implemented software including the Graphical User Interface (GUI), and calculate the FoMs of an example scenario to verify the feasibility of the software operations.

Performance Analysis of Array Processing Techniques for GNSS Receivers under Array Uncertainties

  • Lee, Sangwoo;Heo, Moon-Beom;Sin, Cheonsig;Kim, Sunwoo
    • Journal of Positioning, Navigation, and Timing
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    • v.6 no.2
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    • pp.43-51
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    • 2017
  • In this study, the effect of the steering vector model mismatch due to array uncertainties on the performance of array processing was analyzed through simulation, along with the alleviation of the model mismatch effect depending on array calibration. To increase the reliability of the simulation results, the actual steering vector of the array antenna obtained by electromagnetic simulation was used along with the Jahn's channel model, which is an experimental channel model. Based on the analysis of the power spectrum for each direction, beam pattern, and the signal-to-interference-plus-noise ratio of the beamformer output, the performance deterioration of array processing due to array uncertainties was examined, and the performance improvement of array processing through array calibration was also examined.