• Title/Summary/Keyword: Vector Decomposition

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The Pricing of Accruals Quality with Expected Returns: Vector Autoregression Return Decomposition Approach

  • YIM, Sang-Giun
    • The Journal of Industrial Distribution & Business
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    • v.11 no.3
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    • pp.7-17
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    • 2020
  • Purpose: This study reexamines the test on the pricing of accruals quality. Theory suggests that information risk is a priced risk factor. Using accruals quality as the proxy for information risk, researchers have tested the pricing of information risk. The results are inconsistent potentially because of the information shock in the realized returns that are used as the proxy for expected returns. Based on this argument, this study revisits this issue excluding information-shock-free measure of expected returns. Research design, data and methodology: This study estimates expected returns using the vector autoregression model. This method extracts information shocks more thoroughly than the methods in prior studies; therefore, the concern regarding information shock is minimized. As risk premiums are larger in recession periods than in expansion periods, recession and expansion subsamples were used to confirm the robustness of the main findings. For the pricing test, this study uses two-stage cross-sectional regression. Results: Empirical results find evidence that accruals quality is a priced risk factor. Furthermore, this study finds that the pricing of accruals quality is observed only in recession periods. Conclusions: This study supports the argument that accruals quality, as well as the pricing of information risk, is a priced risk factor.

Recognition of Radar Emitter Signals Based on SVD and AF Main Ridge Slice

  • Guo, Qiang;Nan, Pulong;Zhang, Xiaoyu;Zhao, Yuning;Wan, Jian
    • Journal of Communications and Networks
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    • v.17 no.5
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    • pp.491-498
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    • 2015
  • Recognition of radar emitter signals is one of core elements in radar reconnaissance systems. A novel method based on singular value decomposition (SVD) and the main ridge slice of ambiguity function (AF) is presented for attaining a higher correct recognition rate of radar emitter signals in case of low signal-to-noise ratio. This method calculates the AF of the sorted signal and ascertains the main ridge slice envelope. To improve the recognition performance, SVD is employed to eliminate the influence of noise on the main ridge slice envelope. The rotation angle and symmetric Holder coefficients of the main ridge slice envelope are extracted as the elements of the feature vector. And kernel fuzzy c-means clustering is adopted to analyze the feature vector and classify different types of radar signals. Simulation results indicate that the feature vector extracted by the proposed method has satisfactory aggregation within class, separability between classes, and stability. Compared to existing methods, the proposed feature recognition method can achieve a higher correct recognition rate.

A Singular Value Decomposition based Space Vector Modulation to Reduce the Output Common-Mode Voltage of Direct Matrix Converters

  • Guan, Quanxue;Yang, Ping;Guan, Quansheng;Wang, Xiaohong;Wu, Qinghua
    • Journal of Power Electronics
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    • v.16 no.3
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    • pp.936-945
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    • 2016
  • Large magnitude common-mode voltage (CMV) and its variation dv/dt have an adverse effect on motor drives that leads to early winding failure and bearing deterioration. For matrix converters, the switch states that connect each output line to a different input phase result in the lowest CMV among all of the valid switch states. To reduce the output CMV for matrix converters, this paper presents a new space vector modulation (SVM) strategy by utilizing these switch states. By this mean, the peak value and the root mean square of the CMV are dramatically decreased. In comparison with the conventional SVM methods this strategy has a similar computation overhead. Experiment results are shown to validate the effectiveness of the proposed modulation method.

BPNN Algorithm with SVD Technique for Korean Document categorization (한글문서분류에 SVD를 이용한 BPNN 알고리즘)

  • Li, Chenghua;Byun, Dong-Ryul;Park, Soon-Choel
    • Journal of Korea Society of Industrial Information Systems
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    • v.15 no.2
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    • pp.49-57
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    • 2010
  • This paper proposes a Korean document. categorization algorithm using Back Propagation Neural Network(BPNN) with Singular Value Decomposition(SVD). BPNN makes a network through its learning process and classifies documents using the network. The main difficulty in the application of BPNN to document categorization is high dimensionality of the feature space of the input documents. SVD projects the original high dimensional vector into low dimensional vector, makes the important associative relationship between terms and constructs the semantic vector space. The categorization algorithm is tested and compared on HKIB-20000/HKIB-40075 Korean Text Categorization Test Collections. Experimental results show that BPNN algorithm with SVD achieves high effectiveness for Korean document categorization.

Reducing Memory Requirements of Multidimensional CMAC Problems (고차원 CMAC 문제의 소요 기억량 감축)

  • 권성규
    • Journal of the Korean Institute of Intelligent Systems
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    • v.6 no.3
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    • pp.3-13
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    • 1996
  • In orde to reduce huge memory requirements of multidimensional CMAC problems, building a CMAC system by problem decomposition is investigated. Decomposition is based on resolving a displacement vector in cartesian coordinates into unit vectors that define a few lower-dimensional CMACs in the CMAC system. A CMAC system for an an in verse kinematics problem for a planar manipulator was simulated and the performance of the system was evaluated in terms of training and output quality.

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On a Transversality over Local Global Rings

  • Shin, Kee-Young
    • Journal of the Chungcheong Mathematical Society
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    • v.7 no.1
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    • pp.33-39
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    • 1994
  • The purpose of this paper prove the following property; Suppose A has many units (local global ring) and |A/m| > 5 for every maximal ideal $m{\subseteq}A$. Let(E, q) ${\in}$ Q(A) and $E=E_1{\bot}{\cdots}{\bot}E_t$ be an orthogonl decomposition of E with $t{\geq}2$ and $rk(E_i){\geq}1$, for $i=1,{\cdots},t$. Let $x{\in}E$ be a primitive vector. Then there exists ${\sigma}{\in}O(q)$ such that ${\sigma}(x)$ is transversal to this decomposition.

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A TYPE OF WEAKLY SYMMETRIC STRUCTURE ON A RIEMANNIAN MANIFOLD

  • Kim, Jaeman
    • Korean Journal of Mathematics
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    • v.30 no.1
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    • pp.61-66
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    • 2022
  • A new type of Riemannian manifold called semirecurrent manifold has been defined and some of its geometric properties are studied. Among others we show that the scalar curvature of semirecurrent manifold is constant and hence semirecurrent manifold is also concircularly recurrent. In addition, we show that the associated 1-form (resp. the associated vector field) of semirecurrent manifold is closed (resp. an eigenvector of its Ricci tensor). Furthermore, we prove that if a Riemannian product manifold is semirecurrent, then either one decomposition manifold is locally symmetric or the other decomposition manifold is a space of constant curvature.

Fuzzy SVM for Multi-Class Classification

  • Na, Eun-Young;Hong, Dug-Hun;Hwang, Chang-Ha
    • 한국데이터정보과학회:학술대회논문집
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    • 2003.10a
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    • pp.123-123
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    • 2003
  • More elaborated methods allowing the usage of binary classifiers for the resolution of multi-class classification problems are briefly presented. This way of using FSVC to learn a K-class classification problem consists in choosing the maximum applied to the outputs of K FSVC solving a one-per-class decomposition of the general problem.

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Decision Level Fusion of Multifrequency Polarimetric SAR Data Using Target Decomposition based Features and a Probabilistic Ratio Model (타겟 분해 기반 특징과 확률비 모델을 이용한 다중 주파수 편광 SAR 자료의 결정 수준 융합)

  • Chi, Kwang-Hoon;Park, No-Wook
    • Korean Journal of Remote Sensing
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    • v.23 no.2
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    • pp.89-101
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    • 2007
  • This paper investigates the effects of the fusion of multifrequency (C and L bands) polarimetric SAR data in land-cover classification. NASA JPL AIRSAR C and L bands data were used to supervised classification in an agricultural area to simulate the integration of ALOS PALSAR and Radarsat-2 SAR data to be available. Several scattering features derived from target decomposition based on eigen value/vector analysis were used as input for a support vector machines classifier and then the posteriori probabilities for each frequency SAR data were integrated by applying a probabilistic ratio model as a decision level fusion methodology. From the case study results, L band data had the proper amount of penetration power and showed better classification accuracy improvement (about 22%) over C band data which did not have enough penetration. When all frequency data were fused for the classification, a significant improvement of about 10% in overall classification accuracy was achieved thanks to an increase of discrimination capability for each class, compared with the case of L band Shh data.

Simulation Study for Feature Identification of Dynamic Medical Image Reconstruction Technique Based on Singular Value Decomposition (특이값분해 기반 동적의료영상 재구성기법의 특징 파악을 위한 시뮬레이션 연구)

  • Kim, Do-Hui;Jung, YoungJin
    • Journal of radiological science and technology
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    • v.42 no.2
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    • pp.119-130
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    • 2019
  • Positron emission tomography (PET) is widely used imaging modality for effective and accurate functional testing and medical diagnosis using radioactive isotopes. However, PET has difficulties in acquiring images with high image quality due to constraints such as the amount of radioactive isotopes injected into the patient, the detection time, the characteristics of the detector, and the patient's motion. In order to overcome this problem, we have succeeded to improve the image quality by using the dynamic image reconstruction method based on singular value decomposition. However, there is still some question about the characteristics of the proposed technique. In this study, the characteristics of reconstruction method based on singular value decomposition was estimated over computational simulation. As a result, we confirmed that the singular value decomposition based reconstruction technique distinguishes the images well when the signal - to - noise ratio of the input image is more than 20 decibels and the feature vector angle is more than 60 degrees. In addition, the proposed methode to estimate the characteristics of reconstruction technique can be applied to other spatio-temporal feature based dynamic image reconstruction techniques. The deduced conclusion of this study can be useful guideline to apply medical image into SVD based dynamic image reconstruction technique to improve the accuracy of medical diagnosis.