• The Journal of Asian Finance, Economics and Business
• /
• v.7 no.11
• /
• pp.83-93
• /
• 2020

This empirical research aims to modeling and improving the forecasting accuracy of the volatility pattern by employing the Saudi Arabia stock market (Tadawul)by studying daily closed price index data from October 2011 to December 2019 with a number of observations being 2048. In order to achieve significant results, this study employs many mathematical functions which are non-linear spectral model Maximum overlapping Discrete Wavelet Transform (MODWT) based on the best localized function (Bl14), autoregressive integrated moving average (ARIMA) model and generalized autoregressive conditional heteroskedasticity (GARCH) models. Therefore, the major findings of this study show that all the previous events during the mentioned period of time will be explained and a new forecasting model will be suggested by combining the best MODWT function (Bl14 function) and the fitted GARCH model. Therefore, the results show that the ability of MODWT in decomposition the stock market data, highlighting the significant events which have the most highly volatile data and improving the forecasting accuracy will be showed based on some mathematical criteria such as Mean Absolute Percentage Error (MAPE), Mean Absolute Scaled Error (MASE), Root Means Squared Error (RMSE), Akaike information criterion. These results will be implemented using MATLAB software and R- software.

• Journal of Institute of Control, Robotics and Systems
• /
• v.12 no.1
• /
• pp.41-46
• /
• 2006

Ubiquitous location based services, offer helpful services anytime and anywhere by using real-time location information of objects based on ubiquitous network. Particularly, autonomous mobile robots can be a solution for various applications related to ubiquitous location based services, e.g. in hospitals, for cleaning, at airports or railway stations. However, a meaningful and still unsolved problem for most applications is to develop a robust and cheap positioning system. A typical example of position measurements is dead reckoning that is well known for providing a good short-term accuracy, being inexpensive and allowing very high sampling rates. However, the measurement always has some accumulated errors because the fundamental idea of dead reckoning is the integration of incremental motion information over time. The other hand, a localization system using RFID offers absolute position of robots regardless of elapsed time. We construct an absolute positioning system based on RFID and investigate how localization technique can be enhanced by RFID through experiment to measure the location of a mobile robot. Tags are placed on the floor at 5cm intervals in the shape of square in an arbitrary space and the accuracy of position measurement is investigated . To reduce the error and the variation of error, a weighting function based on Gaussian function is used. Different weighting values are applied to position data of tags since weighting values follow Gaussian function.

• International Journal of Computer Science & Network Security
• /
• v.21 no.3
• /
• pp.71-75
• /
• 2021

The article discusses the dead reckoning of the traveled path based on the analysis of the video data stream coming from the optoelectronic surveillance devices; the use of relief data makes it possible to partially compensate for the shortcomings of the first method. Using the overlap of the photo-video data stream, the terrain is restored. Comparison with a digital terrain model allows the location of the aircraft to be determined; the use of digital images of the terrain also allows you to determine the coordinates of the location and orientation by comparing the current view information. This method provides high accuracy in determining the absolute coordinates even in the absence of relief. It also allows you to find the absolute position of the camera, even when its approximate coordinates are not known at all.

• Genomics & Informatics
• /
• v.19 no.3
• /
• pp.34.1-34.6
• /
• 2021

Digital PCR (dPCR) is the third-generation PCR that enables real-time absolute quantification without reference materials. Recently, global diagnosis companies have developed new dPCR equipment. In line with the development, the Lab On An Array (LOAA) dPCR analyzer (Optolane) was launched last year. The LOAA dPCR is a semiconductor chip-based separation PCR type equipment. The LOAA dPCR includes Micro Electro Mechanical System that can be injected by partitioning the target gene into 56 to 20,000 wells. The amount of target gene per wells is digitized to 0 or 1 as the number of well gradually increases to 20,000 wells because its principle follows Poisson distribution, which allows the LOAA dPCR to perform precise absolute quantification. LOAA determined region of interest first prior to dPCR operation. To exclude invalid wells for the quantification, the LOAA dPCR has applied various filtering methods using brightness, slope, baseline, and noise filters. As the coronavirus disease 2019 has now spread around the world, needs for diagnostic equipment of point of care testing (POCT) are increasing. The LOAA dPCR is expected to be suitable for POCT diagnosis due to its compact size and high accuracy. Here, we describe the quantitative principle of the LOAA dPCR and suggest that it can be applied to various fields.

• Geomechanics and Engineering
• /
• v.30 no.5
• /
• pp.437-448
• /
• 2022

Alluvial soil is challenging to work with due to its high compressibility. Thus, consolidation settlement of this type of soil should be accurately estimated. Accurate estimation of the consolidation settlement of alluvial soil requires accurate prediction of compressibility parameters. Geotechnical engineers usually use empirical correlations to estimate these compressibility parameters. However, no attempts have been made to develop correlations to estimate compressibility parameters of alluvial soil. Thus, this paper aims to develop new models to predict the compression and recompression indices (Cc and Cr) of alluvial soils. As part of the study, geotechnical laboratory tests have been conducted on large number of undisturbed samples of local alluvial soil. The obtained results from these tests in addition to available results from the literature from different parts in the world have been compiled to form the database of this study. This database is then employed to examine the accuracy of the available empirical correlations of the compressibility parameters and to develop the new models to estimate the compressibility parameters using the nonlinear regression analysis. The accuracy of the new models has been accessed using mean absolute error, root mean square error, mean, percentage of predictions with error range of ±20%, percentage of predictions with error range of ±30%, and coefficient of determination. It was found that the new models outperform the available correlations. Thus, these models can be used by geotechnical engineers with more confidence to predict Cc and Cr.

• Nuclear Engineering and Technology
• /
• v.55 no.4
• /
• pp.1342-1349
• /
• 2023

The planning accuracy of charged particle therapy (CPT) is subject to the accuracy of stopping power (SP) estimation. In this study, we propose a method of deriving a pseudo-triple-energy CT (pTECT) that can be achievable in the existing dual-energy CT (DECT) systems for better SP estimation. In order to remove the direct effect of errors in CT values, relative CT values according to three scanning voltage settings were used. CT values of each tissue substitute phantom were measured to show the non-linearity of the values thereby suggesting the absolute difference and ratio of CT values as parameters for SP estimation. Electron density, effective atomic number (EAN), mean excitation energy and SP were calculated based on these parameters. Two of conventional methods were implemented and compared to the proposed pTECT method in terms of residuals, absolute error and root-mean-square-error (RMSE). The proposed method outperformed the comparison methods in every evaluation metrics. Especially, the estimation error for EAN and mean excitation using pTECT were converging to zero. In this proof-of-concept study, we showed the feasibility of using three CT values for accurate SP estimation. Our suggested pTECT method indicates potential clinical utility of spectral CT imaging for CPT planning.

• Structural Engineering and Mechanics
• /
• v.86 no.5
• /
• pp.621-633
• /
• 2023

Stability analysis and support system estimation of the Beheshtabad water transmission tunnel is investigated in this research. A combination approach based on the rock mass rating (RMR) and rock mass quality index (Q) is used for this purpose. In the first step, 40 datasets related to the petrological, structural, hydrological, physical, and mechanical properties of tunnel host rocks are measured in the field and laboratory. Then, RMR, Q, and height of influenced zone above the tunnel roof are computed and sorted into five general groups to analyze the tunnel stability and determine its support system. Accordingly, tunnel stand-up time, rock load, and required support system are estimated for five sorted rock groups. In addition, various empirical relations between RMR and Q i.e., linear, exponential, logarithmic, and power functions are developed using the analysis of variance (ANOVA). Based on the significance level (sig.), determination coefficient (R²) and Fisher-test (F) indices, power and logarithmic equations are proposed as the optimum relations between RMR and Q. To validate the proposed relations, their results are compared with the results of previous similar equations by using the variance account for (VAF), root mean square error (RMSE), mean absolute percentage error (MAPE) and mean absolute error (MAE) indices. Comparison results showed that the accuracy of proposed RMR-Q relations is better than the previous similar relations and their outputs are more consistent with actual data. Therefore, they can be practically utilized in designing the tunneling projects with an acceptable level of accuracy and reliability.

• The Journal of Korea Robotics Society
• /
• v.2 no.1
• /
• pp.40-47
• /
• 2007

Recently, with the development of service robots and with the new concept of ubiquitous world, the position estimation of mobile objects has been raised to an important problem. As pre-liminary research results, some of the localization schemes are introduced, which provide the absolute location of the moving objects subjected to large errors. To implement a precise and convenient localization system, a new absolute position estimation method for a mobile robot in indoor environment is proposed in this paper. Design and implementation of the localization system comes from the usage of active beacon systems (based upon RFID technology). The active beacon system is composed of an RFID receiver and an ultra-sonic transmitter: 1. The RFID receiver gets the synchronization signal from the mobile robot and 2. The ultra-sonic transmitter sends out the traveling signal to be used for measuring the distance. Position of a mobile robot in a three dimensional space can be calculated basically from the distance information from three beacons and the absolute position information of the beacons themselves. Since it is not easy to install the beacons at a specific position precisely, there exists a large localization error and the installation time takes long. To overcome these problems, and provide a precise and convenient localization system, a new auto calibration algorithm is developed in this paper. Also the extended Kalman filter has been adopted for improving the localization accuracy during the mobile robot navigation. The localization accuracy improvement through the proposed auto calibration algorithm and the extended Kalman filter has been demonstrated by the real experiments.

• The Journal of The Korea Institute of Intelligent Transport Systems
• /
• v.12 no.6
• /
• pp.10-21
• /
• 2013

This study suggested combined filtering model to eliminate outlier travel time data in transportation information system, and it was based on Median Absolute Deviation and Voting Rule. This model applied Median Absolute Deviation (MAD) method to follow normal distribution as first filtering process. After that, Voting rule is applied to eliminate remaining outlier travel time data after Median Absolute Deviation. In Voting Rule, travel time samples are judged as outliers according to travel-time difference between sample data and mean data. Elimination or not of outliers are determined using a majority rule. In case study of national highway No. 3, combined filtering model selectively eliminated outliers only and could improve accuracy of estimated travel time.

• International Journal of Fluid Machinery and Systems
• /
• v.3 no.2
• /
• pp.113-121
• /
• 2010

LES(Large Eddy Simulation) with a cavitation model was performed to calculate an unsteady flow for a mixed flow pump with a closed type impeller. First, the comparison between the numerical and experimental results was done to evaluate a computational accuracy. Second, the torque acting on the blade was calculated by simulation to investigate how the cavitation caused the fluctuation of torque. The absolute pressure around the leading edge on the suction side of blade surface had positive impulsive peaks in both the numerical and experimental results. The simulation showed that those peaks were caused by the cavitaion which contracted and vanished around the leading edge. The absolute pressure was predicted by simulation with -10% error. The absolute pressure around the trailing edge on the suction side of blade surface had no impulsive peaks in both the numerical and experimental results, because the absolute pressure was 100 times higher than the saturated vapor pressure. The simulation results showed that the cavitation was generated around the throat, then contracted and finally vanished. The simulated pump had five throats and cavitation behaviors such as contraction and vanishing around five throats were different from each other. For instance, the cavitations around those five throats were not vanished at the same time. When the cavitation was contracted and finally vanished, the absolute pressure on the blade surface was increased. When the cavitation was contracted around the throat located on the pressure side of blade surface, the pressure became high on the pressure side of blade surface. It caused the 1.4 times higher impulsive peak in the torque than the averaged value. On the other hand, when the cavitation was contracted around the throat located on the suction side of blade surface, the pressure became high on the suction side of blade surface. It caused the 0.4 times lower impulsive peak in the torque than the averaged value. The cavitation around the throat caused the large fluctuation in torque acting on the blade.