• Title/Summary/Keyword: absolute deviation

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Triggering of Herding Instincts due to COVID-19 Pandemic in Pakistan Stock Exchange

  • JABEEN, Shaista;RIZAVI, Sayyid Salman;NASIR, Adeel
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.10
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    • pp.207-218
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    • 2021
  • The present research intends to examine the herding aspect during the COVID-19 outbreak. The study is conducted to achieve specific objectives, so the underlying sampling technique is purposive sampling. The considered data source is the Pakistan Stock Exchange (PSX). Daily stock prices of 528 listed companies in PSX have been taken from the official website of PSX from 1998 to 2021. The current study envisions investigating the herding aspects for pre-pandemic and the time covering the pandemic period. The study has also targeted ten sectors of PSX. The present study's motive is to investigate investors' herding prospects before and during the pandemic in the Pakistan Stock Exchange (PSX) and its selected sectors. Daily closing stock prices of listed companies have been collected from the official website of PSX to calculate the stock returns. The Cross-Sectional Absolute Deviation (CSAD) has been used as a herding measure. Findings revealed that herding has not been observed in PSX during both time spans and even not during the bullish and bearish trends. However, robust sectoral evidence has been observed during the pandemic. It implies that investors in PSX tend to follow the crowd irrespective of making their own decisions to avoid further losses.

Image Denosing Based on Wavelet Packet with Absolute Average Threshold (절대평균임계값을 적용한 웨이블릿 패킷 기반의 영상 노이즈 제거)

  • Ryu, Kwang-Ryol;Sclabassi, Robert J.
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2007.06a
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    • pp.605-608
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    • 2007
  • The denoising for image restoration based on the Wavelet Packet with absolute average threshold is presented. The Existing method is used standard deviation estimated results in increasing the noise and threshold, and damaging an image quality. In addition that is decreased image restoration PSNR by using the same threshold in spite of changing image because of installing a threshold in proportion of noise size. In contrast, the absolute average threshold with wavelet packet is adapted by changing image to set up threshold by statistic quantity of resolved image and is avoided an extreme impart. The results on the experiment has improved 10% and 5% over than the denoising based on simple wavelet transform and wavelet packet respectively.

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Estimation Error Analysis on the Sediment Grain Size Information in the Coastal Zone (연안해역 퇴적물 입도정보 추정오차 분석)

  • Cho, Hong-Yeon;Kim, Chang-Il;Oh, Young-Min
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.18 no.2
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    • pp.124-136
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    • 2006
  • The change pattern of the sediment grain size distribution information (median grain size(D50)) due to some gridding method and sampling density is analyzed with reference to the grid information estimated by the 90 sediment samples which was collected in the coastal water off the Baengnyeongdo Island, in June 2004. The standard deviation of absolute deviation (AD) estimated the selected gridding method shows 8.0 ${\mu}m$ at June, 2004 and 10 ${\mu}m$ November, 2004. The estimated statistical information of absolute deviation in comparison with the grid information of reference and changed sampling density shows that the AD mean error trends increase as the number of samples decrease. The AD mean error is below 10% in the case of the information estimation using 50-sample with reference to the 90-sample information. In this case, the sampling density is suggested as about 9 sediment samples per $km^2$, at coastal zone in Yoggipo port in the condition of the study area is 5.9 $km^2$.

Denoising of Infrared Images by an Adaptive Threshold Method in the Wavelet Transformed Domain (웨이브렛 변환 영역에서 적응문턱값을 이용한 적외선영상의 잡음제거)

  • Cho, Chang-Ho;Lee, Sang-Hyo;Lee, Jong-Yong;Cho, Do-Hyeon;Lee, Sang-Chuel
    • 전자공학회논문지 IE
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    • v.43 no.4
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    • pp.65-75
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    • 2006
  • This thesis deals with a wavelet-based method of denoising of infrared images contaminated with impulse noise and Gaussian noise, he method of thresholding the wavelet coefficients using derivatives and median absolute deviations of the wavelet coefficients of the detail subbands was proposed to effectively denoise infrared images with noises. Particularly, in order to eliminate the impulse noise the method of generating binary masks indicating locations of the impulse noise was selected. By this method, the threshold values dividing edges and noises were obtained more effectively proving the validity of the denoising method compared with the conventional wavelet shrinkage method.

Implementation of Absolute Delay Differentiation Scheme in Next-Generation Networks (차세대 네트워크에서의 절대적 지연 차별화 기능 구현)

  • Paik, Jung-Hoon;Kim, Dae-Ub;Joo, Bheom-Soon
    • 전자공학회논문지 IE
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    • v.45 no.1
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    • pp.15-23
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    • 2008
  • In this paper, an algorithm, that provisions absolute differentiation of packet delays is proposed, simulated, and implemented with VHDL on XPC 860 CPU based test board with an objective for enhancing quality of service (QoS) in future packet networks. It features a scheme that compensates the deviation for prediction on the traffic to be arrived continuously. It predicts the traffic to be arrived at the beginning of a time slot and measures the actual arrived traffic at the end of the time slot and derives the difference between them. The deviation is utilized to the delay control operation for the next time slot to offset it. As it compensates the prediction error continuously, it shows superior adaptability to the bursty traffic as well as the exponential traffic. It is demonstrated through both simulation and the real traffic test on the board that the algorithm meets the quantitative delay bounds and shows superiority to the traffic fluctuation in comparison with the conventional non-adaptive mechanism.

The Relative and Absolute Speed of Radiographic Screen-Film Systems (증감지(增感紙)-필름계(系)의 상대감도(相對感度)와 절대감도(絶對感度)에 관한 실험(實驗))

  • Huh, Joon;Lee, In-Ja
    • Journal of radiological science and technology
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    • v.16 no.1
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    • pp.67-80
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    • 1993
  • Recently, a large number of new screen-film systems have become available for use in diagnostic radiology. These new screens are made of materials generally known as rare-earth phosphors which have high x-ray absorption and high x-ray to light conversion efficiency compared to calcium tungstate phosphors. The major advantage of these new systesms is reduction of patient exposure due to their high speed or high sensitivity. However, a system with excessively high speed can result in a significant degradation of radiographic image quality. Therefore, th speed is important parameters for users of these system. Our aim of in this was to determine accurately and precisely the absolute speed and relative speeds of both new and conventional screen-film system. We determined the absolute speed in condition of BRH phantom beam qulity and the relative speed were measured by a split-screen technique in condition of BRH and ANSI phantom beam qulity. The absolute and the relative speed were determined for 8 kinds of screen-4 kinds of film in regular system and 7 kinds of screen-7 kinds of film in ortho system. In this study we could know the New Rx, T-MAT G has the highest film speed, also know Green system's stndard deviation of relative speed larger than blue system. It was realized that there were no relationship between the absolute speed and the blue system. It was realized that there were no relationship between the absolute speed and the relative speed in ortho or regular system.

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Adaptive Input Traffic Prediction Scheme for Absolute and Proportional Delay Differentiated Services in Broadband Convergence Network

  • Paik, Jung-Hoon;Ryoo, Jeong-Dong;Joo, Bheom-Soon
    • ETRI Journal
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    • v.30 no.2
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    • pp.227-237
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    • 2008
  • In this paper, an algorithm that provides absolute and proportional differentiation of packet delays is proposed with the objective of enhancing quality of service in future packet networks. It features an adaptive scheme that adjusts the target delay for every time slot to compensate the deviation from the target delay, which is caused by prediction error on the traffic to arrive at the next time slot. It predicts the traffic to arrive at the beginning of a time slot and measures the actual arrived traffic at the end of the time slot. The difference between them is utilized by the delay control operation for the next time slot to offset it. Because the proposed algorithm compensates the prediction error continuously, it shows superior adaptability to bursty traffic and exponential traffic. Through simulations we demonstrate that the algorithm meets the quantitative delay bounds and is robust to traffic fluctuation in comparison with the conventional non-adaptive mechanism. The algorithm is implemented with VHDL on a Xilinx Spartan XC3S1500 FPGA, and the performance is verified under the test board based on the XPC860P CPU.

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Geomagnetic Field Monitoring at King Sejong Station, Antarctica (남극 세종기지에서의 지자기 모니터링)

  • Kim, DonIl;Jin, YoungKeun;Nam, SangHeon;Lee, JooHan
    • Journal of the Korean Geophysical Society
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    • v.7 no.1
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    • pp.11-21
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    • 2004
  • The variation of geomagnetic field and absolute magnetic field at the geomagnetic observatory of King Sejong Station has been measured with 3-component ring core fluxgate magnetometer, proton magnetometer and D-I magnetometer. With data obtained from King Sejong Station during 2003, thediurnal and annual variations of geomagnetic field were researched and compared with those at other observatories. The deviation of daily variation of magnetic field in antarctica decreased gradually during winter season due to sun effect. The rates of componental annual variation of magnetic field at King Sejong Station were calculated using the least-square method under the assumption that the annual variation of magnetic field is linear. The rates are -55.93 nT/year in horizontal intensity, -0.87 min./year in declination, 58.30 nT/year in vertical intensity, and -69.85 nT/year in total intensity of magnetic field. A remarkable variation was caused by the magnetic storms occurred on 29~30 October, which were so powerful that the variation was observed in mid latitudes as well as high latitudes. The values of variation are generally 1500 2000 nT in Antarctica including King Sejong Station, 350 500 nT in East Asia. The measurement of absolute magnetic field shows that ring core fluxgate magnetometer has relatively large error range under cold temperature.

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Improvements of Multi-features Extraction for EMG for Estimating Wrist Movements (근전도 신호기반 손목 움직임의 추정을 위한 다중 특징점 추출 기법 알고리즘)

  • Kim, Seo-Jun;Jeong, Eui-Chul;Lee, Sang-Min;Song, Young-Rok
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.61 no.5
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    • pp.757-762
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    • 2012
  • In this paper, the multi feature extraction algorithm for estimation of wrist movements based on Electromyogram(EMG) is proposed. For the extraction of precise features from the EMG signals, the difference absolute mean value(DAMV), the mean absolute value(MAV), the root mean square(RMS) and the difference absolute standard deviation value(DASDV) to consider amplitude characteristic of EMG signals are used. We figure out a more accurate feature-set by combination of two features out of these, because of multi feature extraction algorithm is more precise than single feature method. Also, for the motion classification based on EMG, the linear discriminant analysis(LDA), the quadratic discriminant analysis(QDA) and k-nearest neighbor(k-NN) are used. We implemented a test targeting twenty adult male to identify the accuracy of EMG pattern classification of wrist movements such as up, down, right, left and rest. As a result of our study, the LDA, QDA and k-NN classification method using feature-set with MAV and DASDV showed respectively 87.59%, 89.06%, 91.75% accuracy.

Prediction of Chest Deflection Using Frontal Impact Test Results and Deep Learning Model (정면충돌 시험결과와 딥러닝 모델을 이용한 흉부변형량의 예측)

  • Kwon-Hee Lee;Jaemoon Lim
    • Journal of Auto-vehicle Safety Association
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    • v.15 no.1
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    • pp.55-62
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    • 2023
  • In this study, a chest deflection is predicted by introducing a deep learning technique with the results of the frontal impact of the USNCAP conducted for 110 car models from MY2018 to MY2020. The 120 data are divided into training data and test data, and the training data is divided into training data and validation data to determine the hyperparameters. In this process, the deceleration data of each vehicle is averaged in units of 10 ms from crash pulses measured up to 100 ms. The performance of the deep learning model is measured by the indices of the mean squared error and the mean absolute error on the test data. A DNN (Deep Neural Network) model can give different predictions for the same hyperparameter values at every run. Considering this, the mean and standard deviation of the MSE (Mean Squared Error) and the MAE (Mean Absolute Error) are calculated. In addition, the deep learning model performance according to the inclusion of CVW (Curb Vehicle Weight) is also reviewed.