• Title/Summary/Keyword: adaptive expectation

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A Variability Analysis on the Flatfish Production and Revenue using Expectation Hypotheses and GARCH Model

  • Yoon, Hyung-Mo;Yoon, Ji-Young
    • The Journal of Fisheries Business Administration
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    • v.48 no.2
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    • pp.1-17
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    • 2017
  • This work studies the variability of flatfish sales revenue. The theoretical analysis draws functions for equilibrium price and quantity using expectation hypotheses. The functions include unpredictable phenomenon with dummy variable and GARCH. The equilibrium function, using adaptive expectation hypothesis, contains the independent variables of supply and demand, while the equilibrium function, embodying rational expectation hypothesis, includes only the independent variables of supply side, because the demand side disappears by the information extraction process theoretically, if economic subjects build the expectation rational. The empirical analysis shows: the variability of flatfish production has a spillover effect on the variability of revenue with the adaptive expectation hypothesis. In the case when the model has a rational expectation hypothesis, the variability of flatfish production has a spillover effect on the revenue (the mean equation of GARCH model). This study indicates that there is the variability in flatfish production and sales revenue, and the spillover effect between them. The result can help to build of the rational system for the fishery income stability.

Adaptive Threshold Detection Using Expectation-Maximization Algorithm for Multi-Level Holographic Data Storage (멀티레벨 홀로그래픽 저장장치를 위한 적응 EM 알고리즘)

  • Kim, Jinyoung;Lee, Jaejin
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.37A no.10
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    • pp.809-814
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    • 2012
  • We propose an adaptive threshold detector algorithm for multi-level holographic data storage based on the expectation-maximization (EM) method. In this paper, the signal intensities that are passed through the four-level holographic channel are modeled as a four Gaussian mixture with unknown DC offsets and the threshold levels are estimated based on the maximum likelihood criterion. We compare the bit error rate (BER) performance of the proposed algorithm with the non-adaptive threshold detection algorithm for various levels of DC offset and misalignments. Our proposed algorithm shows consistently acceptable performance when the DC offset variance is fixed or the misalignments are lower than 20%. When the DC offset varies with each page, the BER of the proposed method is acceptable when the misalignments are lower than 10% and DC offset variance is 0.001.

A Fuzzy Rule Extraction by EM Algorithm and A Design of Temperature Control System (EM 알고리즘에 의한 퍼지 규칙생성과 온도 제어 시스템의 설계)

  • 오범진;곽근창;유정웅
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.16 no.5
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    • pp.104-111
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    • 2002
  • This paper presents a fuzzy rule extraction method using EM(Expectation-Maximization) algorithm and a design method of adaptive neuro-fuzzy control. EM algorithm is used to estimate a maximum likelihood of a GMM(Gaussian Mixture Model) and cluster centers. The estimated clusters is used to automatically construct the fuzzy rules and membership functions for ANFIS(Adaptive Neuro-Fuzzy Inference System). Finally, we applied the proposed method to the water temperature control system and obtained better results with respect to the number of rules and SAE(Sum of Absolute Error) than previous techniques such as conventional fuzzy controller.

Sparsity Adaptive Expectation Maximization Algorithm for Estimating Channels in MIMO Cooperation systems

  • Zhang, Aihua;Yang, Shouyi;Li, Jianjun;Li, Chunlei;Liu, Zhoufeng
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.10 no.8
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    • pp.3498-3511
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    • 2016
  • We investigate the channel state information (CSI) in multi-input multi-output (MIMO) cooperative networks that employ the amplify-and-forward transmission scheme. Least squares and expectation conditional maximization have been proposed in the system. However, neither of these two approaches takes advantage of channel sparsity, and they cause estimation performance loss. Unlike linear channel estimation methods, several compressed channel estimation methods are proposed in this study to exploit the sparsity of the MIMO cooperative channels based on the theory of compressed sensing. First, the channel estimation problem is formulated as a compressed sensing problem by using sparse decomposition theory. Second, the lower bound is derived for the estimation, and the MIMO relay channel is reconstructed via compressive sampling matching pursuit algorithms. Finally, based on this model, we propose a novel algorithm so called sparsity adaptive expectation maximization (SAEM) by using Kalman filter and expectation maximization algorithm so that it can exploit channel sparsity alternatively and also track the true support set of time-varying channel. Kalman filter is used to provide soft information of transmitted signals to the EM-based algorithm. Various numerical simulation results indicate that the proposed sparse channel estimation technique outperforms the previous estimation schemes.

Modeling Spatial Patterns of an Overheated Speculation Area (투기과열지역의 공간패턴 모형화)

  • Sohn, Hak-Gi
    • Journal of the Korean Geographical Society
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    • v.43 no.1
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    • pp.104-116
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    • 2008
  • Overheated speculation areas which have high potential of becoming speculative are the target of many real estate policies. This paper proposes a model for spatial patterns of house price volatility and suggests a spatial pattern of overheated speculation areas. House prices are determined by economic behaviors of sellers and buyers who have rational or adaptive expectations. Spatial patterns of house price volatility are formed by tendencies of their economic behavior. If there is a majority of adaptive sellers and buyers in an area, it may appear as a "hotspot" by showing high volatility of house prices and simultaneous price increases. Overheated speculation areas are formed by adaptive sellers and buyers who want to realize maximum expectation profit, therefore these areas patterns are defined as hotspot patterns of price volatility.

Image Exposure Compensation Based on Conditional Expectation (Conditional Expectation을 이용한 영상의 노출 보정)

  • Kim, Dong-Sik;Lee, Su-Yeon
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.42 no.6
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    • pp.121-132
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    • 2005
  • In the formation of images in a camera, the exposure time is appropriately adjusted to obtain a good image. Hence for a successful alignment of a sequence of images to the same scene, it is required to compensate the different exposure times. If we have no knowledge regarding the exposure time, then we should develop an algorithm that can compensate an image with respect to a reference image without using any camera formation models. In this paper, an exposure compensation is performed by designing predictors based on the conditional expectation between the reference and input images. Further, an adaptive predictor design is conducted to manage the irregular exposure or histogram problem. In order to alleviate the blocking artifact and the overfitting problems in the adaptive scheme, a smoothing technique, which uses the pixels of the adjacent blocks, is proposed. We successfully conducted the exposure compensation using real images obtained from digital cameras and the transmission electron microscopy.

Development of Yield Forecast Models for Vegetables Using Artificial Neural Networks: the Case of Chilli Pepper (인공 신경망을 이용한 채소 단수 예측 모형 개발: 고추를 중심으로)

  • Lee, Choon-Soo;Yang, Sung-Bum
    • Korean Journal of Organic Agriculture
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    • v.25 no.3
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    • pp.555-567
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    • 2017
  • This study suggests the yield forecast model for chilli pepper using artificial neural network. For this, we select the most suitable network models for chilli pepper's yield and compare the predictive power with adaptive expectation model and panel model. The results show that the predictive power of artificial neural network with 5 weather input variables (temperature, precipitation, temperature range, humidity, sunshine amount) is higher than the alternative models. Implications for forecasting of yields are suggested at the end of this study.

Adaptive Hybrid Matching Method Using Filterbank and Minutiae Information (필터뱅크와 특징점 정보를 이용한 적응적 복합 지문인식 방법)

  • Park, Seong-Soo;Han, Chang-Ho;Oh, Choon-Suk
    • Proceedings of the IEEK Conference
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    • 2006.06a
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    • pp.449-450
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    • 2006
  • This paper describes an adaptive hybrid fingerprint matching method using minutiae, filterbank, and the quality of fingerprint. We estimate the quality of each block in the fingerprint image and extract the probability expectation about the quality of each block. By using this expectation, we could achieve the robust matching rate despite of noise distortion. The matching rate of the proposed method is higher than that of other methods. However, the matching speed is similar with that of others as shown in the results.

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A Design of CDMA Demodulator Using Fuzzy Algorithm (퍼지 알고리즘을 이용한 CDMA 복조단 설계)

  • 정우열
    • Journal of the Korea Society of Computer and Information
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    • v.5 no.2
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    • pp.121-129
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    • 2000
  • The fuzzy-based SAM algorithm is proposed in this thesis to reduce the idle time. to recover call truncation fast when it is handed off and to last frequency acquisition in the mobile communications. It has additive and adaptive elements. Its weight values are generated not by feedback but by input conversion values. The initial expectation value is defined and forwardㆍbackward searching is executed 4o produce the expectation value of one chip. The fuzzy-based SAM algorithm is applied to the demodulator in CDMA system, and the synchronization time is measured. Synchronization time of PN code is 1.678$\mu\textrm{s}$ by SAM algorithm. It is 993 times faster than time of the conventional systems, 1.667$\mu\textrm{s}$.

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Drivers' Learning Mechanism and Route Choice Behavior for Different Traffic Conditions (교통상황에 따른 운전자의 경로선택과 학습행동에 관한 연구)

  • 도명식;석종수;김명수;최병국
    • Journal of Korean Society of Transportation
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    • v.21 no.3
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    • pp.97-106
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    • 2003
  • When a route choice is done under uncertainty, a driver has some expectation of traffic conditions that will occur according to the route chosen. This study tries to build a framework in which we can observe the learning behavior of the drivers' expectations of the travel time under nonstationary environment. In order to investigate how drivers have their subjective expectations on traffic conditions in response to public information, a numerical experiment is carried out. We found that rational expectations(RE) formation about the route travel time can be expressed by the adaptive expectation model when the travel time changes in accordance with the nonstationary process which consists of permanent shock and transient shock. Also, we found that the adaptive parameter of the model converges to the fixed value corresponding to the route conditions.