• 제목/요약/키워드: high frequency data

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FPCA를 통한 고빈도 시계열 변동성 분석: R함수 소개와 응용 (FPCA for volatility from high-frequency time series via R-function)

  • 윤재은;김종민;황선영
    • 응용통계연구
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    • 제33권6호
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    • pp.805-812
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    • 2020
  • 본 논문은 최근 금융시계열 분야에서 자주 등장하는 고빈도 시계열 변동성 분석을 다루고 있다. 고빈도 시계열 변동성 분석을 위해 차원 축소를 목적으로 하는 함수형 주성분분석을 적용하였으며 이를 수행하는 R의 두 함수를 비교하고 있다. 응용으로서, KOSPI 고빈도 자료에 적용해 보았다.

병원이용빈도와 진료수익성 분석을 통한 외래환자 시장세분화 (Segmenting Outpatients by the Analysis of Usage and Revenue Indicators)

  • 류상희;백수경
    • 한국병원경영학회지
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    • 제7권4호
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    • pp.152-171
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    • 2002
  • The research objective is segmenting outpatients for CRM(Customer Relationship Management) in medical service. Using modified RFM(Recently, Frequency, Monetary) method based on frequency and profitability in the hospital, the data were analyzed with the data mining technique. The result can be summarized as follows : The outpatients were semented into the four groups: 1) the loyal patient group, who have kept visiting until recently and give high profitability; 2) potential loyal patient group, who give lower profitability but high frequency of use, 3) potential withdrawer patient group, who have lower frequency of use but give high profitability and; 4) withdrawer patient group, who give low frequency of use and have not visited recently.

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고음질 오디오를 위한 디지털 오디오 워터마킹에 관한 연구 (A Study on the Audio watermarking for High Quality Digital Audio)

  • 김정태;구대성;이강현
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2000년도 하계종합학술대회 논문집(3)
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    • pp.125-128
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    • 2000
  • In this paper, we proposed the high quality digital audio watermarking algorithm in the frequency domain. The spread spectrum technique is used to encrypted a stream of information by spreading the data as much of the frequency spectrum as possible. It's technique adapt well to data hiding in audio signal. We have used the perceptual model and MDCT/IMDCT for the high qualify digital audio watermarking. The proposed watermark algorithm preserved high quality audio data from watermark signal.

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금융시계열 변동성 측정 방법의 비교 분석: 고빈도 자료 및 융합 방법 (Volatility Computations for Financial Time Series: High Frequency and Hybrid Method)

  • 윤재은;황선영
    • 응용통계연구
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    • 제28권6호
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    • pp.1163-1170
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    • 2015
  • 본 연구에서는 금융시계열 변동성 측정을 위한 다양한 방법들을 소개하고 비교분석 하였다. 최근 들어 활발한 연구가 이루어지고 있는 고빈도(high frequency) 자료에 기초한 변동성 측정방법을 국내 주가에 적용시켜 1분 단위 고빈도 주가로부터 일별 변동성을 계산하였다. 또한, 모형 기반 방법인 GARCH와 자료 기반 방법인 역사적 변동성(historical volatility)을 융합하여 새로운 변동성 측정법을 제안하였다.

경계영역검출을 이용한 영상 데이터압축에 관한 연구 (A Study on the Data Compression of Image using the Extraction of Boundary Region)

  • 지은정;김현철;천승환;이귀상
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 1999년도 추계종합학술대회 논문집
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    • pp.1113-1116
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    • 1999
  • In this papers, we proposes a efficient compression method of an image using the extraction of boundary region of DCT in MPEG-1. DCT coefficients have from low frequency to high frequency various components. After performing DCT to an image, the data is compressed to contain the boundary Region by quantization, and the information of boundary Region can be extracted by inverse DCT. In those, I chose frequency components susceptible to the boundary through the many experiences. In this paper, boundary can be selected by dividing low frequency by big quantization coefficient and dividing high frequency by small quantization coefficient without degrading visual qualify in MPEG-1. Also it is predicted that to reduce high frequency value will be good in noisy environments.

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전력선 통신에 적합한 모뎀의 설계 및 성능평가 (Design and Performance Analysis Of the Modem for the Adapitive communication in the power line)

  • 안병록;송준호;이해기;이춘모
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2003년도 학술대회 논문집 전문대학교육위원
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    • pp.62-69
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    • 2003
  • In recent years, data transmission using power lines has been much highlighted. Power line is known to be cost-effective communication medium because the entire cable infrastructure has been already established and it is entirely connected with any home. Recently, the target of researches is to communicate data reliably over power lines at the speed of at least 1Mbits/s over the frequency range from 1MHz to 10MHz. OFDM communication system has been used for the high speed data transmission. Next, the conventional and adaptive OFDM systems for high speed data transmission over power line channel are investigated. The performance of AOFDM(adaptive OFDM) over the frequency selective channel with impulsive and narrow-band noise are studied to be a nice solution for high speed data transmission over power lines. The simulation results show that data the rates of the AOFDM are improved about 47% more than the ones of the conventional OFDM over the frequency response of case 4. In the results, the data rate has been much improved by the proposed adaptive algorithm in the frequency selective channel.

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Effects of Word Frequency on a Lenition Process: Evidence from Stop Voicing and /h/ Reduction in Korean

  • Choi, Tae-Hwan;Lim, Nam-Sil;Han, Jeong-Im
    • 음성과학
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    • 제13권3호
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    • pp.35-48
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    • 2006
  • The present study examined whether words with higher frequency have more exposure to the lenition process such as intervocalic stop voicing or /h/ reduction in the production of the Korean speakers. Experiment 1 and Experiment 2 tested if word-internal intervocalic voicing and /h/ reduction occur more often in the words with higher frequency than less frequent words respectively. Results showed that the rate of voicing was not significantly different between the high frequency group and the low frequency group; rather both high and low frequency words were shown to be fully voiced in this prosodic position. However, intervocalic /h/s were deleted more in high frequency words than in low frequency words. Low frequency words showed that other phonetic variants such as [h] and [w] were found more often than in high frequency group. Thus the results of the present study are indefinitive as to the relationship between the word frequency and lenition with the data at hand.

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고빈도 시계열 분석을 위한 함수 변동성 fARCH(1) 모형 소개와 예시 (Functional ARCH (fARCH) for high-frequency time series: illustration)

  • 윤재은;김종민;황선영
    • 응용통계연구
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    • 제30권6호
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    • pp.983-991
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    • 2017
  • 본 논문은 고빈도 시계열 자료 분석을 위한 최신 함수-변동성 functional ARCH : fARCH(1) 모형을 독자들에게 소개하고 국내 자료 적합을 예시하고 있다. fARCH(1) 모형을 KOSPI/현대차 1분 단위 고빈도 수익률 자료에 적합하여 기존의 ARCH 모형에서는 할 수 없었던 다이나믹한 일중(intraday) 변동성을 추정할 수 있음을 보여주고 있다.

고주파 인버터의 특성해석 및 출력주파수 추종제어 (The characteristic analyses and output frequency tracking control of a high frequency inverter)

  • 이종무;김영석;조기연
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1987년도 한국자동제어학술회의논문집; 한국과학기술대학, 충남; 16-17 Oct. 1987
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    • pp.597-602
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    • 1987
  • This paper proposes a voltage-fed high frequency resonant inverter having variable voltage variable frequency(VVVF) control function. VVVF control is performed by PWM-TRC method in the boost type chopper and PFM-TRC method in the high frequency resonant inverter. This circuit is suitable for induction heating and melting power supply in industry. The operating characteristics of this inverter are discussed from a theoretical point of view. The results of operating characteristic analyses are given leading to complete designing data.

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그리스 윤활 고주파 모터 주축의 예압과 냉각에 따른 열특성 (Thermal characteristics according to the preload and cooling conditions for the high frequency motor spindle with grease lubrication)

  • 최대봉;김수태;정성훈;김용기
    • 한국공작기계학회:학술대회논문집
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    • 한국공작기계학회 2004년도 춘계학술대회 논문집
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    • pp.439-444
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    • 2004
  • The important problem in high speed spindle is to reduce and minimize the thermal effect by motor and ball bearings. In this study. the effects of bearing preload and cooling for high speed spindle with high frequency motor are investigated. A high speed spindle is composed of angular contact ball bearings, high frequency motor, grease lubrication, oil jacket cooling, and so on. Heat generation of the bearing and the high frequency motor are estimated from the theoretical and experimental data. The thermal analyses of high speed spindle to minimize the thermal effect and maximize the cooling effect are carried out under the various cooling conditions and preload. Method of variable bearing preload and cooling can be useful to design the high speed motor spindle. The results show that the optimal preload and cooling are very effective to minimize the thermal displacement by motor and ball bearing.

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