• Title/Summary/Keyword: high-frequency data

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

  • Yoon, Jae Eun;Kim, Jong-Min;Hwang, Sun Young
    • The Korean Journal of Applied Statistics
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    • v.33 no.6
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    • pp.805-812
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    • 2020
  • High-frequency data are now prevalent in financial time series. As a functional data arising from high-frequency financial time series, we are concerned with the intraday volatility to which functional principal component analysis (FPCA) is applied in order to achieve a dimension reduction. A review on FPCA and R function is made and high-frequency KOSPI volatility is analysed as an application.

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

  • Ryu, Sang-Hee;Paik, Soo-Kyung
    • Korea Journal of Hospital Management
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    • v.7 no.4
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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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A Study on the Audio watermarking for High Quality Digital Audio (고음질 오디오를 위한 디지털 오디오 워터마킹에 관한 연구)

  • 김정태;구대성;이강현
    • Proceedings of the IEEK Conference
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    • 2000.06c
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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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Volatility Computations for Financial Time Series: High Frequency and Hybrid Method (금융시계열 변동성 측정 방법의 비교 분석: 고빈도 자료 및 융합 방법)

  • Yoon, J.E.;Hwang, S.Y.
    • The Korean Journal of Applied Statistics
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    • v.28 no.6
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    • pp.1163-1170
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    • 2015
  • Various computational methods for obtaining volatilities for financial time series are reviewed and compared with each other. We reviewed model based GARCH approach as well as the data based method which can essentially be regarded as a smoothing technique applied to the squared data. The method for high frequency data is focused to obtain the realized volatility. A hybrid method is suggested by combining the model based GARCH and the historical volatility which is a data based method. Korea stock prices are analysed to illustrate various computational methods for volatilities.

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

  • 지은정;김현철;천승환;이귀상
    • Proceedings of the IEEK Conference
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    • 1999.11a
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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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Design and Performance Analysis Of the Modem for the Adapitive communication in the power line (전력선 통신에 적합한 모뎀의 설계 및 성능평가)

  • Ahn, Byung-Rok;Song, Joon-Ho;Lee, Hea-Ki;Lee, Chan-Mo
    • Proceedings of the KIEE Conference
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    • 2003.07e
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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
    • Speech Sciences
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    • v.13 no.3
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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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Functional ARCH (fARCH) for high-frequency time series: illustration (고빈도 시계열 분석을 위한 함수 변동성 fARCH(1) 모형 소개와 예시)

  • Yoon, J.E.;Kim, Jong-Min;Hwang, S.Y.
    • The Korean Journal of Applied Statistics
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    • v.30 no.6
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    • pp.983-991
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    • 2017
  • High frequency time series are now prevalent in financial data. However, models need to be further developed to suit high frequency time series that account for intraday volatilities since traditional volatility models such as ARCH and GARCH are concerned only with daily volatilities. Due to $H{\ddot{o}}rmann$ et al. (2013), functional ARCH abbreviated as fARCH is proposed to analyze intraday volatilities based on high frequency time series. This article introduces fARCH to readers that illustrate intraday volatility configuration on the KOSPI and the Hyundai motor company based on the data with one minute high frequency.

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

  • 이종무;김영석;조기연
    • 제어로봇시스템학회:학술대회논문집
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    • 1987.10b
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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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Thermal characteristics according to the preload and cooling conditions for the high frequency motor spindle with grease lubrication (그리스 윤활 고주파 모터 주축의 예압과 냉각에 따른 열특성)

  • 최대봉;김수태;정성훈;김용기
    • Proceedings of the Korean Society of Machine Tool Engineers Conference
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    • 2004.04a
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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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