• Journal of the Institute of Electronics Engineers of Korea SC
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• v.42 no.5 s.305
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• pp.19-26
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• 2005

In this paper, a new method for obtaining three-dimensional shape of an object by measuring relative blur between images using wavelet analysis has been described. Most of the previous methods use inverse filtering to determine the measure of defocus. These methods suffer from some fundamental problems like inaccuracies in finding the frequency domain representation, windowing effects, and border effects. Besides these deficiencies, a filter, such as Laplacian of Gaussian, that produces an aggregate estimate of defocus for an unknown texture, can not lead to accurate depth estimates because of the non-stationary nature of images. We propose a new depth from defocus (DFD) method using wavelet analysis that is capable of performing both the local analysis and the windowing technique with variable-sized regions for non-stationary images with complex textural properties. We show that normalized image ratio of wavelet power by Parseval's theorem is closely related to blur parameter and depth. Experimental results have been presented demonstrating that our DFD method is faster in speed and gives more precise shape estimates than previous DFD techniques for both synthetic and real scenes.

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.181-192
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• 2016

We consider several methods to approximate option prices with correction terms to the Black-Scholes option price. These methods are able to compute option prices from various risk-neutral distributions using relatively small data and simple computation. In this paper, we compare the performance of Edgeworth expansion, A-type and C-type Gram-Charlier expansions, a method of using Normal inverse gaussian distribution, and an asymptotic method of using nonlinear regression through simulation experiments and real KOSPI200 option data. We assume the variance gamma model in the simulation experiment, which has a closed-form solution for the option price among the pure jump $L{\acute{e}}vy$ processes. As a result, we found that methods to approximate an option price directly from the approximate price formula are better than methods to approximate option prices through the approximate risk-neutral density function. The method to approximate option prices by nonlinear regression showed relatively better performance among those compared.

• The Korean Journal of Applied Statistics
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• v.34 no.5
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• pp.697-710
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• 2021

Relative error prediction is preferred over ordinary prediction methods when relative/percentile errors are regarded as important, especially in econometrics, software engineering and government official statistics. The relative error prediction techniques have been developed in linear/nonlinear regression, nonparametric regression using kernel regression smoother, and stationary time series models. However, random effect models have not been used in relative error prediction. The purpose of this article is to extend relative error prediction to some of generalized linear mixed model (GLMM) with panel data, which is the random effect models based on gamma, lognormal, or inverse gaussian distribution. For better understanding, the real auto insurance data is used to predict the claim size, and the best predictor and the best relative error predictor are comparatively illustrated.

• 제어로봇시스템학회:학술대회논문집
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• 2003.10a
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• pp.502-507
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• 2003

Toward the development of practical methods for observed data oriented bispectral estimation, an automatic means for determining the smoothing bandwidth of bispectral windows is proposed, that can also provide an associated optimum bispectral estimate of stationary non-Gaussian signals, systematically only from an observed time series datum of finite length. For the conventional non-parametric bispectral estimation, the MSE (mean squared error) of the normalized estimate is reviewed under a certain mixing condition and sufficient data length, mainly from the viewpoint of the inverse relation between its bias and variance with respect to the smoothing bandwidth. Based on the fundamental relation, a systematic method not only for determining the bandwidth, but also for obtaining the optimum bispectral estimate is presented by newly introducing a MSE evaluation index of the estimate only from an observed time series datum of finite length. The effectiveness and fundamental features of the proposed method are illustrated by the basic results of numerical experiments.

• International Journal of Fuzzy Logic and Intelligent Systems
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• v.5 no.1
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• pp.13-20
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• 2005

This paper addresses a new blind channel equalization method using fourth-order cumulants of channel inputs and a three-layer neural network equalizer. The proposed algorithm is robust with respect to the existence of heavy Gaussian noise in a channel and does not require the minimum-phase characteristic of the channel. The transmitted signals at the receiver are over-sampled to ensure the channel described by a full-column rank matrix. It changes a single-input/single-output (SISO) finite-impulse response (FIR) channel to a single-input/multi-output (SIMO) channel. Based on the properties of the fourth-order cumulants of the over-sampled channel inputs, the iterative algorithm is derived to estimate the deconvolution matrix which makes the overall transfer matrix transparent, i.e., it can be reduced to the identity matrix by simple recordering and scaling. By using this estimated deconvolution matrix, which is the inverse of the over-sampled unknown channel, a three-layer neural network equalizer is implemented at the receiver. In simulation studies, the stochastic version of the proposed algorithm is tested with three-ray multi-path channels for on-line operation, and its performance is compared with a method based on conventional second-order statistics. Relatively good results, withe fast convergence speed, are achieved, even when the transmitted symbols are significantly corrupted with Gaussian noise.

• Journal of the Korean earth science society
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• v.23 no.1
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• pp.15-29
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• 2002

Bayesian inversion for gravity and resistivity data was performed to investigate the cavity structure appearing as a lava tunnel in Cheju Island, Korea. Dipole-dipole DC resistivity data were proposed for a prior information of gravity data and we applied the geostatistical techniques such as kriging and simulation algorithms to provide a prior model information and covariance matrix in data domain. The inverted resistivity section gave the indicator variogram modeling for each threshold and it provided spatial uncertainty to give a prior PDF by sequential indicator simulations. We also presented a more objective way to make data covariance matrix that reflects the state of the achieved field data by geostatistical technique, cross-validation. Then Gaussian approximation was adopted for the inference of characteristics of the marginal distributions of model parameters and Broyden update for simple calculation of sensitivity matrix and SVD was applied. Generally cavity investigation by geophysical exploration is difficult and success is hard to be achieved. However, this exotic multiple interpretations showed remarkable improvement and stability for interpretation when compared to data-fit alone results, and suggested the possibility of diverse application for Bayesian inversion in geophysical inverse problem.

• Nuclear Engineering and Technology
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• v.46 no.5
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• pp.619-632
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• 2014

The Best Estimate Plus Uncertainty (BEPU) method has been widely used to evaluate the uncertainty of a best-estimate thermal hydraulic system code against a figure of merit. This uncertainty is typically evaluated based on the physical model's uncertainties determined by expert judgment. This paper introduces the application of data assimilation methodology to determine the uncertainty bands of the physical models, e.g., the mean value and standard deviation of the parameters, based upon the statistical approach rather than expert judgment. Data assimilation suggests a mathematical methodology for the best estimate bias and the uncertainties of the physical models which optimize the system response following the calibration of model parameters and responses. The mathematical approaches include deterministic and probabilistic methods of data assimilation to solve both linear and nonlinear problems with the a posteriori distribution of parameters derived based on Bayes' theorem. The inverse problem was solved analytically to obtain the mean value and standard deviation of the parameters assuming Gaussian distributions for the parameters and responses, and a sampling method was utilized to illustrate the non-Gaussian a posteriori distributions of parameters. SPACE is used to demonstrate the data assimilation method by determining the bias and the uncertainty bands of the physical models employing Bennett's heated tube test data and Becker's post critical heat flux experimental data. Based on the results of the data assimilation process, the major sources of the modeling uncertainties were identified for further model development.

• Journal of Institute of Control, Robotics and Systems
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• v.22 no.1
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• pp.1-7
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• 2016

ADAS (Advanced Driver Assistance Systems) requires not only real-time robust lane detection, both straight and curved, but also predicting upcoming steering direction by detecting the curvature of lanes. In this paper, a curvature lane detection algorithm is proposed to enhance the accuracy and detection rate based on using inverse perspective images and Gaussian Mixture Model (GMM) to segment the lanes from the background under various illumination condition. To increase the speed and accuracy of the lane detection, this paper used template matching, RANSAC and proposed post processing method. Through experiments, it is validated that the proposed algorithm can detect both straight and curved lanes as well as predicting the upcoming direction with 92.95% of detection accuracy and 50fps speed.

• The KIPS Transactions:PartB
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• v.11B no.3
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• pp.303-308
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• 2004

The Gabor cosine and sine transform can be applied to image and video compression algorithm by representing image frequency components locally The computational complexity of forward and inverse matrix transforms used in the compression and decompression requires O($N^3$)operations. In this paper, the length of basis functions is truncated to produce a sparse basis matrix, and the computational burden of transforms reduces to deal with image compression and reconstruction in a real-time processing. As the length of basis functions is decreased, the truncation effects to the energy of basis functions are examined and the change in various Qualify measures is evaluated. Experiment results show that 11 times fewer multiplication/addition operations are achieved with less than 1% performance change.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.24 no.7A
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• pp.1005-1015
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• 1999

This paper is concerned with an improvement on IFFT (inverse fast Fourier transform) and FFT based baseband digital implementation algorithm for BPSK (binary phase shift keying)-modulated MC-CDMA (multicarrier-code division multiple access) systems, that is functionally equivalent to the conventional implementation algorithm, while reducing computational complexity and bandwidth requirement. We also derive an equalizer structure for the proposed implementation algorithm. The proposed algorithm is based on a variant of FFT algorithm that utilizes a N/2-point FFT/IFFT for simultaneous transformation and reconstruction of two N/2-point real signals. The computer simulations under additive white Gaussian noise channels and frequency selective fading channels using equal gain combiner and maximal ratio combiner diversities, demonstrate the performance of the proposed algorithm.