• 제목/요약/키워드: iterative mean algorithm

검색결과 77건 처리시간 0.028초

1차 확률적 지배를 하는 최대효용 포트폴리오 가중치의 탐색에 관한 연구 (Optimizing Portfolio Weights for the First Degree Stochastic Dominance with Maximum Utility)

  • 류춘호
    • 한국경영과학회지
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    • 제39권1호
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    • pp.113-127
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    • 2014
  • The stochastic dominance approach is to form a portfolio that stochastically dominates a predetermined benchmark portfolio such as KOSPI. This study is to search a set of portfolio weights for the first-order stochastic dominance with maximum utility defined in terms of mean and variance by managing the constraint set and the objective function in an iterative manner. A nonlinear programming algorithm was developed and tested with promising results against Korean stock market data sets.

직접법과 반복법(LMS법)의 합성 알고리즘을 이용한 직선배열 점음원의 적응 지향성 합성 SIMULATION (Adaptive directivity synthesis simulation of point source array using algorithm combined directive and recursive method(LMS method))

  • 조기량
    • 한국통신학회논문지
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    • 제21권6호
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    • pp.1453-1462
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    • 1996
  • A numerical simulation is carried out on the directiveity synthesis of ultrasonic transducers by point source array. Directive method with combined LMS(Least-Mean-Square) method is practiced by means of a iterative method to realize the desired directivity. The directiviey of quasi-ideal beam with a beam width and a directive arbitrary specified was chosen. On the numerical resut, Proposed algorithm shows higher speed of clculating simulation than that of LMS method, and make adaptive control, which enables the desired directivity. Numerical simulations are carried out by PC(CPU:80486 DX2, RAM 16Mbyte).

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입출력 변수에 부가 잡음이 있는 FIR형 시스템 인식을 위한 견실한 추정법에 관한 연구 (Error in Variable FIR Typed System Identification Using Combining Total Least Mean Squares Estimation with Least Mean Squares Estimation)

  • 임준석
    • 한국음향학회지
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    • 제29권2호
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    • pp.97-101
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    • 2010
  • 일반적으로 시스템 인식 방법은 입출력에 잡음이 없거나, 출력에만 잡음이 있는 경우를 주 대상으로 한다. 본 논문은 입력 및 출력이 모두 잡음으로 오염되었을 뿐만 아니라 입력에 비해서 출력에 같거나 더 많은 양의 잡음이 개입된 환경에 노출된 Finite Impulse Response 형태의 시스템을 인식하는 새로운 방법을 제안한다. 이를 위해서 입출력의 잡음 수준이 같을 때 최적인 완전최소자승 기법과 출력에만 잡음이 있을 때 최적인 최소자승 기법을 서로 볼록 결합 (convex combination)하여 앞에서 언급한 것과 같은 좀 더 일반화된 잡음 환경에서도 향상된 결과가 나오도록 하였다. 또 제안한 방법이 다양한 잡음 환경에서 응용 가능함을 모의 실험을 통해서 확인하였다.

비선형 평균 일반화 이분산 자기회귀모형의 추정 (Estimation of nonlinear GARCH-M model)

  • 심주용;이장택
    • Journal of the Korean Data and Information Science Society
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    • 제21권5호
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    • pp.831-839
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    • 2010
  • 최소제곱 서포트벡터기계는 비선형회귀분석과 분류에 널리 쓰이는 커널기법이다. 본 논문에서는 금융시계열자료의 평균 및 변동성을 추정하기 위하여 평균의 추정 방법으로는 가중최소제곱 서포트벡터기계, 변동성의 추정 방법으로는 최소제곱 서포트벡터기계를 사용하는 비선형 평균 일반화 이분산 자기회귀모형을 제안한다. 제안된 모형은 선형 일반화 이분산 자기회귀모형 및 선형 평균 일반화 이분산 자기회귀모형보다 더 나은 추정 능력을 가진다는 것을 실제자료의 추정을 통하여 보였다.

커널 백피팅 알고리즘 기반의 가중 β-지수승 최소평균제곱오차 추정방식을 적용한 보컬음 분리 기법 (Vocal separation method using weighted β-order minimum mean square error estimation based on kernel back-fitting)

  • 조혜승;김형국
    • 한국음향학회지
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    • 제35권1호
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    • pp.49-54
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    • 2016
  • 본 논문에서는 커널 백피팅 알고리즘에 가중 ${\beta}$-지수승 최소평균제곱오차 추정방식(weighted ${\beta}$-order minimum mean square error: WbE)을 적용한 보컬음 분리 방식에 대해 제안한다. 음성 향상 방식에서, WbE는 진폭 성분 기반 MMSE(Minimum Mean Square Error) 추정방식, 로그 스펙트럼 진폭 기반 MMSE 추정방식 등과 같은 기존의 베이지안(Bayesian) 기반의 추정방식들 보다 객관적 및 주관적 측면에서 모두 보다 높은 성능을 나타내는 방식으로 잘 알려져 있다. 이에 본 논문에서는 기본적인 반복적 커널 백피팅 알고리즘에 WbE를 적용하여 음악 신호에서의 보컬음 분리 성능을 향상시키고자 하였다. 실험결과는 본 논문에서 제안한 방식이 기존의 분리 방식보다 분리 성능이 더 뛰어나다는 것을 보인다.

Cycle-Consistent Generative Adversarial Network: Effect on Radiation Dose Reduction and Image Quality Improvement in Ultralow-Dose CT for Evaluation of Pulmonary Tuberculosis

  • Chenggong Yan;Jie Lin;Haixia Li;Jun Xu;Tianjing Zhang;Hao Chen;Henry C. Woodruff;Guangyao Wu;Siqi Zhang;Yikai Xu;Philippe Lambin
    • Korean Journal of Radiology
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    • 제22권6호
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    • pp.983-993
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    • 2021
  • Objective: To investigate the image quality of ultralow-dose CT (ULDCT) of the chest reconstructed using a cycle-consistent generative adversarial network (CycleGAN)-based deep learning method in the evaluation of pulmonary tuberculosis. Materials and Methods: Between June 2019 and November 2019, 103 patients (mean age, 40.8 ± 13.6 years; 61 men and 42 women) with pulmonary tuberculosis were prospectively enrolled to undergo standard-dose CT (120 kVp with automated exposure control), followed immediately by ULDCT (80 kVp and 10 mAs). The images of the two successive scans were used to train the CycleGAN framework for image-to-image translation. The denoising efficacy of the CycleGAN algorithm was compared with that of hybrid and model-based iterative reconstruction. Repeated-measures analysis of variance and Wilcoxon signed-rank test were performed to compare the objective measurements and the subjective image quality scores, respectively. Results: With the optimized CycleGAN denoising model, using the ULDCT images as input, the peak signal-to-noise ratio and structural similarity index improved by 2.0 dB and 0.21, respectively. The CycleGAN-generated denoised ULDCT images typically provided satisfactory image quality for optimal visibility of anatomic structures and pathological findings, with a lower level of image noise (mean ± standard deviation [SD], 19.5 ± 3.0 Hounsfield unit [HU]) than that of the hybrid (66.3 ± 10.5 HU, p < 0.001) and a similar noise level to model-based iterative reconstruction (19.6 ± 2.6 HU, p > 0.908). The CycleGAN-generated images showed the highest contrast-to-noise ratios for the pulmonary lesions, followed by the model-based and hybrid iterative reconstruction. The mean effective radiation dose of ULDCT was 0.12 mSv with a mean 93.9% reduction compared to standard-dose CT. Conclusion: The optimized CycleGAN technique may allow the synthesis of diagnostically acceptable images from ULDCT of the chest for the evaluation of pulmonary tuberculosis.

디지털 이동통신 시스템에서 연판정 출력의 차이값에 대한 절대평균값을 이용한 채널부호화 알고리즘 (Channel Coding Algorithm using Absolute Mean Values for the Difference Values of Soft Output in Digital Mobile Communication System)

  • 정대호;김환용;임순자
    • 대한전자공학회논문지SD
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    • 제44권10호
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    • pp.67-74
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    • 2007
  • 터보부호는 디지털 이동통신 시스템에서 사용되는 채널부호화 기법의 일종으로서 다양한 채널 환경에서 반복 횟수가 증가하면 복호하는데 필요한 지연시간과 계산량이 증가하는 단점을 가진다. 본 논문에서는 터보 복호기의 현재 복호 과정에서 첫번째 복호기와 두 번째 복호기의 연판정 출력값의 차이값에 대한 절대평균값을 중단조건으로 이용하여 BER 성능의 손실없이 모든 SNR 영역에서 평균 반복복호 횟수를 크게 감소시킬 수 있는 효율적인 반복중단 알고리즘을 제안한다. 모의실험 결과, 제안된 알고리즘의 평균 반복복호 횟수는 낮은 SNR 영역에서 SDR 알고리즘과 비교하여 약 $18.25%{\sim}20.58%$ 정도의 감소효과를 나타냈으며, 높은 SNR 영역에서 외부정보 값에 대한 분산값을 이용한 방법과 비교하여 약 $22.96%{\sim}28.74%$ 정도의 감소효과를 나타내었다.

Joint Beamforming and Power Allocation for Multiple Primary Users and Secondary Users in Cognitive MIMO Systems via Game Theory

  • Zhao, Feng;Zhang, Jiayi;Chen, Hongbin
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제7권6호
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    • pp.1379-1397
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    • 2013
  • We consider a system where a licensed radio spectrum is shared by multiple primary users(PUs) and secondary users(SUs). As the spectrum of interest is licensed to primary network, power and channel allocation must be carried out within the cognitive radio network so that no excessive interference is caused to PUs. For this system, we study the joint beamforming and power allocation problem via game theory in this paper. The problem is formulated as a non-cooperative beamforming and power allocation game, subject to the interference constraints of PUs as well as the peak transmission power constraints of SUs. We design a joint beamforming and power allocation algorithm for maximizing the total throughput of SUs, which is implemented by alternating iteration of minimum mean square error based decision feedback beamforming and a best response based iterative power allocation algorithm. Simulation results show that the algorithm has better performance than an existing algorithm and can converge to a locally optimal sum utility.

A Boundary Element Solution Approach for the Conjugate Heat Transfer Problem in Thermally Developing Region of a Thick Walled Pipe

  • Choi, Chang-Yong
    • Journal of Mechanical Science and Technology
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    • 제20권12호
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    • pp.2230-2241
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    • 2006
  • This paper presents a sole application of boundary element method to the conjugate heat transfer problem of thermally developing laminar flow in a thick walled pipe when the fluid velocities are fully developed. Due to the coupled mechanism of heat conduction in the solid region and heat convection in the fluid region, two separate solutions in the solid and fluid regions are sought to match the solid-fluid interface continuity condition. In this method, the dual reciprocity boundary element method (DRBEM) with the axial direction marching scheme is used to solve the heat convection problem and the conventional boundary element method (BEM) of axisymmetric model is applied to solve the heat conduction problem. An iterative and numerically stable BEM solution algorithm is presented, which uses the coupled interface conditions explicitly instead of uncoupled conditions. Both the local convective heat transfer coefficient at solid-fluid interface and the local mean fluid temperature are initially guessed and updated as the unknown interface thermal conditions in the iterative solution procedure. Two examples imposing uniform temperature and heat flux boundary conditions are tested in thermally developing region and compared with analytic solutions where available. The benchmark test results are shown to be in good agreement with the analytic solutions for both examples with different boundary conditions.

Pin Power Reconstruction of HANARO Fuel Assembly via Gamma Scanning and Tomography Method

  • Seo, Chul-Gyo;Park, Chang-Je;Cho, Nam-Zin;Kim, Hark-Rho
    • Nuclear Engineering and Technology
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    • 제33권1호
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    • pp.25-33
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    • 2001
  • To determine the pin power distribution without disassembling, HANARO fuel assemblies are gamma-scanned and then the distribution is reconstructed tv using the tomography method. The iterative least squares method (ILSM and the wavelet singular value decomposition method (WSVD) are chosen to solve the problem. An optimal convergence criterion is used to stop the iteration algorithm to overcome the potential divergence in ILSM. WSVD gives better results than ILSM , and the average values from the two methods give the best results. The RMSE (root mean square errors) to the reference data are 5.1, 6.6, 5.0, 6.5, and 6.4% and the maximum relative errors are 10.2, 13.7, 12.2, 13.6, and 14.3%, respectively. It is found that the effect of random positions of the pins is important. Although the effect can be accommodated by the iterative calculations simulating the random positions, the use of experimental equipment with a slit covering the whole range of the assembly horizontally is recommended to obtain more accurate results. We made a new apparatus using the results of this study and are conducting an experiment in order to obtain more accurate results.

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