• Title/Summary/Keyword: kurtosis

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A Quantitative Analysis of Activation Pattern of Active Elbow Muscles (주관절 근육의 활성화 유형에 대한 정량적 분석)

  • Lee, Du-Hyoung;Lee, Young-Seock;Lee, Jin;Kim, Sung-Hwan
    • Journal of Biomedical Engineering Research
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    • v.18 no.4
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    • pp.413-420
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    • 1997
  • In this paper, we analyzed the contraction patterns of active elbow muscles during isometric, concentric and eccentric contraction. The analysis parameters consist of frequency domain parameters (mean frequency, median frequency, peak frequency, peak power, skewness, kurtosis) and time domain paraseters (zero crossing, positive maxima, integrated EMG). The results of this study were as follows; The BR/BB of isometric contraction appeared to be Venter as the elbow joint was more extended. The BR /BB during concentric and eccentric contraction tended to increase with more extension of the elbow joint angle, but there was no significant difference between concentric and eccentric contraction. Further, the EMG power spectrum due to the type of contraction were different betwen eccentric and concentric contraction. According to the results, it was found that the activation pattern in elbow flexor muscles was different during three different muscle contraction pattern. Therefore, elbow flexor muscles should not be considered a single functioning unit. Especially, at the time domain analysis, IEMG is a dominant parameter for analysis of activation patterns, and the skewness kurtosis can be useful parameters in functional recognition for prosthesis control purpose.

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Advanced Rake Receiver for Multiple Access M-ary Modulation UWB System in the IEEE Multipath Channel (IEEE 다중경로 채널에서 다중접속 M진 변조 초광대역 시스템을 위한 개선된 Rake 수신기)

  • An, Jinyoung
    • Journal of the Institute of Electronics and Information Engineers
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    • v.51 no.12
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    • pp.12-19
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    • 2014
  • In this paper, an advanced UWB (ultra wideband) Rake receiving technique based on the statistical distribution model is studied in the M-ary TH-PPM system with multiple access interference (MAI). In order to improve the performance of the Rake receiver, the stochastic model, which can flexibly express the behavior of MAI-plus-noise, is required and the Laplace distribution and the generalized normal Laplace (GNL) model applied by the curtosis matching method are considered. The performance of Rake receiver based on each probability distribution is evaluated in the IEEE multipath fading channel and compared to that of the conventional Rake receiver. The suggested approach shows a superior BER performance than that of conventional Rake receiver.

A study on the distribution of the distance of Mal movement in Yut board game (윷놀이에서 말이 가는 거리의 분포)

  • Kim, Do-Hyeong;Oh, Chang-Hyuck
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.6
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    • pp.1281-1288
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    • 2010
  • We consider Yut board game with four Yut sticks which are of the same shape and the same size so that they have the same probability of showing back when they are tossed. Since, in Yut board game, a player have to toss four sticks one more when sawi Mo or sawi Yut appears, the player may be interested in the distance which Mal can move in one's turn. Therefore, the probability mass function of the distance is obtained and probabilities with several values of back probability are summarized in a table. Also, the expectation, the variance, the skewness, and the kurtosis of the distribution are calculated and their values are also tablized for some values of back probability.

Option Pricing with Leptokurtic Feature (급첨 분포와 옵션 가격 결정)

  • Ki, Ho-Sam;Lee, Mi-Young;Choi, Byung-Wook
    • The Korean Journal of Financial Management
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    • v.21 no.2
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    • pp.211-233
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    • 2004
  • This purpose of paper is to propose a European option pricing formula when the rate of return follows the leptokurtic distribution instead of normal. This distribution explains well the volatility smile and furthermore the option prices calculated under the leptokurtic distribution are shown to be closer to the market prices than those of Black-Scholes model. We make an estimation of the implied volatility and kurtosis to verify the fitness of the pricing formula that we propose here.

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Field Wave Data Analysis for Investigation of Freak wave Characteristics (Freak wave 특성 파악을 위한 파랑관측 자료의 분석)

  • Shin, Seung-Ho;Hong, Key-Yong;Moon, Jae-Seung
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • v.1
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    • pp.175-180
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    • 2006
  • This study is carried out the investigation of nonlinear characteristics of the ocean based on the field wave observation data acquired the western sea area in Jeju island during one year. It is aimed to offer the fundamental data for Freak wave forecasting in real sea. For this, the nonlinearity parameters of ocean waves, which are Skewness, Atiltness, Kurtosis and Spectrum band width parameter, are introduced, and the parameters are compared and discussed with some characteristic wave components, ie, significant wave height, maximum wave height, and so on.

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A Study on Feature Extraction of Partial Discharge Type Using Wavelet Transform (웨이블렛변환을 이용한 부분방전 종류의 특징추출에 관한 연구)

  • Park, Jae-Jun
    • The Journal of Information Technology
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    • v.6 no.1
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    • pp.65-70
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    • 2003
  • In this papers, we proposed the new method in order to diagnosis partial discharge type of transformers. For wavelet transform, Daubechie's filter is used,, we can obtain wavelet coefficients which is used to extract featrue of statistical parameters(maximum value, average value, dispersion, skewness, kurtosis) about high frequency current signal per 3-electrode type(needle-plane electrode, IEC electrode and Void electrode). Also, these coefficients are used to identify signal of internal partial discharge in transformer. As a result, from compare of high frequency current signal amplitude and average value, we are obtained results of IEC electrode> Void electrode> Needle-Plane electrode. Otherwise, in case of skewness and kurtosis, we are obtained results of Void electrode> IEC electrode> Needle-Plane electrode. As improved method in order to diagnosis partial discharge type of transformers, we use neural network.

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A Study on Fatigue Analysis of Non-Gaussian Wide Band Process using Frequency-domain Method (주파수 영역 해석 기법을 이용한 비정규 광대역 과정의 피로해석에 관한 연구)

  • Kim, Hyeon-Jin;Jang, Beom-Seon
    • Journal of the Society of Naval Architects of Korea
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    • v.55 no.6
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    • pp.466-473
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    • 2018
  • Most frequency domain-based approaches assume that structural response should be a Gaussian random process. But a lot of non-Gaussian processes caused by multi-excitation and non-linearity in structural responses or load itself are observed in many real engineering problems. In this study, the effect of non-Normality on fatigue damages are discussed through case study. The accuracy of four frequency domain methods for non-Gaussian processes are compared in the case study. Power-law and Hermite models which are derived for non-Gaussian narrow-banded process tend to estimate fatigue damages less accurate than time domain results in small kurtosis and in case of large kurtosis they give conservative results. Weibull model seems to give conservative results in all environmental conditions considered. Among the four methods, Benascuitti-Tovo model for non-Gaussian process gives the best results in case study. This study could serve as background material for understanding the effect of non-normality on fatigue damages.

The Effect of Sampling Rate on Statistical Properties of Extreme Wave (파랑자료의 sampling rate가 극한파의 통계에 미치는 영향)

  • Kim, Do Young
    • Journal of the Korean Society for Marine Environment & Energy
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    • v.16 no.1
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    • pp.36-41
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    • 2013
  • In this paper time series wave data are simulated using wave spectrum with random phases of the wave signal. The simulated wave signals are used to study the effect of the sampling rate on the ocean wave characteristics. Effect of sampling rate on wave data which include extreme wave such as freak waves are examined and various wave characteristics including abnormality index (AI), kurtosis of wave profile and maximum wave height are examined. Various wave heights are decreased as the sampling rate decreases. The zero-th moment of the wave spectrum does not affect much on the sampling rate but the second moment are greately affected on the sampling rate. The error due to the sampling rate is decreases as the wave period increases. The error in significant wave height based on the wave spectrum $H_s$ is smaller than that on the time domain method $H_{1/3}$. AI index and kurtosis of wave profile do not deviate much from the exact date as long as the sampling rate is greater than 1 Hz. Ocean wave measurement with the sampling frequency higher than 1 Hz will result the error less than 5% in estimating the height of extreme waves.

On the Statistical Characteristics of Freak Wave Occurrence (Freak Wave 발생의 통계적 특성에 대하여)

  • Kim, Do-Young
    • Journal of the Korean Society for Marine Environment & Energy
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    • v.14 no.2
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    • pp.138-145
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    • 2011
  • In this paper time series wave data are simulated by the Monte Calo method using random numbers to generate random phases of the wave signal. The simulated wave signasl are used to study the characteristics of freak waves. Various sea states are represented by combinations of the significant wave height $H_s$ defined in the spectrum method and the significant wave steepness $S_s$. For a fixed value of $S_s$, the probability of the occurrence of the freak wave is decreased as $H_s$ increases. For a fixed value of $H_s$ the probability of the occurrence of the freak wave increases as $S_s$ increases. The average value of the maximum wave height increase as $S_s$ increases, but the average height of freak wave remains the same and the value approaches two times of $H_s$. For the fixed value of $S_s$, average kurtosis of wave elevation increases as $H_s$ increases, but for a fixed $H_s$, the average kurtosis decreases as $S_s$ increases. The average of abnormality index(AI) is around 2.11 irregardless of $H_s$ and $S_s$. The maximum value of AI lies between 2.5 - 3.0. Therefore it is conjectured that AI maximum due to linear focusing is 3.0.

A Study on the Analysis of Traffic Distribution and Traffic Pattern on Traffic Route using ND-K-S (ND-K-S를 적용한 항로 통항분포와 통항패턴 분석에 관한 연구)

  • Kim, Jong-Kwan
    • Journal of Navigation and Port Research
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    • v.42 no.6
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    • pp.446-452
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    • 2018
  • A traffic route is an area associated with high risk for accidents due to the flow of heavy traffic. Despite this concern, most studies related to traffic focus solely on traffic distribution. Therefore, there is a need for studies investigating the characteristics of ships' routes and traffic patterns. In this study, an investigation was carried out to analyze the traffic distribution and pattern in 3 major traffic routes for 3 days. For the purpose of the study, based on the prevailing traffic conditions, the route was divided into 10 gate lines. The ships passing through the lines were also classified into either small, medium and large. ND-K-S (normal distribution, kurtosis, and skewness) test was carried out for the traffic distribution at each gate line based on the information analyzed on each traffic route. The analysis of the results obtained from the ND test showed that large vessels have normal distribution, medium sized vessels have satisfied normal distribution in one-way route only while small sized vessels do not have normal distribution. According to the result obtained from the K-S test, normal traffic pattern shows a significant difference between two-way route and one-way route. Results obtained from the K test result shows that in the case of one-way route, vessels have a traffic pattern using a wide range on traffic route. Further analysis shows that vessels concentrate on one side of route in case of two-way route. Results obtained from the S test show that, in case of one-way route, vessels have a normal traffic pattern according to center line. However, analysis pf the results shows that vessels are shifted to the right side of route in case of two-way route. Despite these findings, it should be noted that this study was carried out in only 3 ports, therefore there is need for investigation to be carried out in various routes and conditions in future studies.