• 대한산업공학회지
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• 제37권1호
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• pp.74-82
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• 2011

The Bass model is a cornerstone in diffusion theory which is used for forecasting demand of durables or new services. Three well-known estimation methods for parameters of the Bass model are Ordinary Least Square (OLS), Maximum Likelihood Estimator (MLE), Nonlinear Least Square (NLS). In this paper, a hybrid method incorporating OLS and NLS is presented and it's performance is analyzed and compared with OLS and NLS by using simulation data and empirical data. The results show that NLS has the best performance in terms of accuracy and our hybrid method has the best performance in terms of stability. Specifically, hybrid method has better performance with less data. This result means much in practical aspect because the avaliable data is little when a diffusion model is used for forecasting demand of a new product.

• The Journal of Asian Finance, Economics and Business
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• 제6권4호
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• pp.27-35
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• 2019

The paper examines the level of disclosure on Islamic banks' performance in the United Arab Emirates (UAE). The data was collected through content analysis of annual reports and financial statements of all fully-fledged Islamic banks working in the UAE over the period 2009 to 2013. Return on Assets is used as a proxy for the performance of Islamic banks while disclosure index is used as a proxy for Islamic banks' disclosure. Also, predetermined variables are used in the study like Size, Deposits, Non-Performing Investments and Capital to Risk Weighted Assets Ratio. Two-Stage Least-Square regression method is used to check the interdependence relationships between disclosure and performance of Islamic banks in the UAE. The results show a significant relationship between performance and disclosure in the UAE Islamic banks. Our regression results show that Islamic banks with higher levels of disclosure lead to higher operating performance. Furthermore, the performance has a great impact on the level of disclosure which means Islamic banks with high performance measures will disclose more information for investors and other institutions in order to reduce the cost of equity and increase their values in the market. This study is considered as a battery for further studies in the relationship between disclosure and financial performance of Islamic banks at a global level.

• Journal of Forest and Environmental Science
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• 제34권2호
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• pp.119-125
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• 2018

The tropical forests in developing countries are faced with the problem of illegal exploitation of trees. However, dearth of empirical means of expressing the dimensions, structure, quality and quantity of a removed tree has imped conviction of offenders. This study aimed at developing a model that can effectively estimate individual tree basal area (BA) from stump diameter (Ds) for Tectona grandis stands in Omo Forest Reserve, Nigeria, for timber valuation in case of illegal felling. Thirty-six $25m{\times}25m$ temporary sample plots (TSPs) were laid randomly in six age strata; 26, 23, 22, 16, 14, and 12 years specifically. BA, Ds and diameter at breast height were measured in all living T. grandis trees within the 36 TSPs. Least square method was used to convert the counted stumps into harvested stem cross-sectional areas. Six basal area models were fitted and evaluated. The BA-Ds relationship was best described by power model which gave least values of Root mean square error (0.0048), prediction error sum of squares (0.0325) and Akaike information criterion (-15391) with a high adjusted coefficient of determination (0.921). This study revealed that basal area estimation was realistic even when the only information available was stump diameter. The power model was validated using independent data obtained from additional plots and was found to be appropriate for estimating the basal area of Tectona grandis stands in Omo Forest Reserve, Nigeria.

• 대한전자공학회논문지TE
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• 제39권4호
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• pp.414-422
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• 2002

본 논문에서는 적응 제어 문제를 다루기 위해 CFCM 클러스터링과 퍼지 균등화 기법을 이용하여 새로운 적응 뉴로-퍼지 제어기를 설계하고자 한다. 먼저 오프라인에서 CFCM은 입력데이터의 성질과 출력 패턴의 성질까지도 고려한 퍼지 클러스터링 기법으로 적응 뉴로-퍼지 제어기의 구조동정을 수행한다. 파라미터 동정은 역전과 알고리즘과 RLSE(Recursive Least Square Estimate)을 이용한 하이브리드 학습을 수행한다. 온라인 학습에서는 시변특성으로 인해 전제부 및 결론부 파라미터를 실시간으로 계산된다. 시뮬레이션으로 온 라인 적응 뉴로-퍼지 제어 시스템의 성능을 입증하기 위해 목욕물 온도제어 시스템에 대해 다루고 전형적인 퍼지 제어기에 비해 오프 라인과 온 라인 설계 모두 좋은 성능을 보이고자 한다.

• 전기학회논문지
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• 제57권5호
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• pp.858-865
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• 2008

In this paper, Capacitive Telemetry RF Sensor System using Recursive Least Square (RLS) algorithm was proposed. General Telemetry RF Sensor System means that it should be "wireless", "implantable" and "batterless". Conventional Telemetry RF Sensor System adopts Integrated Circuit type, but there are many defects like complexity of structure and the limitation of large power consumption in some cases. In order to overcome these disadvantages, Telemetry RF Sensor System based on inductive coupling principle was proposed in this paper. Proposed Telemetry RF Sensor System is very simple because it consists of R, L and C and measures the changes of environment like pressure and humidity in the type of capacitive value. This system adopted RLS algorithm for estimation of this capacitive parameter. For the purpose of applying RLS algorithm, proposed system was mathematically modelled with phasor method and was quasi-linearized. As two parameters such as phase and amplitude of output voltage for estimation were needed, Phase Difference Detector and Amplitude Detector were proposed respectively which were implemented using TMS320C2812 made by Texas Instrument. Finally, It is verified that the capacitance of proposed telemetry RF Sensor System using RLS algorithm can be estimated efficiently under noisy environment.

• 한국안전학회지
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• 제7권2호
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• pp.71-79
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• 1992

This paper presents a least-square algorithms of lattice structures and their use for adaptive prediction of time series generated from the dynamic system. As the view point of adaptive prediction, a new method of Identification of dynamic characteristics by means of estimating the parameters of linear auto regressive model is proposed. The fast convergence of adaptive lattice algorithms is seen to be due to the orthogonalization and decoupling properties of the lattice. The superiority of the least-square lattice is verified by computer simulation, then predictor coefficients are computed from the linear sequential time data. For the application to the dynamic characteristic analysis of unknown system, the transfer function of ideal system represented in frquency domain and the estimated one obtained by predicted coefficients are compared. Using the proposed method, the damping ratio and the natural frequency of a dynamic structure subjected to random excitations can be estimated. It is expected that this method will be widely applicable to other technical dynamic problem in which estimation of damping ratio and fundamental vibration modes are required.

• 전기학회논문지
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• 제60권1호
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• pp.184-192
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• 2011

In this study, we introduce a identification methodology for FCM-based fuzzy model. The two underlying design mechanisms of such networks involve Fuzzy C-Means (FCM) clustering method and Particle Swarm Optimization(PSO). The proposed algorithm is based on FCM clustering method for efficient processing of data and the optimization of model was carried out using PSO. The premise part of fuzzy rules does not construct as any fixed membership functions such as triangular, gaussian, ellipsoidal because we build up the premise part of fuzzy rules using FCM. As a result, the proposed model can lead to the compact architecture of network. In this study, as the consequence part of fuzzy rules, we are able to use four types of polynomials such as simplified, linear, quadratic, modified quadratic. In addition, a Weighted Least Square Estimation to estimate the coefficients of polynomials, which are the consequent parts of fuzzy model, can decouple each fuzzy rule from the other fuzzy rules. Therefore, a local learning capability and an interpretability of the proposed fuzzy model are improved. Also, the parameters of the proposed fuzzy model such as a fuzzification coefficient of FCM clustering, the number of clusters of FCM clustering, and the polynomial type of the consequent part of fuzzy rules are adjusted using PSO. The proposed model is illustrated with the use of Automobile Miles per Gallon(MPG) and Boston housing called Machine Learning dataset. A comparative analysis reveals that the proposed FCM-based fuzzy model exhibits higher accuracy and superb predictive capability in comparison to some previous models available in the literature.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2005년도 제36회 하계학술대회 논문집 D
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• pp.2885-2887
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• 2005

We introduce a hybrid identification of information granulation(IG)-based fuzzy model to carry out the model identification of complex and nonlinear systems. To optimally design the IG-based fuzzy model we exploit a hybrid identification through genetic alrogithms(GAs) and Hard C-Means (HCM) clustering. An initial structure of fuzzy model is identified by determining the number of input, the seleced input variables, the number of membership function, and the conclusion inference type by means of GAs. Granulation of information data with the aid of HCM clustering help determine the initial paramters of fuzzy model such as the initial apexes of the membership functions and the initial values of polyminial functions being used in the premise and consequence part of the fuzzy rules. And the inital parameters are tuned effectively with the aid of the GAs and the least square method. Numerical example is included to evaluate the performance of the proposed model.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국내학술편); Seoul National University, Seoul; 20-22 Oct. 1993
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• pp.200-205
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• 1993

A design method of rule-based fuzzy modeling is presented for the model identification of complex and nonlinear systems. Three kinds of method for fuzzy modeling presented in this paper include simplified inference (type 1), linear inference (type 2), and modified linear inference (type 3). The fuzzy c-means clustering and modified complex methods are used in order to identify the preise structure and parameter of fuzzy implication rules, respectively and the least square method is utilized for the identification of optimal consequence parameters. Time series data for gas funace and sewage treatment processes are used to evaluate the performances of the proposed rule-based fuzzy modeling.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2009년도 정보 및 제어 심포지움 논문집
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• pp.258-260
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• 2009

본 논문에서는 최적화 알고리즘인 유전자 알고리즘과 context-based FCM 클러스터링 방법을 이용하여 새로운 형태의 RBF 뉴럴 네트워크의 포괄적인 설계 방법론을 소개한다. 제안된 구조는 클러스터링 기법을 기반하여 사용된 데이터의 특성에 효과적인 모델을 구축하고자 한다. 또한 유전자 알고리즘을 이용하여 모델의 최적화에 주요한 영향을 미치는 파리미터들(-은닉층에서의 contex의 수, contex에 포괄되는 노드의 수, 그리고 contex에 입력되는 입력변수)을 동조한다. 제안된 모델의 설계 공정은 1) K-means 클러스터링을 통한 context fuzzy set에 대한 정의와 설계, 2) context-based fuzzy clustering에 대한 모델의 적용과 이에 따른 모델 구축의 효율성, 3) 유전자 알고리즘을 통한 모델 최적화를 위한 파라미터들의 최적화와 같은 단계로 구성되어 있다. 구축된 RBF 뉴럴 네트워크의 후반부 다항식에 대한 parameter들은 성능지수를 최소화하기 위해 Least Square Method에 의해서 보정된다. 본 논문에서는 모델을 설계함에 있어서 체계적인 설계 알고리즘을 포괄적으로 설명하고 있으며, 더 나아가 제안된 모델의 성능을 다른 표준적인 모델들과 대조함으로써 제안된 모델의 우수성을 나타내고자 한다.