• Journal of applied mathematics & informatics
• /
• v.27 no.5_6
• /
• pp.1073-1086
• /
• 2009

This paper considers the problems of martingale measures and risk-minimizing hedging strategies in the market with restricted information. By constructing a general restricted information market model, the explicit relation of arbitrage and the minimal martingale measure between two different information markets are discussed. Also a link among all equivalent martingale measures under restricted information market is given. As an example of restricted information markets, this paper constitutes a jump-diffusion process model and presents a risk minimizing problem under different information. Through $It\hat{o}$ formula and projection results in Schweizer[13], the explicit optimal strategy for different market information are given.

• Proceedings of the KIPE Conference
• /
• 1998.07a
• /
• pp.269-274
• /
• 1998

This paper describes a scaled model for PWM thyristor current-source inverter with a commutation circuit. The system consists of a 6-pulse thyristor bridge and an LC resonant circuit with thyristor switches, which offers thyristors to have turn-off capability for PWM operation with minimal switching losses. The proposed system can be used as a reactive power compensator with PWM operation for the utilitity application. There would be two advantages in the proposed system over the existing voltage source inverter. One is the low system cost due to using the conventional thyristors. Another is easy expansion of system operation voltage because th series operation of thyristor devices is already proven in HVDC system.

• Proceedings of the KIPE Conference
• /
• 2002.07a
• /
• pp.166-169
• /
• 2002

The purpose of this paper is to develop systematic analysis and automatic tuning rule of PID controller for industry servo applications. Considering the coupling of inner current control loop and speed loop delay, the target plant fit into second-order plus time delay model. Based on PID controller design for high-order plus known/unknown time delay plant model, some formulars are provided for the control gain calculation and system-based theoretical analysis is developed, and it also allows an automatic controller setup to benefit the inexperienced user. In addition, the proposed design rule gives uniformly satisfactory performance and the motor speed stays on a desired response curve with minimal oscillation and settling time. This approach can be applicable in conjunction with the cascaded control loop which is widely used in practice.

• Journal of Information Processing Systems
• /
• v.11 no.1
• /
• pp.22-38
• /
• 2015

While Modern Standard Arabic is the formal spoken and written language of the Arab world; dialects are the major communication mode for everyday life. Therefore, identifying a speaker's dialect is critical in the Arabic-speaking world for speech processing tasks, such as automatic speech recognition or identification. In this paper, we examine two approaches that reduce the Universal Background Model (UBM) in the automatic dialect identification system across the five following Arabic Maghreb dialects: Moroccan, Tunisian, and 3 dialects of the western (Oranian), central (Algiersian), and eastern (Constantinian) regions of Algeria. We applied our approaches to the Maghreb dialect detection domain that contains a collection of 10-second utterances and we compared the performance precision gained against the dialect samples from a baseline GMM-UBM system and the ones from our own improved GMM-UBM system that uses a Reduced UBM algorithm. Our experiments show that our approaches significantly improve identification performance over purely acoustic features with an identification rate of 80.49%.

• Smart Structures and Systems
• /
• v.15 no.3
• /
• pp.609-625
• /
• 2015

Management of infrastructure stock is essential in sustainability of society, and its analysis and optimization are studied in the light of control system modeling in this paper. At the first part of the paper, cost of stock management is analyzed based on macroscopic statistics on infrastructure stock and economical growth. Stock management burden relative to economy is observed to become larger at low economic growth periods in developed economies. Then, control system modeling of stock management is introduced and by augmenting maintenance actions as control input, dynamic behavior of stock is simulated and compared with existing time history statistics. Assuming steady state conditions, applicability of the model to cross sectional data is also demonstrated. The proposed model is enhanced so that both preventive and corrective maintenance can be included as system inputs, i.e., feedforward and feedback control inputs. Optimal management strategy to achieve specified deteriorated stock level with minimal cost, expressed in terms of preventive and corrective maintenance actions, is derived based on estimated parameter values for corrosion of steel bridges. Relative cost effectiveness of preventive maintenance is shown when target deteriorated stock level is lower.

• Journal of Information Technology Applications and Management
• /
• v.17 no.2
• /
• pp.133-154
• /
• 2010

Recently, Internet Telephony has become increasingly popular in telecommunication industry. However, previous research on Internet Telephony has focused on analyzing specific Internet Telephonysolutions, identifyingthe Internet Telephony movement itself. The research on prediction models about Internet Telephony adoption has been minimal. The main propose of this study is to develop models for predicting transition intention from using traditional telephones to using Internet Telephony. To do so, this study uses data mining methods to analyze demands in the IT communications market and to provide management strategies for Internet telephony providers. Especially this study uses discriminant analysis, logistic regression, classification tree, and neural nets to develop those prediction models toward Internet Telephony adoption. The models are compared with each other and a superior model is chosen.

• The Transactions of the Korean Institute of Electrical Engineers C
• /
• v.52 no.1
• /
• pp.47-54
• /
• 2003

The radiating multislotted antennas widely used in the antennas technique are rather prospective for the application in industrial installations for microwave heating. In this paper, the model of such an antenna is experimentally investigated. The model under investigation presents a section of the waveguide Inn 340 whose broad wall contains 15 movable slotted plates. This design allows to experimentally define a location of all the slots providing the necessary distribution of radiating power along the waveguide with minimal SWR of all the system. The variants of power uniform distribution along the waveguide as well as the power decreasing to the waveguide end are examined. The application of plates with different thickness allowed to estimate the influence of the walls thickness on the Power distribution. The possibility of system extra-tuning with the help of tuning screws located in the vicinity of each slot is considered. Obtained results are compared to the conducted theoretical calculations and data in references.

• Language and Information
• /
• v.2 no.1
• /
• pp.1-41
• /
• 1998

Evaluation of multilingual translation fundamentally involves measurement of meaning equivalences between the formally mapped discourses/texts of SL(source language) and TL(target language) both represented by a metalanguage called IL(interlingua). Unlike a usaal uni-directional MT(machine translation) model(e.g.:SL $\rightarrow$ analysis $\rightarrow$ transfer $\rightarrow$ generation $\rightarrow$ TL), a bi-directional(by 'negotiation') model(i.e.: SL $\rightarrow$ IL/S $\leftrightarrow$ IL $\leftrightarrow$ IL/T \leftarrow TL) is proposed here for the purpose of evaluating multilingual, not merely bilingual, translation. The IL, as conceived of in this study, is an English-based predicate logic represented in the framework of MRS(minimal recursion semantics), an MT-oriented off-shoot of HPSG(Head-driven Phrase Structure Grammar). In addition, a list of semantic and pragmatic checkpoints are set up, some being optional depending on the kind and use of the translation, so sa to have the evaluation of translation fine-grained by computing matching or mismatching of such checkpoints.

• Language and Information
• /
• v.18 no.2
• /
• pp.1-29
• /
• 2014

Relativization is one of the common syntactic operations to merge two different clauses into a single information unit. This operation plays a pivotal role to structuralize multiple clauses cohesively as well as serves to specify the property an individual has within the context. That implies that relativization contributes to information structure of multiclausal sentences. In this context, this paper delves into information structure of relative clauses in English with an eye toward creation of a computational model from a standpoint of machine translation. The current work employs Head-driven Phrase Structure Grammar (HPSG, Pollard and Sag (1994)) as a theory of grammar and Minimal Recursion Semantics (MRS, Copestake et al. (2005) as a meaning representation system. Building upon these formalisms, this paper addresses how information structure of relative clauses can be represented and constrained. The current work makes use of Individual CONStraints (ICONS) for modeling relative clauses with respect to information structure. The current work also investigates which relative clause involves which information structure constraint. The present study argues that non-restrictive relative clauses impose a more specific constraint on information structure than restrictive relative clauses.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2018.05a
• /
• pp.276-276
• /
• 2018

In this paper the potential of the Principle Component Analysis(PCA) technique that can be used to detect leaks in water pipe network blocks was evaluated. For this purpose the PCA was conducted to evaluate the relevance of the calculated outliers of a PCA model utilizing the recorded pipe flows and the recorded pipe leak incidents of a case study water distribution system. The PCA technique was enhanced by applying the computational algorithms developed in this study. The algorithms were designed to extract a partial set of flow data from the original 24 hour flow data so that the variability of the flows in the determined partial data set are minimal. The relevance of the calculated outliers of a PCA model and the recorded pipe leak incidents was analyzed. The results showed that the effectiveness of detecting leaks may improve by applying the developed algorithm. However, the analysis suggested that further development on the algorithm is needed to enhance the applicability of the PCA in detecting leaks in real-world water pipe networks.