• Title/Summary/Keyword: moving average difference

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An Analysis on Combination Effect of Value Investment Strategy and Moving Average Method (가치투자전략과 이동평균법의 결합효과)

  • Chang, Kyung-Chun;Kim, Yeon-Gueon;Kim, Hyun-Seok
    • Management & Information Systems Review
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    • v.27
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    • pp.53-69
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    • 2008
  • In this paper we analyse performance of value strategy and moving average method among the non-financial listed companies whose fiscal year ends at December in the Korean Stock Exchange between 1996 and 2005. And we analyse combination investment performance of value investment and moving average method. After the analysis objective enterprises divide with the value stock and the growth stock, in accordance with moving average method we divide ascending stock and descending stock. And we compose 6 portfolios with combination of value stock, growth stock, ascending stock and descending stock. Using the difference of investment performance of these portfolios, when fundamental analysis and technical analysis method all considering we measure investment performance. The major findings of this research are as follows: First, the value strategy of buying value stocks and selling growth stocks were effective in the long-term investment. Second, using the moving average method, technical analysis were effective in the case of the short-term investment. Third, the portfolios combined fundamental analysis and technical analysis were more effective than investment performance of technical analysis.

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An Extension of the Optimality of Exponential Smoothing to Integrated Moving Average Process (일반적인 IMA과정에 대한 지수평활 최적성의 확장)

  • Park, Hae-Chul;Park, Sung-Joo
    • Journal of the military operations research society of Korea
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    • v.8 no.1
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    • pp.99-107
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    • 1982
  • This paper is concerned with the optimality of exponential smoothing applied to the general IMA process with different moving average and differencing orders. Numerical experiments were performed for IMA(m,n) process with various combinations of m and n, and the corresponding forecast errors were compared. Results show that the higher differencing order is more critical to the optimality of exponential smoothing, i.e., the IMA process with the higher moving average order, forecasted by exponential smoothing, has comparatively smaller forecast error. If the difference between the differencing order and the moving average order becomes larger, the accuracy of forecast by exponential smoothing declines gradually.

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The Indoor Localization Algorithm using the Difference Means based on Fingerprint in Moving Wi-Fi Environment (이동 Wi-Fi 환경에서 핑거프린트 기반의 Difference Means를 이용한 실내 위치추정 알고리즘)

  • Kim, Tae-Wan;Lee, Dong Myung
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.41 no.11
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    • pp.1463-1471
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    • 2016
  • The indoor localization algorithm using the Difference Means based on Fingerprint (DMFPA) to improve the performance of indoor localization in moving Wi-Fi environment is proposed in this paper. In addition to this, the performance of the proposed algorithm is also compared with the Original Fingerprint Algorithm (OFPA) and the Gaussian Distribution Fingerprint Algorithm (GDFPA) by our developed indoor localization simulator. The performance metrics are defined as the accuracy of the average localization accuracy; the average/maximum cumulative distance of the occurred errors and the average measurement time in each reference point.

A Synchronization Scheme Based on Moving Average for Robust Audio Watermarking

  • Zhang, Jinquan;Han, Bin
    • Journal of Information Processing Systems
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    • v.15 no.2
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    • pp.271-287
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    • 2019
  • The synchronization scheme based on moving average is robust and suitable for the same rule to be adopted in embedding watermark and synchronization code, but the imperceptibility and search efficiency is seldom reported. The study aims to improve the original scheme for robust audio watermarking. Firstly, the survival of the algorithm from desynchronization attacks is improved. Secondly, the scheme is improved in inaudibility. Objective difference grade (ODG) of the marked audio is significantly changed. Thirdly, the imperceptibility of the scheme is analyzed and the derived result is close to experimental result. Fourthly, the selection of parameters is optimized based on experimental data. Fifthly, the search efficiency of the scheme is compared with those of other synchronization code schemes. The experimental results show that the proposed watermarking scheme allows the high audio quality and is robust to common attacks such as additive white Gaussian noise, requantization, resampling, low-pass filtering, random cropping, MP3 compression, jitter attack, and time scale modification. Moreover, the algorithm has the high search efficiency and low false alarm rate.

A Study on the Heating of Lipiodol during Lymphangiography (림프관 조영술 시 리피오돌의 가온에 관한 고찰)

  • Kang, Rae-Wook;Kim, Jae-Seok
    • Journal of the Korean Society of Radiology
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    • v.14 no.5
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    • pp.597-602
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    • 2020
  • The study was conducted to improve the efficiency of the test and to reduce the exposure dose of patients and operators by analyzing the difference in the moving speed of Lipiodol according to the temperature during lymphography. The device for injecting Lipiodol at a constant pressure was self-made, and after inserting Lipiodol into the Connecting Tube, the moving speed of the contrast agent was photographed at temperatures of 26℃, 36℃, and 46℃ using a heat transfer device. Lipiodol movement time from the Support Catheter to 20cm was measured and analyzed, and statistical significance was confirmed. In the 46℃ environment, the average moving time was 11 seconds, at 36℃ the average was 13 seconds, and at 26℃ the average was 17 seconds. Lipiodol showed a significant difference in moving time with increasing temperature (p<.001), and it was confirmed that the higher the temperature, the faster the moving speed. In the case of lymphangiography, when heated to a certain temperature (46 degrees) rather than injecting Lipiodol at room temperature, the injection speed can be increased and the speed of movement in the lymphatic vessel can be improved.

The Effect of Big Toe Flexors on Single Limb Balan (엄지발가락 굽힘근의 제한이 한발서기 균형에 미치는 영향)

  • Chung, Hyung-Kuk;Kim, Yong-Soo
    • Journal of Korean Physical Therapy Science
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    • v.17 no.3_4
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    • pp.51-58
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    • 2010
  • Purpose: The purpose of this study was to examine changes of postural sway between the normal group and treatment group of same people through COP movements. Methods: Fifty men with no history of sensory, neurological and orthopedic disorders were participated in this study. Participants were tested on single limb balance during 30 seconds on EMED system with bared foot. Each of them performed two methods and 5 trials totally each method: (1) non-treated group (2) treated group(with big toe flexion limitation). Data on the moving length, average velocity, instantaneous maximum velocity, mediolateral(x axis) maximum velocity, and anteroposterior(y axis) maximum velocity of COP were measured in single limb standing position. Results: The moving length and average velocity of COP were significant difference between normal and treatment group(p<0.05). On correlation of parameters, the faster average velocity of COP, the higher moving length, instantaneous maximum velocity, mediolateral maximum velocity, and anteroposterior maximum velocity of COP increase. The more Instantaneous maximum velocity of COP, the faster is anteroposterior maximum velocity of COP. Conclusions: Limitation of big toe flexors function affected single limb balance of the normal.

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Speed estimation of sound-emitted objects through convergence of sound information analysis and smart device technology (음향 정보 분석과 스마트 기기 기술의 융합을 통한 사물의 속력 측정)

  • Nam, Yong-Wook;Kim, Yong-Hyuk
    • Journal of the Korea Convergence Society
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    • v.6 no.5
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    • pp.233-240
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    • 2015
  • In this paper, we present an algorithm that estimates the speed of a moving object only using its sound information. In general, the speed gun projects the incident light onto a moving object and measures the frequency variation of the scattered light. Then the speed is measured by this frequency difference. In our study, instead of light information, we measure the speed by sound frequency difference when the object is coming and moving away. In our experiments on the speed measurement, on average the error of 6.08% was obtained. Utilizing this algorithm for smart device, we can measure the speed of a moving object without sensor that measures the frequency of the light.

Network traffic prediction model based on linear and nonlinear model combination

  • Lian Lian
    • ETRI Journal
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    • v.46 no.3
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    • pp.461-472
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    • 2024
  • We propose a network traffic prediction model based on linear and nonlinear model combination. Network traffic is modeled by an autoregressive moving average model, and the error between the measured and predicted network traffic values is obtained. Then, an echo state network is used to fit the prediction error with nonlinear components. In addition, an improved slime mold algorithm is proposed for reservoir parameter optimization of the echo state network, further improving the regression performance. The predictions of the linear (autoregressive moving average) and nonlinear (echo state network) models are added to obtain the final prediction. Compared with other prediction models, test results on two network traffic datasets from mobile and fixed networks show that the proposed prediction model has a smaller error and difference measures. In addition, the coefficient of determination and index of agreement is close to 1, indicating a better data fitting performance. Although the proposed prediction model has a slight increase in time complexity for training and prediction compared with some models, it shows practical applicability.

The Impact of Object Density on Motion Simulation in Virtual Space (가상공간에서 오브젝트의 밀도가 이동시뮬레이션에 미치는 영향)

  • Yoong, Hayoung;Koo, Jihun
    • Journal of Korea Game Society
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    • v.17 no.4
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    • pp.55-62
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    • 2017
  • In this study, motion simulation of Walk-through was evaluated with HMD(Head Mounted Display). More Specifically, we examined the changes of the degree of object density placed around virtual space on psychological moving distance, moving speed, and moving time. The results were as follows. First, the difference between the experimental conditions(low density, Medium density, High density) was significant. Second, as the density of the surrounding objects increased, the average point of moving time, moving speed, and moving distance rose compared to the basic conditions. Third, it was found that the surrounding objects improved the sense of time, speed and distance in motion simulation in virtual space.

A Study on Moving Fitness and Slit Length in Relation to Length & Silhouette of Tight Skirt (타이트 스커트 실루엣 및 길이에 따른 동작적합성과 트임길이에 관한 연구)

  • Kim, Hee Young;Choi, Hae Sun
    • Journal of the Korean Society of Clothing and Textiles
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    • v.17 no.4
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    • pp.539-549
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    • 1993
  • The purpose of this study was to find out the moving fitness and slit length of tight skirt in relation to its length & silhouette. Five kinds of length, micro mini, mini, natural line, medi and maxi, and two kinds of siihuette, slim & straight-a total of ten tight skirts-were investigated. Ten college students were chosen for this experiment. The moving fitness was tested by measuring the step length, step width and step angle in the case of walking on the flat and going up the stairway & bus stair. The slit length was tested by measuring the back slit length needed in the case of going up stairway & bus stair. Data were analyzed with use of SAS pakage. The statistics were based on average, standard diviation, two-way ANOVA, Pearson's correlation and multiple regression analysis. The main results were as follows. 1. There was significant difference in the moving fitness according to length & silhouette of tight skirt. The moving fitness of slim type was lower than that of straight type and the longer the skirt length was, the lower the moving fitness was. The significance appeared particularly in the case of going up the bus stair. 2. There was significant difference in the skirt length obove slit accorting to length & silhouette of tight skirt. The skirt length obove slit of slim type was shorter than that of straight type. The longer skirt length was, the longer it was from micro mini to natural line, that of medi skirt was shorter or a little longer than that of natural line skirt and there was little change from medi skirt to maxi skirt.

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