• 제목/요약/키워드: moving average difference

검색결과 122건 처리시간 0.024초

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

  • 장경천;김연권;김현석
    • 경영과정보연구
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    • 제27권
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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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일반적인 IMA과정에 대한 지수평활 최적성의 확장 (An Extension of the Optimality of Exponential Smoothing to Integrated Moving Average Process)

  • 박해철;박성주
    • 한국국방경영분석학회지
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    • 제8권1호
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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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이동 Wi-Fi 환경에서 핑거프린트 기반의 Difference Means를 이용한 실내 위치추정 알고리즘 (The Indoor Localization Algorithm using the Difference Means based on Fingerprint in Moving Wi-Fi Environment)

  • 김태완;이동명
    • 한국통신학회논문지
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    • 제41권11호
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    • pp.1463-1471
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    • 2016
  • 본 논문에서는 Wi-Fi환경에서 실내 위치추정의 성능 향상을 위해 이동 Wi-Fi 환경에서 핑거프린트 기반의 Difference Means를 이용한 실내 위치추정 알고리즘 (Algorithm using the Difference Means based on Fingerprint, DMFPA)을 제안하였다. 그리고 자체 개발한 실내 위치추정 시뮬레이터를 사용하여 제안한 DMFPA의 성능을 일반적인 핑거프린트 알고리즘 (OFPA), 가우시안 분포를 핑거프린트 알고리즘 (GDFPA)의 성능을 서로 비교하였다. 성능분석 항목은 각 참조구역에서의 평균위치추정 정확도, 발생된 오차의 평균오차 누적거리와 최대오차 누적거리, 그리고 평균측정시간으로 정의하였다.

A Synchronization Scheme Based on Moving Average for Robust Audio Watermarking

  • Zhang, Jinquan;Han, Bin
    • Journal of Information Processing Systems
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    • 제15권2호
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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.

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

  • 강래욱;김재석
    • 한국방사선학회논문지
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    • 제14권5호
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    • pp.597-602
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    • 2020
  • 림프관 조영술에 사용하는 리피오돌의 온도에 따른 이동 속도 차이를 분석하여 검사의 효율성을 높이고 환자 및 시술자의 피폭선량을 감소하는 방안을 연구하였다. 0.014 inch Support Catheter에 Balloon Inflator를 이용하여, 일정한 압력으로 리피오돌을 주입하는 장치를 자체 제작한 후 Connecting Tube에 리피오돌을 충전하고 전열 기구를 이용 26 ℃, 36 ℃, 46 ℃의 온도로 주입과 동시에 Fluoroscopy를 촬영하였다. 리피오돌이 Support Catheter에서 20 cm 이동하는 시간을 측정하여 분석하였고, 통계적 유의성 확인 후 리피오돌을 적정 온도로 유지하는 방법을 고안하였다. 46 ℃ 환경에서 이동시간 평균은 11초, 36 ℃에서는 평균 13초, 26 ℃에서는 평균 17초 소요되었다. 리피오돌은 온도 상승에 따라 이동시간이 유의한 차이를 보였으며(p < .001), 온도가 높을수록 이동 속도가 빨라지는 것을 확인하였다. 림프관 조영술 시 상온에 노출된 리피오돌을 바로 주입하는 것보다 일정 온도로 가열하여 사용할 경우 주입속도를 높일 수 있는 동시에 림프관 안에서의 이동 속도를 향상할 수 있다.

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

  • 정형국;김용수
    • 대한물리치료과학회지
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    • 제17권3_4호
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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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음향 정보 분석과 스마트 기기 기술의 융합을 통한 사물의 속력 측정 (Speed estimation of sound-emitted objects through convergence of sound information analysis and smart device technology)

  • 남용욱;김용혁
    • 한국융합학회논문지
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    • 제6권5호
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    • pp.233-240
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    • 2015
  • 본 논문에서는 움직이는 사물이 내는 소리를 분석하여 속력을 측정하는 알고리즘을 소개한다. 일반적인 속력 측정기는 도플러 효과(Doppler effect)의 원리를 이용하여 움직이는 물체에 입사광을 투사하고, 산란광의 주파수 변화량으로 속력을 측정 하는 방법을 사용하지만, 본 논문에서는 물체가 다가올 때와 멀어질 때 내는 주파수를 측정하고 도플러 효과에 의해 발생한 주파수 차이를 이용하여 물체의 속력을 측정하는 방법을 제시한다. 실제 속력 측정 실험을 했을 때 평균적으로 6.08%의 오차가 발생하였으며, 이를 스마트 기기 어플리케이션 개발 기술과 융합하면 별도의 장치가 없을 때 물체에 입사광을 투사하고 산란광의 주파수를 측정할 수 있는 기능이 없는 스마트 기기에서 물체의 속력을 측정할 수 있다.

Network traffic prediction model based on linear and nonlinear model combination

  • Lian Lian
    • ETRI Journal
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    • 제46권3호
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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.

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

  • 윤하영;구지훈
    • 한국게임학회 논문지
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    • 제17권4호
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    • pp.55-62
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    • 2017
  • 본 연구에서는 HMD(Head Mounted Display)를 가지고 Walk-through의 이동시뮬레이션에 대한 평가를 실시하였다. 구체적으로는 VR공간 주변에 배치된 오브젝트 밀집정도(밀도)의 변화가 심리적 이동거리, 이동속도, 이동시간에 어떠한 영향을 미치는지 알아보았다. 연구결과 첫째, 실험 조건 (저밀도, 중밀도, 고밀도)에 있어 조건간의 차이는 모두 유의미하였다. 둘째, 주변 오브젝트의 밀도가 높아질수록 이동시간, 이동속도, 이동거리가 기본조건과 비교하여 평균점이 높게 나타났다. 셋째, 주변의 오브젝트가 VR공간의 이동시뮬레이션에 있어 시간, 속도, 거리의 감각을 향상 시키는 것을 확인하였다.

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

  • 김희영;최혜선
    • 한국의류학회지
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    • 제17권4호
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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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