• Title/Summary/Keyword: moving average process

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Tracking Moving Object using Hierarchical Search Method (계층적 탐색기법을 이용한 이동물체 추적)

  • 방만식;김태식;김영일
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.7 no.3
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    • pp.568-576
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    • 2003
  • This paper proposes a moving object tracking algorithm by using hierarchical search method in dynamic scenes. Proposed algorithm is based on two main steps: generation step of initial model from different pictures, and tracking step of moving object under the time-yawing scenes. With a series of this procedure, tracking process is not only stable under far distance circumstance with respect to the previous frame but also reliable under shape variation from the 3-dimensional(3D) motion and camera sway, and consequently, by correcting position of moving object, tracking time is relatively reduced. Partial Hausdorff distance is also utilized as an estimation function to determine the similarity between model and moving object. In order to testify the performance of proposed method, the extraction and tracking performance have tested using some kinds of moving car in dynamic scenes. Experimental results showed that the proposed algorithm provides higher performance. Namely, matching order is 28.21 times on average, and considering the processing time per frame, it is 53.21ms/frame. Computation result between the tracking position and that of currently real with respect to the root-mean-square(rms) is 1.148. In the occasion of different vehicle in terms of size, color and shape, tracking performance is 98.66%. In such case as background-dependence due to the analogy to road is 95.33%, and total average is 97%.

FUNCTIONAL CENTRAL LIMIT THEOREMS FOR MULTIVARIATE LINEAR PROCESSES GENERATED BY DEPENDENT RANDOM VECTORS

  • Ko, Mi-Hwa
    • Communications of the Korean Mathematical Society
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    • v.21 no.4
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    • pp.779-786
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    • 2006
  • Let $\mathbb{X}_t$ be an m-dimensional linear process defined by $\mathbb{X}_t=\sum{_{j=0}^\infty}\;A_j\;\mathbb{Z}_{t-j}$, t = 1, 2, $\ldots$, where $\mathbb{Z}_t$ is a sequence of m-dimensional random vectors with mean 0 : $m\times1$ and positive definite covariance matrix $\Gamma:m{\times}m$ and $\{A_j\}$ is a sequence of coefficient matrices. In this paper we give sufficient conditions so that $\sum{_{t=1}^{[ns]}\mathbb{X}_t$ (properly normalized) converges weakly to Wiener measure if the corresponding result for $\sum{_{t=1}^{[ns]}\mathbb{Z}_t$ is true.

A Study on a Visual Sensor System for Weld Seam Tracking in Robotic GMA Welding (GMA 용접로봇용 용접선 시각 추적 시스템에 관한 연구)

  • 김동호;김재웅
    • Journal of Welding and Joining
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    • v.19 no.2
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    • pp.208-214
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    • 2001
  • In this study, we constructed a visual sensor system for weld seam tracking in real time in GMA welding. A sensor part consists of a CCD camera, a band-pass filter, a diode laser system with a cylindrical lens, and a vision board for inter frame process. We used a commercialized robot system which includes a GMA welding machine. To extract the weld seam we used a inter frame process in vision board from that we could remove the noise due to the spatters and fume in the image. Since the image was very reasonable by using the inter frame p개cess, we could use the simplest way to extract the weld seam from the image, such as first differential and central difference method. Also we used a moving average method to the successive position data or weld seam for reducing the data fluctuation. In experiment the developed robot system with visual sensor could be able to track a most popular weld seam. such as a fillet-joint, a V-groove, and a lap-joint of which weld seam include planar and height directional variation.

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Portfolio Management Using Statistical Process Control Chart (SPC 차트를 이용한 포트폴리오 관리)

  • Kim, Dong-Sup;Ryoo, Hong-Seo
    • IE interfaces
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    • v.20 no.2
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    • pp.94-102
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    • 2007
  • Portfolio management deals with decision making on 'when' and 'how' to revise an existing portfolio. In this paper, we show that a classical statistical process control (SPC) chart for normal data, a wellestablished tool in quality engineering, can effectively be used for signaling times for revising a portfolio. Noting that the day-to-day performance of a portfolio may be auto-correlated, we use the exponentially weighted moving average center-line chart to develop an automatic portfolio management procedure. The portfolio management procedure is extensively tested on historical data of equities traded in the Korea Exchange (KRX), the American Stock Exchange (AMEX), and the New York Stock Exchange (NYSE). In comparison with the performances of the KOSPI, XAX, and NYA indices during the same time periods, results from these experiments show that SPC chart-based portfolio revision presents itself a convenient and reliable method for optimally managing portfolios.

An analysis of cutting process with ultrasonic vibration by ARMA model (자동회귀-이동평균(ARMA) 모델에 의한 초음파 진동 절삭 공정의 해석)

  • I.H. Choe;Kim, J.D.
    • Journal of the Korean Society for Precision Engineering
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    • v.11 no.2
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    • pp.85-94
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    • 1994
  • The cutting mechanism of ultrasonic vibration machining is characterized as two phases, that is, an impact at the cutting edge and a reduction of cutting force due to non-contact interval between tool and workpiece. In this paper, in order to identify cutting dynamics of a system with ultrasonically vibrated cutting tool, an ARMA modeling is performed on experimental cutting force signals which have a dominant effect on cutting dynamics. The aim of this study is, through Dynamic Date System methodology, to find the inherent characteristics of an ultrasonic vibration cutting process by considering natural frequency and damping coefficient. Surface roughness and stability of cutting process under ultrasonic vibration are also considered

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Combined VSI EWMA Chart with Accumulate-Combine Method for Moderate or Small Shifts

  • Chang, Duk-Joon
    • Journal of Integrative Natural Science
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    • v.15 no.1
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    • pp.1-8
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    • 2022
  • In a multivariate normal production process Np(µ,Σ), a chart combining three EWMA charts with accumulate-combine method for µ, variance components of Σ, and off-diagonal elements of Σ, into a EWMA (exponentially weighted moving average) chart is considered, which is called a combined EWMA chart. Through simulation work, the proposed combined EWMA chart's numerical performance and properties are examined. The simulation results show that the proposed combined EWMA chart, which is simultaneously monitoring all the process parameters of multivariate normal production process, works effectively in the perspective of means, variances and correlation coefficients. In addition, the combined EWMA chart is extended to VSI chart.

Video object segmentation using a novel object boundary linking (새로운 객체 외곽선 연결 방법을 사용한 비디오 객체 분할)

  • Lee Ho-Suk
    • The KIPS Transactions:PartB
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    • v.13B no.3 s.106
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    • pp.255-274
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    • 2006
  • Moving object boundary is very important for the accurate segmentation of moving object. We extract the moving object boundary from the moving object edge. But the object boundary shows broken boundaries so we develop a novel boundary linking algorithm to link the broken boundaries. The boundary linking algorithm forms a quadrant around the terminating pixel in the broken boundaries and searches for other terminating pixels to link in concentric circles clockwise within a search radius in the forward direction. The boundary linking algorithm guarantees the shortest distance linking. We register the background from the image sequence using the stationary background filtering. We construct two object masks, one object mask from the boundary linking and the other object mask from the initial moving object, and use these two complementary object masks to segment the moving objects. The main contribution of the proposed algorithms is the development of the novel object boundary linking algorithm for the accurate segmentation. We achieve the accurate segmentation of moving object, the segmentation of multiple moving objects, the segmentation of the object which has a hole within the object, the segmentation of thin objects, and the segmentation of moving objects in the complex background using the novel object boundary linking and the background automatically. We experiment the algorithms using standard MPEG-4 test video sequences and real video sequences of indoor and outdoor environments. The proposed algorithms are efficient and can process 70.20 QCIF frames per second and 19.7 CIF frames per second on the average on a Pentium-IV 3.4GHz personal computer for real-time object-based processing.

The Effect of Mobilization Combined with Shoulder Active Contraction of Depth between the Coracoid Process and Humeral Head (어깨의 능동 수축을 동반한 관절가동술이 부리돌기와 위팔뼈 머리 사이의 거리에 미치는 영향)

  • Sun-min Kim;Sang-hun Jang
    • The Journal of Korean Academy of Orthopedic Manual Physical Therapy
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    • v.29 no.2
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    • pp.69-75
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    • 2023
  • Purpose: This study examined the distance between the coracoid process and the humeral head using an ultrasonography device when shoulder active contraction were applied according to the guided direction in the end range of shoulder mobilization. This study aims to provide essential data on treating shoulder disease patients. Methods: The subjects of this study were 20 adults with healthy shoulder joints. ultrasonography (US) equipment was used to examine shoulder joint mobilization under two conditions: (1) anteroposterior (AP) joint mobilization and (2) superoinferior (SI) joint mobilization. Shoulder active contraction was assessed in the end range. The distance between the coracoid process and the humeral head was measured. A linear probe was used for US; the frequency was set to 7.5MHz, and the US image display method was set to B-mode. The US measurement values were measured in (1) the starting position, (2) the end range position, and (3) the end range position of the shoulder active contraction, and the moving distance was drawn in a straight line through the US image. The distance was determined as the measurement value, and the average values were compared. Reults: The results were as follows: (1) the measured AP Joint mobilization increased by an average of .52cm from the end range of the joint mobilization with shoulder active contraction; (2) the measured SI Joint mobilization increased by an average of .49cm from the end range of the joint. Conclusion: When shoulder mobilization is applied, the distance between the coracoid process and the humeral head increases when muscle contraction occurs through shoulder active contraction in the end range, according to the therapist's guidance. Therefore, shoulder mobilization combined with shoulder active contraction is an effective treatment method for patients with shoulder injuries.

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A General Multivariate EWMA Control chart

  • Choi, SungWoon;Lee, SaangHoon
    • Management Science and Financial Engineering
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    • v.6 no.1
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    • pp.1-19
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    • 2000
  • This papeer proposes a general approach of the multivariate expontially weighted moving average(MEWMA) chart, in which the smoothing matrix has full elements instead of only diagonal elements. The average run length (ARL) properties of this scheme are examined for a diverse set of quality control environments and the information to design the chhart is provied. Performance of the scheme is measured by estmating ARL and compared to those of two group cumulative sum (CUSUM) chats. The comparison resullts show that the MEWMA chart can improve its ARL performance in detecting a small shifts out-of-control in the start-up stage, the general MEWMA chart of a full smoothing matrix appears to offer an exceptional protection aginst departures from control in the process mean.

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Classification of Time-Series Data Based on Several Lag Windows

  • Kim, Hee-Young;Park, Man-Sik
    • Communications for Statistical Applications and Methods
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    • v.17 no.3
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    • pp.377-390
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    • 2010
  • In the case of time-series analysis, it is often more convenient to rely on the frequency domain than the time domain. Spectral density is the core of the frequency-domain analysis that describes autocorrelation structures in a time-series process. Possible ways to estimate spectral density are to compute a periodogram or to average the periodogram over some frequencies with (un)equal weights. This can be an attractive tool to measure the similarity between time-series processes. We employ the metrics based on a smoothed periodogram proposed by Park and Kim (2008) for the classification of different classes of time-series processes. We consider several lag windows with unequal weights instead of a modified Daniel's window used in Park and Kim (2008). We evaluate the performance under various simulation scenarios. Simulation results reveal that the metrics used in this study split the time series into the preassigned clusters better than do the raw-periodogram based ones proposed by Caiado et al. 2006. Our metrics are applied to an economic time-series dataset.