• Title/Summary/Keyword: natural cubic spline

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A Study on the detection of curve lane using Cubic Spline (Cubic Spline 곡선을 이용한 곡선 차선 인식에 관한 연구)

  • Kang, Sung-Hak;Cheong, Cha-Keon
    • Proceedings of the KIEE Conference
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    • 2004.11c
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    • pp.169-171
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    • 2004
  • This paper propose a new detection method of curve lane using Catmull-Rom spline for recognition various shape of the curve lane. To improve the accracy of lane detection, binarization and thinning process are firstly performed on the input image. Next, features on the curve lane such as curvature and orientation are extracted, and the control points of Catmull-Rom spline are detected to recognize the curve lane. Finally, Computer simulation results are given using a natural test image to show the efficiency of the proposed scheme.

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Estimating the Natural Cubic Spline Volatilities of the ASEAN-5 Exchange Rates

  • LAIPAPORN, Jetsada;TONGKUMCHUM, Phattrawan
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.3
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    • pp.1-10
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    • 2021
  • This study examines the dynamic pattern of the exchange rate volatilities of the ASEAN-5 currencies from January 2006 to August 2020. The exchange rates applied in this study comprise bilateral and effective exchange rates in order to investigate the influence of the US dollar on the stability of the ASEAN-5 currencies. Since a volatility model employed in this study is a natural cubic spline volatility model, the Monte Carlo simulation is consequently conducted to determine an appropriate criterion to select a number of quantile knots for this model. The simulation results reveal that, among four candidate criteria, Generalized Cross-Validation is a suitable criterion for modeling the ASEAN-5 exchange rate volatilities. The estimated volatilities showed the inconstant dynamic patterns reflecting the uncertain exchange rate risk arising in international transactions. The bilateral exchange rate volatilities of the ASEAN-5 currencies to the US dollar are more variable than their corresponding effective exchange rate volatilities, indicating the influence of the US dollar on the stability of the ASEAN-5 currencies. The findings of this study suggest that the natural cubic spline volatility model with the quantile knots selected by Generalized Cross-Validation is practical and can be used to examine the dynamic patterns of the financial volatility.

Accurate Prediction of the Pricing of Bond Using Random Number Generation Scheme (난수 생성기법을 이용한 채권 가격의 정확한 예측)

  • Park, Ki-Soeb;Kim, Moon-Seong;Kim, Se-Ki
    • Journal of the Korea Society for Simulation
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    • v.17 no.3
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    • pp.19-26
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    • 2008
  • In this paper, we propose a dynamic prediction algorithm to predict the bond price using actual data set of treasure note (T-Note). The proposed algorithm is based on term structure model of the interest rates, which takes place in various financial modelling, such as the standard Gaussian Wiener process. To obtain cumulative distribution functions (CDFs) of actual data for the interest rate measurement used, we use the natural cubic spline (NCS) method, which is generally used as numerical methods for interpolation. Then we also use the random number generation scheme (RNGS) to calculate the pricing of bond through the obtained CDF. In empirical computer simulations, we show that the lower values of precision in the proposed prediction algorithm corresponds to sharper estimates. It is very reasonable on prediction.

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A New Dynamic Prediction Algorithm for Highway Traffic Rate (고속도로 통행량 예측을 위한 새로운 동적 알고리즘)

  • Lee, Gwangyeon;Park, Kisoeb
    • Journal of the Korea Society for Simulation
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    • v.29 no.3
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    • pp.41-48
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    • 2020
  • In this paper, a dynamic prediction algorithm using the cumulative distribution function for traffic volume is presented as a new method for predicting highway traffic rate more accurately, where an approximation function of the cumulative distribution function is obtained through numerical methods such as natural cubic spline interpolation and Levenberg-Marquardt method. This algorithm is a new structure of random number generation algorithm using the cumulative distribution function used in financial mathematics to be suitable for predicting traffic flow. It can be confirmed that if the highway traffic rate is simulated with this algorithm, the result is very similar to the actual traffic volume. Therefore, this algorithm is a new one that can be used in a variety of areas that require traffic forecasting as well as highways.

HIGHER ORDER GALERKIN FINITE ELEMENT METHOD FOR THE GENERALIZED DIFFUSION PDE WITH DELAY

  • LUBO, GEMEDA TOLESSA;DURESSA, GEMECHIS FILE
    • Journal of applied mathematics & informatics
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    • v.40 no.3_4
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    • pp.603-618
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    • 2022
  • In this paper, a numerical solution of the generalized diffusion equation with a delay has been obtained by a numerical technique based on the Galerkin finite element method by applying the cubic B-spline basis functions. The time discretization process is carried out using the forward Euler method. The numerical scheme is required to preserve the delay-independent asymptotic stability with an additional restriction on time and spatial step sizes. Both the theoretical and computational rates of convergence of the numerical method have been examined and found to be in agreement. As it can be observed from the numerical results given in tables and graphs, the proposed method approximates the exact solution very well. The accuracy of the numerical scheme is confirmed by computing L2 and L error norms.

Reconstruction of missing response data for identification of higher modes

  • Shrikhande, Manish
    • Earthquakes and Structures
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    • v.2 no.4
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    • pp.323-336
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    • 2011
  • The problem of reconstruction of complete building response from a limited number of response measurements is considered. The response at the intermediate degrees of freedom is reconstructed by using piecewise cubic Hermite polynomial interpolation in time domain. The piecewise cubic Hermite polynomial interpolation is preferred over the spline interpolation due to its trend preserving character. It has been shown that factorization of response data in variable separable form via singular value decomposition can be used to derive the complete set of normal modes of the structural system. The time domain principal components can be used to derive empirical transfer functions from which the natural frequencies of the structural system can be identified by peak-picking technique. A reduced-rank approximation for the system flexibility matrix can be readily constructed from the identified mass-orthonormal mode shapes and natural frequencies.

Numerical Investigation of Transverse Dispersion in Natural Channels (자연하천에서 오염물질의 횡확산에 관한 수치모형)

  • 서일원;김대근
    • Water for future
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    • v.28 no.5
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    • pp.151-162
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    • 1995
  • A two-dimensional stream tube dispersion model is developed to simulate accurately transverse dispersion processes of pollutants in natural channels. Two distinct features of the stream tube dispersion model derived herein are that it employs the transverse cumulative discharge as an independent variable replacing the transverse distance and that it is developed in a natural coordinate system which follows the general direction of the channel flow. In the model studied, Eulerian-Lagrangian method is used to solve the stream tube dispersion equation. The stream tube dispersion equation is decoupled into two components by the operator-splitting approach; one is governing advection and the other is governing dispersion. The advection equation has been solved using the method of characteristics and the results are interpolated onto Eulerian grid on which the dispersion equation is solved by centered difference method. In solving the advection equation, cubic spline interpolating polynomials is used. In the present study, the results of the application of this model to a natural channel are compared with a steady-state flow measurements. Simulation results are in good accordance with measured data.

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Shape Optimization of the Cross-section of a Rotating Cantilever Beam (회전 외팔보의 단면 형상 최적화)

  • Cho, Jung-Eun;Yoo, Hong-Hee
    • Proceedings of the KSME Conference
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    • 2003.04a
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    • pp.746-751
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    • 2003
  • When a cantilever beam rotates about the axis perpendicular to its longitudinal axis, its natural frequencies vary. This phenomenon which is caused by centrifugal inertia forces is often referred to as the stiffening effects. Since the variation of natural frequencies often creates critical problems for the rotating structures, it is necessary to control the variation of natural frequencies. As the cross section of a rotating cantilever beam varies, natural frequencies can be changed. The thickness and the width of the cantilever beam are assumed to be cubic spline functions in the present work. An optimization method is employed to find the optimal thickness and width of the rotating beam. This result can be used for the design of rotating structures such as turbine and helicopter blades.

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Shape Optimization of a Rotating Cantilever Beam Considering Its Modal and Stress Characteristics (회전 외팔보의 진동 및 응력 특성을 고려한 형상 최적화)

  • Yun, Yeong-Hun;Yu, Hong-Hui
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.25 no.4
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    • pp.645-653
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    • 2001
  • It is well known that natural frequencies increase when a cantilever beam rotates about the axis perpendicular to its longitudinal axis. Such phenomena that are caused by centrifugal inertia forces are often referred to as the stiffening effects. Occasionally it is necessary to control the variation of a natural frequency or the maximum stress of a rotating beam. By changing the thickness of the rotating beam, the modal or the stress characteristics can be changed. The thickness of the rotating beam is assumed to be a cubic spline function in the present work. An optimization method is employed to find the optimal thickness shape of the rotating beam. This method can be utilized for the design of rotating structures such as turbine blades and aircraft rotary wings.

Shape Optimization of a Rotating Cantilever Beam Considering Its Modal Characteristics (진동 특성을 고려한 회전 외팔보 형상의 최적화)

  • Yun, Young-Hoon;Yoo, Hong-Hee
    • Proceedings of the KSME Conference
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    • 2000.04a
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    • pp.643-648
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    • 2000
  • It is well known that natural frequencies increase when a cantilever beam rotates about the axis perpendicular to its longitudinal axis. Such phenomena that are caused by centrifugal inertia forces are often referred to as the stiffening effects. Occasionally it is necessary to control the variation of a natural frequency of a rotating beam. By changing the thickness of the rotating beam, the modal characteristics can be changed. The thickness of the rotating beam is assumed to be a cubic spline function in the present work. An optimization method is employed to find the optimal thickness shape of the rotating beam. This method can be utilized usefully for the design of rotating structures such as turbine blades and aircraft rotary wings.

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