• 제목/요약/키워드: nonlinear AR

검색결과 59건 처리시간 0.031초

비선형 자기회귀모형을 이용한 남방진동지수 시계열 분석 (Nonlinear Autoregressive Modeling of Southern Oscillation Index)

  • 권현한;문영일
    • 한국수자원학회논문집
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    • 제39권12호
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    • pp.997-1012
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    • 2006
  • 본 연구에서는 조건부 핵밀도함수와 CAFPE(Corrected Asymptotic Final Prediction Error) 차수결정 방법에 근거한 비매개변수적 비선형 자기회귀 (Nonlinear AutoRegressive, NAR) 모형을 소개하고 이를 SOI(Southern Oscillation Index)에 적용하였다. SOI 자료에 대해서 선형 AR 모형을 적용하였으나 잔차에 대한 검정결과 이분산성(heteroscedasticity)을 나타내었다. 또한 BDS(Brock-Dechert-Sheinkman) 검정에서 비선형성이 존재함을 확인하였다. 따라서 NAR 모형에 SOI 자료를 적용시켰다. CAFPE를 이용하여 가장 적합한 모형으로 지체 1, 2와 4가 선택되었으며 조건부 평균함수를 추정하여 SOI 자료를 모의한 결과 잔차에 대해서 정규성과 이분산성 가정이 Jarque-Bera 검정과 ARCH-LM 검정에서 각각 기각되었으며 또한 조건부 표준편차함수의 최적 차수로 3, 8과 9가 CAPFE를 통해 선택되었다. 조건부 평균함수와 표준편차함수를 모두 고려한 모형에 대한 잔차 검정 결과 잔차의 I.I.D 가정을 만족하였으며 특히, BDS 검정에서 신뢰구간 95%와 99%에서 모두 만족한 결과를 나타내었다. 마지막으로 전체의 15%에 해당하는 SOI 자료에 대해서 One-Step 예측을 수행하였으며 선형 모형에 비해 평균제곱예측오차가 7% 적게 나타났다. 따라서, NAR 모형은 여타의 매개변수적 방법과 달리 모형 선택에 있어 자유로우며 비선형성을 고려할 수 있는 모형으로서 SOI 자료와 같은 비선형 자료를 위한 모의방법으로 선형 모형에 비해 많은 장점을 가지고 있다.

얼굴인식에서의 고유값 조정을 통한 비선형 판별 분석의 향상 (Eigenvalue Regularization for Improving Nonlinear LDA in Face Recognition)

  • 김상기;이효빈;김성완;이상윤
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2008년도 하계종합학술대회
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    • pp.985-986
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    • 2008
  • In this paper, we introduce a novel variant of LDA for face renition. The proposed method is derived by regularizing the eigenvalue of nonlinear LDA. We evaluated the proposed method using AR face database, and it showed outstanding and stable performance over the preceding LDA variants.

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Motion estimation using regions

  • Sull, Sanghoon
    • 한국통신학회논문지
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    • 제23권9A호
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    • pp.2333-2344
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    • 1998
  • We present a two step approach for estimating the motionand sturcture parameters from region orrespondences in two frames. Given four or more region corresondences on the same planar surface, the motion and planar orientation parameters are first linearly estimated based on second-order approximation of the displacement field of the image plane. Then, using this linear estimate as an initial guess, a nonlinear estimate is obtained by iteratively minimizing an objective function using the exact experession of the displacement field. The objective function involves the centroids of corresponding regions and relationships among low-order moments. Through simulations, we show that the two-step region-based approach gives robust estimates. The performance of nonlinear region-based estimation is compared with that of linear region-based and point-based methods. Experimental results for two image pairs, on esynthetic and one real, ar epresented to show the practical applicability of our approach.

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Optical and Electrical Properties of $Ti_xSi_{1-x}O_y$ Films

  • Lim, Jung-Wook;Yun, Sun-Jin;Kim, Je-Ha
    • ETRI Journal
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    • 제31권6호
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    • pp.675-679
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    • 2009
  • $Ti_xSi_{1-x}O_y$ (TSO) thin films are fabricated using plasma-enhanced atomic layer deposition. The Ti content in the TSO films is controlled by adjusting the sub-cycle ratio of $TiO_2$ and $SiO_2$. The refractive indices of $SiO_2$ and $TiO_2$ are 1.4 and 2.4, respectively. Hence, tailoring of the refractivity indices from 1.4 to 2.4 is feasible. The controllability of the refractive index and film thickness enables application of an antireflection coating layer to TSO films for use as a thin film solar cell. The TSO coating layer on an Si wafer dramatically reduces reflectivity compared to a bare Si wafer. In the measurement of the current-voltage characteristics, a nonlinear coefficient of 13.6 is obtained in the TSO films.

A New Estimator for Seasonal Autoregressive Process

  • So, Beong-Soo
    • Journal of the Korean Statistical Society
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    • 제30권1호
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    • pp.31-39
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    • 2001
  • For estimating parameters of possibly nonlinear and/or non-stationary seasonal autoregressive(AR) processes, we introduce a new instrumental variable method which use the direction vector of the regressors in the same period as an instrument. On the basis of the new estimator, we propose new seasonal random walk tests whose limiting null distributions are standard normal regardless of the period of seasonality and types of mean adjustments. Monte-Carlo simulation shows that he powers of he proposed tests are better than those of the tests based on ordinary least squares estimator(OLSE).

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실리콘 숏키장벽의 이온선 에칭의 영향 (Influence of Ion Beam Etching on Silicon Schottky Barriers)

  • Wang, Jin-Suk
    • 대한전기학회논문지
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    • 제35권2호
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    • pp.62-66
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    • 1986
  • Ion beam etching of silicon with N2 and Ar gas has been found to cause the band edge to bend downward near the surface in p-type silicon. Rectifying, rather than ohmic contacts are obtained on the structures formed by evaporation of gold and titanium onto ion-bean-etched p-type silicon. The 1/C2 versus V relationship measured at 1MHz is found to be nonlinear for small voltages indicating alteration of the effective doping colse to the silicon surface.

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콘크리트 구조물의 파괴에서의 국소화된 균열진행해석 (Analysis of Crack Localization in Fracture of Concrete Structures)

  • 구자춘;송하원;심별;우승민;변근주
    • 한국콘크리트학회:학술대회논문집
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    • 한국콘크리트학회 2000년도 봄 학술발표회 논문집
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    • pp.583-586
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    • 2000
  • In this paper, the embedded crack approach that crack is modeled by discontinuous line inside finite element is applied for localized progressive fracture analyses. The algorithm for progressive fracture analyses of concrete structure are enhanced by introducing nonlinear softening curve and unloading algorithm of tension-softening curve which can simulate localized fracture of concrete. The failure analysis results ar compared with existing test results for varification.

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A Study on the Support Vector Machine Based Fuzzy Time Series Model

  • Seok, Kyung-Ha
    • Journal of the Korean Data and Information Science Society
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    • 제17권3호
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    • pp.821-830
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    • 2006
  • This paper develops support vector based fuzzy linear and nonlinear regression models and applies it to forecasting the exchange rate. We use the result of Tanaka(1982, 1987) for crisp input and output. The model makes it possible to forecast the best and worst possible situation based on fewer than 50 observations. We show that the developed model is good through real data.

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증강현실을 활용한 국내·외 과학교육 연구 동향 분석 - 초등과학교육 연구를 위한 시사점을 중심으로 - (Analysis of Domestic and Foreign Science Education Research Trends using Augmented Reality - Focusing on Implications for Research in Elementary Science Education -)

  • 나지연;윤회정
    • 한국초등과학교육학회지:초등과학교육
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    • 제40권1호
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    • pp.22-35
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    • 2021
  • In order to investigate the trends in science education research using AR (Augmented Reality) and derive implications for elementary science education, we analyzed 71 research articles on AR application in science education published in both Korea and abroad from 2010 to August 2020. In quantitative aspects, the number of published articles has steadily increased. For domestic researches, the number of papers targeting for elementary school students was higher than that of middle & high school students. In the research method aspects, qualitative methods were most frequently used. In particular, papers regarding the development of AR program and verification of its effectiveness were most frequently published. The researches using mixed method in domestic field were smaller in number than that of the research in abroad. There were similar trends in research targeting elementary school students. In the aspects of the contents, more researches were performed on biology and earth science areas than others. In case of researches for elementary school students, the proportion of researches on biology and earth science was even higher. Domestically the proportion of studies on the convergence of science and non-science subjects was higher than that of foreign studies. The number of researches exploring the effectiveness on 'non-scientific attitude domain', 'cognitive domain', and 'program domain' were relatively higher than that on 'inquiry & practice domain' and 'science-related attitude domain'. For types of AR contents, 'observation manipulation type' was mostly studied, followed by 'experimental activity type', and 'learning guide type'. In case of studies on elementary school students, the ratio of 'observation manipulation type' contents was higher than that of others, whereas studies on 'field problem solving type' were relatively less reported than others. In addition, studies on 'simple interaction' were most frequently reported. Particularly, there were relatively few studies on 'linear and nonlinear interactions' in domestic field. As a result of analyzing key words, we found that the key words related to the characteristics and implementation of AR frequently occurred, and the key words related to elementary education and the merits of AR had many direct connections with other key words.

PM2.5 Estimation Based on Image Analysis

  • Li, Xiaoli;Zhang, Shan;Wang, Kang
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제14권2호
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    • pp.907-923
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    • 2020
  • For the severe haze situation in the Beijing-Tianjin-Hebei region, conventional fine particulate matter (PM2.5) concentration prediction methods based on pollutant data face problems such as incomplete data, which may lead to poor prediction performance. Therefore, this paper proposes a method of predicting the PM2.5 concentration based on image analysis technology that combines image data, which can reflect the original weather conditions, with currently popular machine learning methods. First, based on local parameter estimation, autoregressive (AR) model analysis and local estimation of the increase in image blur, we extract features from the weather images using an approach inspired by free energy and a no-reference robust metric model. Next, we compare the coefficient energy and contrast difference of each pixel in the AR model and then use the percentages to calculate the image sharpness to derive the overall mass fraction. Furthermore, the results are compared. The relationship between residual value and PM2.5 concentration is fitted by generalized Gauss distribution (GGD) model. Finally, nonlinear mapping is performed via the wavelet neural network (WNN) method to obtain the PM2.5 concentration. Experimental results obtained on real data show that the proposed method offers an improved prediction accuracy and lower root mean square error (RMSE).