• 제목/요약/키워드: rate-based

검색결과 23,588건 처리시간 0.052초

Artificial Neural Networks for Interest Rate Forecasting based on Structural Change : A Comparative Analysis of Data Mining Classifiers

  • Oh, Kyong-Joo
    • Journal of the Korean Data and Information Science Society
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    • 제14권3호
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    • pp.641-651
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    • 2003
  • This study suggests the hybrid models for interest rate forecasting using structural changes (or change points). The basic concept of this proposed model is to obtain significant intervals caused by change points, to identify them as the change-point groups, and to reflect them in interest rate forecasting. The model is composed of three phases. The first phase is to detect successive structural changes in the U. S. Treasury bill rate dataset. The second phase is to forecast the change-point groups with data mining classifiers. The final phase is to forecast interest rates with backpropagation neural networks (BPN). Based on this structure, we propose three hybrid models in terms of data mining classifier: (1) multivariate discriminant analysis (MDA)-supported model, (2) case-based reasoning (CBR)-supported model, and (3) BPN-supported model. Subsequently, we compare these models with a neural network model alone and, in addition, determine which of three classifiers (MDA, CBR and BPN) can perform better. For interest rate forecasting, this study then examines the prediction ability of hybrid models to reflect the structural change.

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Time-varying Cointegration Models and Exchange Rate Predictability in Korea

  • PARK, SOOKYUNG;PARK, CHEOLBEOM
    • KDI Journal of Economic Policy
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    • 제37권4호
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    • pp.1-20
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    • 2015
  • We examine the validity of popular exchange rate models such as the purchasing power parity (PPP) hypothesis and the monetary model for Korean won/US dollar exchange rate. Various specification tests demonstrate that Korean data are more favorable for both models based on time-varying cointegration coefficients as compared to those based on constant cointegration coefficients. When the abilities to predict future exchange rates between those models based on time-varying cointegration coefficients are compared, an in-sample analysis shows that the time-varying PPP (monetary model) has better predictive power over horizons shorter (longer) than one year. Results from an out-of-sample analysis indicate that the time-varying PPP outperforms models based on constant cointegration coefficients when predicting future exchange rate changes in the long run.

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A Spectral Efficient NOMA-based Two-Way Relaying Scheme for Wireless Networks with Two Relays

  • Li, Guosheng
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제15권1호
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    • pp.365-382
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    • 2021
  • This paper proposes a novel two-way relaying (TWR) approach for a two-relay wireless network based on non-orthogonal multiple access (NOMA), where two terminals exchange messages with a cellular base station (BS) via two intermediate relay stations (RSs). We propose a NOMA-based TWR approach with two relaying schemes, i.e., amplify-and-forward (AF) and decode-and-forward (DF), referred to as NOMA-AF and NOMA-DF. The sum-rate performance of our proposed NOMA-AF and NOMA-DF is analyzed. A closed-form sum-rate upper bound for the NOMA-AF is obtained, and the exact ergodic sum-rate of NOMA-DF is also derived. The asymptotic sum-rate of NOMA-AF and NOMA-DF is also analyzed. Simulation results show that the proposed scheme outperforms conventional orthogonal multiple access based transmission schemes. It is also shown that increasing the transmit power budget of the relays only cannot always improve the sum-rates.

하이브리드 위너 필터링 간섭제거 기법을 이용한 다중 데이터 율 DS/CDMA 시스템의 성능 분석 (Performance of GHICW(Group-wise Hybrid Interference Cancellation Scheme based on Wiener filtering) in Multi Rate DS-CDMA System)

  • 정재필;최원태;박상규
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2000년도 추계종합학술대회 논문집(1)
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    • pp.145-148
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    • 2000
  • This paper presents the performance of a GHICW(Group-wise Hybrid Interference Cancellation scheme based on Wiener filtering) receiver for the multi-rate DS-CDMA system. Our scheme has a small processing delay and a simple hardware complexity compared to ordinary interference cancellation schemes by grouping users with the same date rate. The performance improvement of the low rate user is obtained by using a Wiener filter which precisely estimates the high rate users' bit.

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부품 수요율을 고려한 제조 셀의 운용 (A Study of Manufacturing Cell Based on the Demand Rate)

  • 박승헌
    • 산업경영시스템학회지
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    • 제22권49호
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    • pp.67-76
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    • 1999
  • This research presents the relationship among machining time, cycle time and demand rate in a cellular manufacturing system. The manufacturing cell produces part families by automated machines. This paper discusses the cases of increasing demand rate in an existing cell and designing cell based on the demand rate. This research developed an algorithm for decision making such as cycle time, machines and workers in order to minimize the total machine capacity and the number of workers for any given demand rate. The proposed algorithm was successfully applied for the design and operation of cell manufacturing with a good result.

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효과적인 예측 기반 비디오 비트율 제어 기법 (Efficient Prediction-based Video Rate Control Technique)

  • 김진열;김영로;고성제
    • 한국통신학회논문지
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    • 제24권10A호
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    • pp.1555-1562
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    • 1999
  • 제한된 전송속도와 버퍼크기에 따라 효과적으로 비디오 전송을 하기 위하여 비디오 비트율 제어 기법들이 제안되어 왔다. 그러나 기존의 제안된 기법들에서는 비트율을 제어하는 부호 파라미터, 양자화 크기 등이 일단 영상이 부호화된 다음 얻어진 정보를 바탕으로 조정된다. 그러므로 현재 부호화하는 프레임의 복잡도에 적절하게 비트율을 제어하지 못하거나 지연이 발생하는 단점이 있다. 본 논문에서는 DCT를 기반으로 한 활성도를 이용하여 비트율 예측하는 기법을 제안하였다. 제안된 기법은 비디오 비트율 제어에 효과적으로 적용할 수 있다. 실험을 통하여 제안한 예측기반 비트율 제어 기법이 장면변환 및 갑자기 비트량이 많이 발생하는 프레임에도 잘 적용될 수 있으며, TM5 기법보다도 향상된 PSNR과 비트율 제어 성능을 보였다.

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Rate Modulation Strategy for Behaviors of a Mobile Robot

  • Kim, Hong-Ryeol;Kim, Joo-Min;Kim, Dae-Won
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2003년도 ICCAS
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    • pp.1109-1114
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    • 2003
  • In this paper, task control architecture is proposed for a mobile robot with behaviors based on cognition theory to endow the robot intelligence. In the task control architecture, task manager is introduced especially for the management of computational resource. The management is based on classical RMS (Rate Monotonic Strategy), but with online rate modulation strategy. The rate modulation is performed using the value variances of behavior execution for the task. Because the values are based on natively uncertain sensor information, they are modeled using PDF (probability Density Function). As a rate modulation process, the range of the rate modulation is defined firstly by real-time constraints of RMS and discrete control stability of behaviors. With the allowable range, rate modulations are performed considering harmonic bases to maintain utilization bound without decrease. To evaluate the efficiency of the proposed rate modulation strategy, a simulation test is performed to compare the efficiency between the control architecture with the proposed strategy and previous one. A performance index with the formalization of propensity of resource allocation is proposed and utilized for the simulation test. To evaluate the appropriateness of the performance index, the performance index is compared with practical one through a practical simulation test.

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중온화 첨가제 첨가비율에 따른 현장 적용성 평가 및 실내 역학적 거동 특성 연구 (Evaluation of Field Application and Laboratory Performance of Warm-Mix Asphalt According to the Dosage Rate of Additive)

  • 양성린;백철민;황성도;권수안
    • 한국도로학회논문집
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    • 제15권4호
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    • pp.117-125
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    • 2013
  • PURPOSES : The purpose of this study is to evaluate of field application and laboratory performance of warm-mix asphalt (WMA) according to the dosage rate of organic-based WMA additive. METHODS: Three asphalt mixtures, i.e., hot mix asphalt (HMA), WMA with the dosage rate of 1.5%, WMA with the dosage rate of 1.0%, were sampled from the asphalt plant when the field trial project were constructed. With these mixtures, the laboratory testings were performed to evaluate the linear viscoelastic characteristics and the resistance to moisture, rutting and fatigue damage. RESULTS : From the laboratory test results, it was found that the WMA with the reduced dosage rate of additive would be comparable to HMA and WMA with the original dosage rate in terms of the dynamic modulus, tensile strength ratio, rutting resistance. However, the fatigue reisistance of WMA with the reduced dosage rate was slightly worse but it should be noted that the fatigue performance is necessarily predicted by combining the material properties and pavement structure. CONCLUSIONS: Through the field construction and laboratory testings, the dosage rate of organic-based WMA additive could be reduced from 1.5% to 1.0% without the significant decrease of compactability and laboratory performance. The long-term performance of the constructed pavement will be periodically monitored to support the findings from this study.

적외선 램프를 이용하여 소결한 구리 나노잉크의 전기적 특성 평가에 관한 연구 (Electrical Property Evaluation of Printed Copper Nano-Ink Annealed with Infrared-Lamp Rapid Thermal Process)

  • 한현숙;김창규;양승진;김윤현
    • 한국재료학회지
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    • 제26권4호
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    • pp.216-221
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    • 2016
  • A sintering process for copper based films using a rapid thermal process with infrared lamps is proposed to improve the electrical properties. Compared with films produced by conventional thermal sintering, the microstructure of the copper based films contained fewer internal and interfacial pores and larger grains after the rapid thermal process. This high-density microstructure is due to the high heating rate, which causes the abrupt decomposition of the organic shell at higher temperatures than is the case for the low heating rate; the high heating rate also induces densification of the copper based films. In order to confirm the effect of the rapid thermal process on copper nanoink, copper based films were prepared under varying of conditions such as the sintering temperature, time, and heating rate. As a result, the resistivity of the copper based films showed no significant changes at high temperature ($300^{\circ}C$) according to the sintering conditions. On the other hand, at low temperatures, the resistivity of the copper based films depended on the heating rate of the rapid thermal process.

Development of a Sleep-driving Accident Prevention System based on pulse

  • Bae, Seung-Woo;Seo, Jung-Hwa
    • 한국인공지능학회지
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    • 제6권1호
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    • pp.11-15
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    • 2018
  • The purpose of this study is to develop a pulsatile drowsiness detection system that can compensate the limitations of existing camera - based or breathing pressure sensor based Drowsiness driving prevention systems. A heart rate sensor mounted on the driver's finger and an alarm system that sounds when drowsiness is detected. The heart rate sensor was used to measure pulse changes in the wrist, and an alarm system based on the Arduino, which works in conjunction with the laptop, generates an audible alarm in the event of drowsiness. In this paper, we assume that the pulse rate of the drowsy state is 60 ~ 65 times / minute, which is the middle between the awake state and the sleep state. As a result of the experiment, the alarm sounded when the driver's pulse rate was in the drowsy pulse rate range. Based on these experiments, the drowsiness detection system was able to detect the drowsiness of the driver successfully in real time. A more effective drowsiness prevention system can be developed in the future by incorporating the results of the present study on a pulse-based drowsiness prevention system in an existing drowsiness prevention system.