• KSCI Review
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• v.14 no.1
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• pp.265-271
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• 2006

In this paper, we propose a new automatic fingerprint identification system that identifies individuals in large databases. The algorithm consists of three steps: preprocessing, classification, and matching, in the classification, we present a new classification technique based on the statistical approach for directional image distribution. In matching, we also describe improved minutiae candidate pair extraction algorithm that is faster and more accurate than existing algorithm. In matching stage, we extract fingerprint minutiaes from its thinned image for accuracy, and introduce matching process using minutiae linking information. Introduction of linking information into the minutiae matching process is a simple but accurate way, which solves the problem of reference minutiae pair selection in comparison stage of two fingerprints quickly. This algorithm is invariant to translation and rotation of fingerprint. The proposed system was tested on 1000 fingerprint images from the semiconductor chip style scanner. Experimental results reveal false acceptance rate is decreased and genuine acceptance rate is increased than existing method.

• The Journal of the Acoustical Society of Korea
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• v.26 no.8
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• pp.403-408
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• 2007

In a large corpus-based speech synthesizer, a break, which is a parameter influencing the naturalness and intelligibility, is used as an important feature during a unit selection process. Japanese is a language having intonations, which ate indicated by the relative differences in pitch heights and the APs(Accentual Phrases) are placed according to the changes of the accents while a break occurs on a boundary of the APs. Although a break can be predicted by using J-ToBI(Japanese-Tones and Break Indices), which is a rule-based or statistical approach, it is very difficult to predict a break exactly due to the flexibility. Therefore, in this paper, a method is to conduct a unit search by dividing breaks into two types, such as a fixed break and a flexible break, in order to use the advantages of a large-scale corpus, which includes various types of prosodies. As a result of an experiment, the proposed unit selection method contributed itself to enhance the naturalness of synthesized speeches.

• The Korean Journal of Applied Statistics
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• v.24 no.6
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• pp.1181-1196
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• 2011

Image fusion is the process of combining information from two or more source images of a scene into a single composite image with application to many fields, such as remote sensing, computer vision, robotics, medical imaging and defense. The most common wavelet-based fusion is discrete wavelet transform fusion in which the high frequency sub-bands and low frequency sub-bands are combined on activity measures of local windows such standard deviation and mean, respectively. However, discrete wavelet transform is not translation-invariant and it often yields block artifacts in a fused image. In this paper, we propose a robust image fusion based on the stationary wavelet transform to overcome the drawback of discrete wavelet transform. We use the activity measure of interquartile range as the robust estimator of variance in high frequency sub-bands and combine the low frequency sub-band based on the interquartile range information present in the high frequency sub-bands. We evaluate our proposed method quantitatively and qualitatively for image fusion, and compare it to some existing fusion methods. Experimental results indicate that the proposed method is more effective and can provide satisfactory fusion results.

• Journal of Wetlands Research
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• v.13 no.3
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• pp.499-514
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• 2011

An underlying assumption of traditional hydrologic frequency analysis is that climate, and hence the frequency of hydrologic events, is stationary, or unchanging over time. Under stationary conditions, the distribution of the variable of interest is invariant to temporal translation. Water resources infrastructure planning and design, such as dams, levees, canals, bridges, and culverts, relies on an understanding of past conditions and projection of future conditions. But, Water managers have always known our world is inherently non-stationary, and they routinely deal with this in management and planning. The aim of this paper is to give a brief introduction to non-stationary extreme value analysis methods. In this paper, a non-stationary hydrologic frequency analysis approach is introduced in order to determine probability rainfall consider changing climate. The non-stationary statistical approach is based on the conditional Generalized Extreme Value(GEV) distribution and Maximum Likelihood parameter estimation. This method are applied to the annual maximum 24 hours-rainfall. The results show that the non-stationary GEV approach is suitable for determining probability rainfall for changing climate, sucha sa trend, Moreover, Non-stationary frequency analyzed using SOI(Southern Oscillation Index) of ENSO(El Nino Southern Oscillation).

• Journal of Intelligence and Information Systems
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• v.23 no.2
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• pp.107-122
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• 2017

Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.