• Title/Summary/Keyword: time correlation

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Multivariate Volatility Analysis via Canonical Correlations for Financial Time Series (정준상관분석을 통한 다변량 금융시계열의 변동성 분석)

  • Lee, Seung Yeon;Hwang, S.Y.
    • The Korean Journal of Applied Statistics
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    • v.27 no.7
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    • pp.1139-1149
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    • 2014
  • Multivariate volatility is summarized through canonical correlation analysis (CCA). Along with the standard CCA, non-negative and sparse canonical correlation analysis (NSCCA) is introduced to make sure that volatility coefficients are non-negative and the number of coefficients in the volatility CCA is as small as possible. Various multivariate financial time series are analyzed to illustrate the main contribution of the paper.

Image registration using Hough transform and Phase correlation in Wavelet domain

  • Summar, Bhuttichai;Chitsobhuk, Orachat;Kasemsiri, Watjanapong
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.2006-2009
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    • 2005
  • This paper presents a method for registering images using phase correlation technique in fourier domain, hough transform and multi-resolution wavelet. To register images, source and input images are transformed to wavelet domain. An angular transition can be obtained by applying hough transform technique followed by phase correlation. Then we apply phase correlation technique to find x-axis and y-axis transition. We apply wavelet transform to reduce processing time and also use its coefficients as edge information instead of canny detector. With multi-resolution property of wavelet transform, registration time can be greatly reduced. After we get all transition parameters, we transform the input images according to these parameters. Then, we compose and blend all images into a new large image with details of all source images. From our experiment, we can find the accurate transition both x-y translation and angular transition with less error.

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A STUDY OF THE DYNAMICAL CROSS CORRELATION FUNCTION IN A BLACK HOLE SOURCE XTE J1550-564

  • SRIRAM, K.;CHOI, C.S.;RAO, A.R.
    • Publications of The Korean Astronomical Society
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    • v.30 no.2
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    • pp.599-601
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    • 2015
  • The short time scale X-ray variability associated with the accretion disk around compact objects is complex and is vaguely understood. The study of the cross correlation function gives an insight into the energy dependent behavior of the variations and hence connected processes. Using high resolution RXTE data, we investigate the dynamical cross correlation function of an observation of a black hole source XTE J1550-564 in the steep power law state. The cross correlation between soft and hard X- ray energy bands revealed both correlated and anti-correlated delays (${\leq}{\pm}15s$) on a correlation time scale of 50 s. It was noticed that the observed delays were similar to the delays between X-ray and optical/IR bands in other black hole and neutron star sources. We discuss the possible mechanisms/processes to explain the observed delays in the dynamical CCF.

The Effect of Vitamin D Status on Bone Mineral Density of Korean (한국 성인의 Vitamin D 영양 상태가 골밀도에 미치는 영향)

  • 문수재
    • Journal of Nutrition and Health
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    • v.31 no.1
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    • pp.46-61
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    • 1998
  • This study was carried out to evaluate the effects of vitamin D nutritional status on bone mineral density of adults (21-49 years). To attain the aim, we measured bone mineral density (BMD) of the subjects at distal radius by single-photon absorptiometry (SPA). Serum level of 25-hydroxyvitamin D(25-(OH)D) , known to be the best indicator of indicator of vitamin D status in humans was analyzed . The factors affecting this vitamin D level were also investigated in autumn in 122 young adults. Serum level of 25-(OH)D was measured by high pressure liquid chromatography(HPLC) and biochemical variables, general health status, time spent outdoors, and dietary intakes of the subjects. BMD of the male subjects was significantly greater than that of female subjects. Weight, activity and total energy expediture (TEE) showed a positive correlation with distal BMD. The mean level of serum 25-(OH)D was 24.4$\pm$11.0 ng./ml and by sex, 26.0$\pm$6.8ng/ml for males and 23.3$\pm$12.3ng/ml for females , the level was significantly higher in male (p<0.01). there was significant correlation between BMD at distal-radius and s-25(OH)D levels (p<0.001). The serum level fo parathyroid hormone (PTH) showed a negative correlation with BMD(p<0.05), with the more obvious correlation in females. Vitamin D intake was estimated to be 3.75$\pm$2.19ug/day in average. Among the nutrients studied, protein ,fat, calcium , and vitamin D intake were positively correlated with distal BMD. When food frequencies were concerned , milk and dairy products showed a significant positive correlation with the BMD level, and driedfoods, eggs , fats and oils, and cereals also showed a positive correlation. Time spent outdoors was estimated to be about 70 minutes in average and positively correlated with the distal BMD level(p<0.01). During the day, the specific time between 12 :00pm and 2:00pm showed the most significant correlation with BMD (p<0.001). Multiple regression analysis with the variables showed that distal BMD could be fit 31.9% by the time spent outdoors a day, intake of Ca and vitamin D, and TEE. The standardized estimates were 0.344 for vitamin D intake, 0.284 for Ca intake 0.179 for the time spent outdoors a day and 0.273 for TEE. For males, s-25*OH)D level, TEE and time spent outdoors during a day showed a significant correlation. For females, intake of Ca and vitamin D could fit about 27.1% of the distal BMD.

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Time Delay Estimation using Wavelet Transform (웨이블릿 변환을 이용한 시간 지연 추정법)

  • Kim Doh-Hyoung;Park Youngjin
    • Proceedings of the Acoustical Society of Korea Conference
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    • spring
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    • pp.165-168
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    • 2000
  • A fast estimation method using wavelet transform for a time delay system is proposed. Main point of this method is to get the wavelet transform of the correlation between the input signal and delayed signal using transformed signals. But wavelet transform using Haar wavelet functions has basis with different phases and can offers a bisection method to estimate a time delay of a signal. Selective computation of the transform of correlation is performed and the computational complexity is reduced. Computational order of this method is O(N log N) and it is much love. than a simple correlation esimation when the length of signal is long.

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Fingerprint Template Protection Using One-Time Fuzzy Vault

  • Choi, Woo-Yong;Chung, Yong-Wha;Park, Jin-Won;Hong, Do-Won
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.5 no.11
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    • pp.2221-2234
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    • 2011
  • The fuzzy vault scheme has emerged as a promising solution to user privacy and fingerprint template security problems. Recently, however, the fuzzy vault scheme has been shown to be susceptible to a correlation attack. This paper proposes a novel scheme for one-time templates for fingerprint authentication based on the fuzzy vault scheme. As in one-time passwords, the suggested method changes templates after each completion of authentication, and thus the compromised templates cannot be reused. Furthermore, a huge number of chaff minutiae can be added by expanding the size of the fingerprint image. Therefore, the proposed method can protect a user's fingerprint minutiae against the correlation attack. In our experiments, the proposed approach can improve the security level of a typical approach against brute-force attack by the factor of $10^{34}$.

Extended Constant Conditional Correlation (ECCC) Model for Multivariate GARCH Time Series: an Illustration (다변량 GARCH 모형의 CCC 및 ECCC 비교분석)

  • Lee, Seung Yeon;Hwang, S.Y.
    • The Korean Journal of Applied Statistics
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    • v.27 no.7
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    • pp.1219-1228
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    • 2014
  • Constant conditional correlation (CCC) is frequently employed for parsimony in the field of multivariate GARCH time series. An extended-CCC (ECCC) model is further developed in order to allow interactions between multivariate volatilities. The paper introduces both CCC model and ECCC model to the domestic financial time series. The CCC and ECCC models are fitted and then compared with each other through various multivatiate time series.

A Study on the Time Intergrating Correlator Using Acoustooptic Effect (Acoustooptic효과를 이용한 시간 적분 상관기에 관한 연구)

  • 김경태;박한규
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.11 no.5
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    • pp.360-369
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    • 1986
  • An AO TIC system for performing real-time correlation of two signals is constructed. It uses AOD(Acoustooptic Device) and CCD(Charge Coupled Device). An acoustooptic technique for achieving signal correlation isdescribed. The statistical analysis for correlator's output SNR is presented and experimental procedure for implemention of this technique are result shown. Since the correlation intergration is performed in time rather thatn space, the SNR of this system can be greatly improved.

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Optimal Variable Selection in a Thermal Error Model for Real Time Error Compensation (실시간 오차 보정을 위한 열변형 오차 모델의 최적 변수 선택)

  • Hwang, Seok-Hyun;Lee, Jin-Hyeon;Yang, Seung-Han
    • Journal of the Korean Society for Precision Engineering
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    • v.16 no.3 s.96
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    • pp.215-221
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    • 1999
  • The object of the thermal error compensation system in machine tools is improving the accuracy of a machine tool through real time error compensation. The accuracy of the machine tool totally depends on the accuracy of thermal error model. A thermal error model can be obtained by appropriate combination of temperature variables. The proposed method for optimal variable selection in the thermal error model is based on correlation grouping and successive regression analysis. Collinearity matter is improved with the correlation grouping and the judgment function which minimizes residual mean square is used. The linear model is more robust against measurement noises than an engineering judgement model that includes the higher order terms of variables. The proposed method is more effective for the applications in real time error compensation because of the reduction in computational time, sufficient model accuracy, and the robustness.

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Correlation Between Rheology Parameters and Slump Flow Based on Elapsed Time After Concrete Mixing (콘크리트 비빔 후 경과 시간에 따른 레올로지 정수와 슬럼프 플로의 상관 관계 분석)

  • Lee, Yu-Jeong;Kim, Young-Ki;Han, Dong-Yeop
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2022.04a
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    • pp.53-54
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    • 2022
  • This study is a basic study to establish the relationship between the conventional fluidity evaluation data of concrete and the rheology parameters. the slump flow and rheology parameters were measured according to the elapsed time after the concrete was mixed. The correlation between the slump flow and the rheology constant was analyzed and the effect of the elapsed time after concrete beating on the correlation between the two data was analyzed.

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