• 제목/요약/키워드: transformation approach

검색결과 765건 처리시간 0.028초

변환된 GARCH 모형을 활용한 VaR 추정 (VaR Estimation via Transformed GARCH Models)

  • 박주연;여인권
    • Communications for Statistical Applications and Methods
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    • 제16권6호
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    • pp.891-901
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    • 2009
  • 이 논문에서는 GARCH 모형에서 가정한 오차향의 분포에 근접하도록 자료를 변환하고 변환된 자료를 이용하여 모수와 예측구간을 구한 후 다시 역변환을 통해 원래의 척도에서의 VaR을 계산하는 방법에 대해 알아본다. KOSPI와 KOSDAQ 수익률을 이동시키며 VaR을 계산하고 이들 VaR의 포함확률을 계산하여 병목수준에 얼마나 근접하는지를 알아봄으로써 변환-역변환 방법과 변환을 적용하지 않는 방법의 결과를 비교해 본다.

Moment-Based Density Approximation Algorithm for Symmetric Distributions

  • Ha, Hyung-Tae
    • Communications for Statistical Applications and Methods
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    • 제14권3호
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    • pp.583-592
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    • 2007
  • Given the moments of a symmetric random variable, its density and distribution functions can be accurately approximated by making use of the algorithm proposed in this paper. This algorithm is specially designed for approximating symmetric distributions and comprises of four phases. This approach is essentially based on the transformation of variable technique and moment-based density approximants expressed in terms of the product of an appropriate initial approximant and a polynomial adjustment. Probabilistic quantities such as percentage points and percentiles can also be accurately determined from approximation of the corresponding distribution functions. This algorithm is not only conceptually simple but also easy to implement. As illustrated by the first two numerical examples, the density functions so obtained are in good agreement with the exact values. Moreover, the proposed approximation algorithm can provide the more accurate quantities than direct approximation as shown in the last example.

컴퓨터 비젼을 이용한 파이프 검사시스템에 대한 연구 (A Study about Pipe inspection System for Computer Vision)

  • 박찬호;이병룡;양순용;안경관;오현옥
    • 한국정밀공학회:학술대회논문집
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    • 한국정밀공학회 2002년도 추계학술대회 논문집
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    • pp.521-525
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    • 2002
  • In this paper, a computer-vision based pipe-inspection algorithm is developed. The algorithm uses the modified Hough transformation and a line-scanning approach to identify the edge line and radius of the pipe image, from which the eccentricity and dimension of the pipe-end is calculated. Line and circle detection was performed using Laplace operator with input image, which are acquired from the front and side cameras. In order to minimize the memory usage and the processing time, a clustering method with the modified Hough transformation for line detection. The dimension of inner and outer radius of pipe is calculated by proposed line-scanning method. The method scans several lines along the X and Y axes, calculating the eccentricity of inner and outer circle, by which pipes with wrong end-shape can be classified removed.

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좌표 변환을 이용한 확장 칼만 필터의 구조적 개선 (Structural Improvement of Extended Kalman Filter using Coordinate Transformation)

  • 윤강섭;김종화;황창선;이만형
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1988년도 전기.전자공학 학술대회 논문집
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    • pp.905-908
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    • 1988
  • In recent, Kalman filter technique has been much used as one of technique for tracking of the moving target. But some problem are still remained to be resolved. For example, when Kalman filter technique is applied to nonlinear system, the technique is nonoptimal estimator. Therefore, extended Kalman filter is proposed to reduce modeling error for nonlinear system. In this study, an extended Kalman filter in Cartesian coordinates is described for moving target, when the radar sensor measures range, azimuth and elevation angle in polar coordinates. And an approximate gain computation algorithm is proposed. In this approach, Kalman gains are computed for three uncoupled filter and multiplied by a Jacobian transformation determined from the measured target position and orientation.

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Generation of 2-D Parametric Surfaces with Highly Irregular Boundaries

  • Sarkar, Subhajit;Dey, Partha Pratim
    • International Journal of CAD/CAM
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    • 제8권1호
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    • pp.11-20
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    • 2009
  • The conventional methods of boundary-conformed 2D surfaces generation usually yield some problems. This paper deals with two boundary-conformed 2D surface generation methods, one conventional approach, the linear Coons method, and a new method, boundary-conformed interpolation. In this new method, unidirectional 2D surface has been generated using some of the geometric properties of the given boundary curves. A method of simultaneous displacement of the interpolated curves from the opposite boundaries has been adopted. The geometric properties considered for displacements include weighted combination of angle bisector and linear displacement vectors at all the data-points of the two opposite generating curves. The algorithm has one adjustable parameter that controls the characteristics of transformation of one set of curves from its parents. This unidirectional process has been extended to bi-directional parameterization by superimposing two sets of unidirectional curves generated from both boundary pairs. Case studies show that this algorithm gives reasonably smooth transformation of the boundaries. This algorithm is more robust than the linear Coons method and capable of resolving the 2D boundary-conformed parameterization problems.

원소 변환을 이용한 한글 패턴의 구조 분석 (A Syntactic Structure Analysis of Hangul Using the Primitive Transformation)

  • 강현철;최동혁;이완주;박규태
    • 대한전자공학회논문지
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    • 제26권12호
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    • pp.1956-1964
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    • 1989
  • In this paper, a new method of Hangul recognition is proposed to solve the problems of misrecognition owing to the contacts of FCEs (Fundamental Character Elements) in a Hangul pattern. Structures of FCFs are represented with PAG(Programmed Array Grammar) to recognize an input pattern on 2-D. array of pels., and the unnecessary deformation of the conventional approach can be eliminated by using PEACE parsing which extracts primitives and computes attributes in the course of analyzing the structure of an input pattern. Also, primitive transformation at contacts can afford to confirm all the possible structures of an input pattern and solve the problem of misrecognition owing to the contacts of FCEs. The recognition rate of proposed method for printed Hangul characters shows 96.2% for 1978 Gothic-letters and 92.0% for 1920 Myng-style-letters, respectively.

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재해석 기법을 이용한 동적 구조시스템의 System Identification (System Identification of Dynamic Systems Using Structural Reanalysis Method)

  • 한경봉;박선규;김형열
    • 한국콘크리트학회:학술대회논문집
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    • 한국콘크리트학회 2004년도 추계 학술발표회 제16권2호
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    • pp.421-424
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    • 2004
  • Model updating is a very active research field, in which significant efforts has been invested in recent years. Model updating methodologies are invariably successful when used on noise-free simulated data, but tend to be unpredictable when presented with real experimental data that are-unavoidably-corrupted with uncorrelated noise content. In this paper, Reanalysis using frequency response functions for correlating and updating dynamic systems is presented. A transformation matrix is obtained from the relationship between the complex and the normal frequency response functions of a structure. The transformation matrix is employed to calculate the modified damping matrix of the system. The modified mass and stiffness matrices are identified from the normal frequency response functions by using the least squares method. Full scale pseudo dynamic pier test is employed to illustrate the applicability of the proposed method. The result indicate that the damping matrix of correlated finite element model can be identified accurately by the proposed method. In addition, the robustness of the new approach uniformly distributed measurement noise is also addressed.

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Improvement of Transformation Efficiency by Strategic Circumvention of Restriction Barriers in Streptomyces griseus

  • Suzuki, Hirokazu;Takahashi, Shunji;Osada, Hiroyuki;Yoshida, Ken-Ichi
    • Journal of Microbiology and Biotechnology
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    • 제21권7호
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    • pp.675-678
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    • 2011
  • DNA methylation in Streptomyces griseus IFO 13350 was analyzed by high-performance liquid chromatographic analysis and bisulfite-based analysis to reveal two methylation sites, 5'-$GC^{5m}$ CGGC-3' and 5'-$GAG^{5m}$ CTC-3'. The methylation was reconstituted in Escherichia coli by simultaneous expression of S. griseus SGR4675 and S. achromogenes M.SacI. The E. coli cells produced plasmids that mimicked the methylation profile of S. griseus DNA, which was readily introduced into S. griseus. The results of this study raise the possibility of a promising approach to establish efficient transformation in several streptomycetes.

Web-Enabler: Transformation of Conventional HIMS Data to Semantics Structure Using Hadoop MapReduce

  • Idris, Muhammad;Lee, Sungyoung
    • 한국정보처리학회:학술대회논문집
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    • 한국정보처리학회 2014년도 추계학술발표대회
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    • pp.137-139
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    • 2014
  • Objective: Data exchange, interoperability, and access as a service in healthcare information management systems (HIMS) is the basic need to provision health-services. Data existing in various HIMS not only differ in the basic underlying structure but also in data processing systems. Data interoperability can only be achieved when following a common structure or standard which is shareable such as semantics based structures. We propose web-enabler: A Hadoop MapReduce based distributed approach to transform the existing huge variety data in variety formats to a conformed and flexible ontological format that enables easy access to data, sharing, and providing various healthcare services. Results: For proof of concept, we present a case study of general patient record in conventional system to be enabled for analysis on the web by transforming to semantics based structure. Conclusion: This work achieves transformation of stale as well as future data to be web-enabled and easily available for analytics in healthcare systems.

가변 휠 메커니즘을 가지는 필드 주행 로봇 설계 (Design of Field-Driving Robot with Variable Wheel Mechanism)

  • 이준성;김영석;김건중;유기호
    • 로봇학회논문지
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    • 제14권3호
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    • pp.186-190
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    • 2019
  • When problems occurred in the unstable and/or extreme terrain environment, formal field-driving robots were unable to provide any other options such as the transformation of the wheel and body structure, and so on. For such reason, this paper proposed a novel type of integrated wheel mechanism that can be operated as a conventional driving wheel mode and hybrid wheel-leg mode in order to be negotiated in an unstable terrain environment. The mechanical effect of the proposed variable wheel mechanism was analyzed considering the geometric constraint and power requirement of the actuator for the transformation. In addition, we designed and manufactured the prototype of field-driving robot, which reliably control the variable wheel shape. Finally, the effectiveness of the variable wheel mechanism was verified by preliminary experimental approach.