• 한국음향학회지
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• 제31권2호
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• pp.93-99
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• 2012

음성코딩 시 성도는 Linear Predictive Coding (LPC) 계수를 이용해서 모델링 한다. 일반적으로 LPC 계수는 양자화와 선형보간 관점에서 유리한 Line Spectral Frequency (LSF) 파라미터로 변경하여 사용한다. 10차 이상의 다차원 LSF 데이터를 벡터 양자화를 이용하여 직접 코딩하게 되면 벡터 내 상관관계 (intra-frame correlation)를 모두 이용할 수 있으므로 rate-distortion 관점에서는 높은 효율을 기대할 수 있다. 하지만, 계산량과 메모리 요구량이 높아져서 실제 코딩 시스템에서는 사용할 수 없게 되므로, 차원을 나누어 압축하는 Split Vector Quantization (SVQ)이 이용된다. 또한, LSF 데이터는 과거 벡터와의 벡터 간 상관관계 (inter-frame correlation)가 높으므로, 이를 이용한 Predictive Split Vector Quantization (PSVQ)이 사용되고 있다. PSVQ는 SVQ 보다 높은 rate-distortion 성능을 보인다. 본 논문에서는 음성 저장 장치를 위한 최적의 PSVQ를 구현하기 위해서 다수의 과거 프레임 정보와의 벡터 간상관관계 (inter-frame correlation)를 고려한 Multi-Frame AR-model 기반 SVQ (MF-AR-SVQ)를 제안하였다. 기존 PSVQ와 비교해 보았을 때, MF-AR-SVQ는 계산량과 메모리 요구량의 큰 증가 없이, 평균 spectral distortion 관점에서 약 1비트의 성능 향상을 보였다.

• Journal of the Korean Data and Information Science Society
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• 제18권1호
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• pp.73-80
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• 2007

Cointegration(together with VARMA(vector ARMA)) has been proven to be useful for analyzing multivariate non-stationary data in the field of financial time series. It provides a linear combination (which turns out to be stationary series) of non-stationary component series. This linear combination equation is referred to as long term equilibrium between the component series. We consider two sets of Korean bivariate financial time series and then illustrate cointegration analysis. Specifically estimated VAR(vector AR) and VECM(vector error correction model) are obtained and CV(cointegrating vector) is found for each data sets.

• 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.

• Structural Engineering and Mechanics
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• 제15권3호
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• pp.299-314
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• 2003

This investigation presents an efficient method for identifying modal characteristics from the measured displacement, velocity and acceleration signals of multiple channels on structural systems. A Vector Backward Auto-Regressive model (VBAR) that describes the relationship between the output information in different time steps is used to establish a backward state equation. Generally, the accuracy of the identified dynamic characteristics can be improved by increasing the order of the Auto-Regressive model (AR) in cases of measurement of data under noisy circumstances. However, a higher-order AR model also induces more numerical modes, only some of which are the system modes. The proposed VBAR model provides a clear characteristic boundary to separate the system modes from the spurious modes. A numerical example of a lumped-mass model with three DOFs was established to verify the applicability and effectiveness of the proposed method. Finally, an offshore platform model was experimentally employed as an application case to confirm the proposed VBAR method can be applied to real-world structures.

• Journal of the Korean Data and Information Science Society
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• 제23권6호
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• pp.1093-1102
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• 2012

본 연구에서는 다변량시계열모형인 VAR (vector autoregressive regression)모형에 의하여 금리 스프레드의 시계열예측을 수행하였다. 국내외 거시경제변수들 중에서 교차상관분석 및 그랜져인과 검정을 통하여 상호간에 설명력이 있는 변수들을 추출하여 VAR모형의 시계열변수로 사용하였다. 마지막 12개월의 예측치에 대한 MAPE (mean absolute percentage error)와 RMSE (root mean square error)에 근거하여 모형의 예측력을 단일변량 시계열모형인 AR (autoregressive regression) 모형과 비교하였다.

• 한국소음진동공학회논문집
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• 제13권1호
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• pp.48-55
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• 2003

Hidden Markov Model(HMM) has a doubly embedded stochastic process with an underlying stochastic process that can be observed through another set of stochastic processes. This structure of HMM is useful for modeling vector sequence that doesn't look like a stochastic process but has a hidden stochastic process. So, HMM approach has become popular in various areas in last decade. The increasing popularity of HMM is based on two facts : rich mathematical structure and proven accuracy on critical application. In this paper, we applied continuous HMM (CHMM) approach with AR coefficient to detect and predict the chatter of lathe bite and to diagnose the wear of oil Journal bearing using rotor shaft displacement. Our examples show that CHMM approach is very efficient method for machine health monitoring and prediction.

• 응용통계연구
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• 제24권6호
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• pp.995-1006
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• 2011

A time series can be decomposed into simple components with a multiscale method. Empirical mode decomposition(EMD) is a recently invented multiscale method in Huang et al. (1998). It is natural to apply a classical prediction method such a vector autoregressive(AR) model to the obtained simple components instead of the original time series; in addition, a prediction procedure combining a classical prediction model to EMD and Hilbert spectrum is proposed in Kim et al. (2008). In this paper, we suggest to adopt principal component analysis(PCA) to the prediction procedure that enables the efficient selection of input variables among obtained components by EMD. We discuss the utility of adopting PCA in the prediction procedure based on EMD and Hilbert spectrum and analyze the daily worm account data by the proposed PCA adopted prediction method.

• IEIE Transactions on Smart Processing and Computing
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• 제4권4호
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• pp.195-201
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• 2015

For median filtering (MF) detection in altered digital images, this paper presents a new feature vector that is formed from autoregressive (AR) coefficients via an AR model of the gradients between the neighboring row and column lines in an image. Subsequently, the defined 10-D feature vector is trained in a support vector machine (SVM) for MF detection among forged images. The MF classification is compared to the median filter residual (MFR) scheme that had the same 10-D feature vector. In the experiment, three kinds of test items are area under receiver operating characteristic (ROC) curve (AUC), classification ratio, and minimal average decision error. The performance is excellent for unaltered (ORI) or once-altered images, such as $3{\times}3$ average filtering (AVE3), QF=90 JPEG (JPG90), 90% down, and 110% up to scale (DN0.9 and Up1.1) images, versus $3{\times}3$ and $5{\times}5$ median filtering (MF3 and MF5, respectively) and MF3 and MF5 composite images (MF35). When the forged image was post-altered with AVE3, DN0.9, UP1.1 and JPG70 after MF3, MF5 and MF35, the performance of the proposed scheme is lower than the MFR scheme. In particular, the feature vector in this paper has a superior classification ratio compared to AVE3. However, in the measured performances with unaltered, once-altered and post-altered images versus MF3, MF5 and MF35, the resultant AUC by 'sensitivity' (TP: true positive rate) and '1-specificity' (FN: false negative rate) is achieved closer to 1. Thus, it is confirmed that the grade evaluation of the proposed scheme can be rated as 'Excellent (A)'.

• Journal of the Korean Statistical Society
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• 제31권2호
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• pp.237-250
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• 2002

Motivated by Cook's (1986) assessment of local influence by investigating the curvature of a surface associated with the overall discrepancy measure, this paper extends this idea to the linear regression model with AR(p) disturbances. Diagnostic for the linear regression models with AR(p) disturbances are discussed when simultaneous perturbations of the response vector are allowed. For the derived criterion, numerical studies demonstrate routine application of this work.

• 한국정보통신학회논문지
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• 제23권2호
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• pp.117-126
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• 2019

부정맥 분류를 위한 기존 연구들은 분류의 정확성을 높이기 위해 신경망, 퍼지, 시계열 주파수 분석, 비선형 분석법 등이 연구되어 왔다. 이러한 방법들은 분류율를 향상시키기 위해 정확한 특징점과 많은 양의 신호를 처리해야 하기 때문에 데이터의 가공 및 연산이 복잡하며, 다양한 부정맥을 분류하는데 어려움이 있다. 본 연구에서는 AR(Auto Regressive) 모델링 기반의 특징점 추출과 SVM(Support Vector Machine)을 통한 조기수축 부정맥 분류 방법을 제안한다. 이를 위해 잡음을 제거한 ECG 신호에서 R파를 검출하고 QRS와 RR 간격의 특정 파형 구간을 모델링하였다. 이후 최적 세그먼트 길이(n1, n2), 최적 차수( p1, p2)의 4가지 AR 모델링 변수를 추출하고 SVM을 통해 Normal, PVC, PAC를 분류하였다. 연구의 타당성을 입증하기 위해 MIT-BIH 부정맥 데이터베이스를 대상으로 한 R파의 평균 검출 성능은 99.77%, Normal, PVC, PAC 부정맥은 각각 99.23%, 97.28, 96.62의 평균 분류율을 나타내었다.