• Title/Summary/Keyword: vector AR model

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A Study on EMG Functional Recognition Vsing Reduced-Connection Network (연결 축소 회로망을 이용한 EMG 신호 기능 인식에 관한 연구)

  • 조정호;최윤호
    • Journal of Biomedical Engineering Research
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    • v.11 no.2
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    • pp.249-256
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    • 1990
  • In this study, LPC cepstrum coefficients are used as feature vector extracted from AR model of EMG signal, and a reduced-connection network whlch has reduced connection between nodes is constructed to classify and recognize EMG functional classes. The proposed network reduces learning time and improves system stability Therefore it is Ehown that the proposed network is appropriate in recognizing function of EMG signal.

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Real-time structural damage detection using wireless sensing and monitoring system

  • Lu, Kung-Chun;Loh, Chin-Hsiung;Yang, Yuan-Sen;Lynch, Jerome P.;Law, K.H.
    • Smart Structures and Systems
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    • v.4 no.6
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    • pp.759-777
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    • 2008
  • A wireless sensing system is designed for application to structural monitoring and damage detection applications. Embedded in the wireless monitoring module is a two-tier prediction model, the auto-regressive (AR) and the autoregressive model with exogenous inputs (ARX), used to obtain damage sensitive features of a structure. To validate the performance of the proposed wireless monitoring and damage detection system, two near full scale single-story RC-frames, with and without brick wall system, are instrumented with the wireless monitoring system for real time damage detection during shaking table tests. White noise and seismic ground motion records are applied to the base of the structure using a shaking table. Pattern classification methods are then adopted to classify the structure as damaged or undamaged using time series coefficients as entities of a damage-sensitive feature vector. The demonstration of the damage detection methodology is shown to be capable of identifying damage using a wireless structural monitoring system. The accuracy and sensitivity of the MEMS-based wireless sensors employed are also verified through comparison to data recorded using a traditional wired monitoring system.

The Empirical Study of Variation of KOSPI Index & Macro Economic Variation (거시경제 변수 변화와 KOSPI 지수 변동의 연관성 분석)

  • An, Chang-Ho;Choi, Chang-Yeoul
    • International Commerce and Information Review
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    • v.12 no.4
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    • pp.171-192
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    • 2010
  • In general, a stock index and its individual stocks are assumed to follow a random walk. A stock index is an important source of information and one that is seen by people everyday, regardless of their investment intentions. This paper examines the correlation between the KOSPI-the index that best reflects the Korean stock market and the macro - economic variables that have been found to influence the index by previous studies. The sample period considers the years after 2000 when the Korean stock market matured as restrictions on foreign investors were removed. For this purpose, a Vector Error Correction Model (VECM) and KOSPI equation with a general pacific approach were used. This paper aims at verifying the factors that determined the KOSPI after 2000 and at examining whether there was structural change in the investment environment. It also investigates changes in the factors determining the KOSPI's performance as a result of structural changes in the investment environment. The V AR (Vector Autoregressive) model including the nine variables was selected as a baseline model whose stability was tested using the unit root test. The results from the VECM and the structural changes in the investment environment can be summarized by the following Inner story points.

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Korean Single-Vowel Recognition Using Cumulants in Color Noisy Environment (유색 잡음 환경하에서 Cumulant를 이용한 한국어 단모음 인식)

  • Lee, Hyung-Gun;Yang, Won-Young;Cho, Yong-Soo
    • The Journal of the Acoustical Society of Korea
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    • v.13 no.2
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    • pp.50-59
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    • 1994
  • This paper presents a speech recognition method utilizing third-order cumulants as a feature vector and a neural network for recognition. The use of higher-order cumulants provides desirable uncoupling between the gaussian noise and speech, which enables us to estimate the coefficients of AR model without bias. Unlike the conventional method using second-order statistics, the proposed one exhibits low bias even in SNR as low as 0 dB at the expense of higher variance. It is confirmed through computer simulation that recognition rate of korean single-vowels with the cumulant-based method is much higher than the results with the conventional method even in low SNR.

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Speech Recognition in the Car Noise Environment (자동차 소음 환경에서 음성 인식)

  • 김완구;차일환;윤대희
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.30B no.2
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    • pp.51-58
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    • 1993
  • This paper describes the development of a speaker-dependent isolated word recognizer as applied to voice dialing in a car noise environment. for this purpose, several methods to improve performance under such condition are evaluated using database collected in a small car moving at 100km/h The main features of the recognizer are as follow: The endpoint detection error can be reduced by using the magnitude of the signal which is inverse filtered by the AR model of the background noise, and it can be compensated by using variants of the DTW algorithm. To remove the noise, an autocorrelation subtraction method is used with the constraint that residual energy obtainable by linear predictive analysis should be positive. By using the noise rubust distance measure, distortion of the feature vector is minimized. The speech recognizer is implemented using the Motorola DSP56001(24-bit general purpose digital signal processor). The recognition database is composed of 50 Korean names spoken by 3 male speakers. The recognition error rate of the system is reduced to 4.3% using a single reference pattern for each word and 1.5% using 2 reference patterns for each word.

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Developent of Scanning and Registration Methods Using Tooling Balls (툴링볼을 이용한 측정 및 레지스트레이션 방법 개발)

  • 김용환;윤정호;이관행
    • Korean Journal of Computational Design and Engineering
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    • v.4 no.1
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    • pp.60-68
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    • 1999
  • In reverse engineering (RE) sustems, the quality of the data aquisition process is crucial to the accuracy of the reverse engineered three dimensional computer-aided design (CAD) model. However, these tasks are predominantly done manually, and little work has been done to improve the efficiency of scanning by determining the minimum number of scans and the optimal scanning directions. In this paper, new scanning and registration methods using tooling balls are developed to assist in determining the optimal parameter for these processes. When the object to scanned has no concavity, attaching path of the object and its bounding rectangle are used for optimal scanning and registration. Then minimum number of tooling balls and their positions are calculated automatically. In the case of concave parts, the scanning plan should include a complete scan of the concave area. With the surface normal vector and the scanning direction, the minimum degree of rotating the part can be calculated. But the maximum rotation should be restricted in order to prevent occlusion of the part. Finally tow sample part ar scanned based on the proposed methods and the results are discussed.

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A Study on EMG functional Recognition Using Neural Network (신경 회로망을 이용한 EMG신호 기능 인식에 관한 연구)

  • Jo, Jeong-Ho;Choi, Joon-Ho;Wang, Moon-Sung;Park, Sang-Hui
    • Proceedings of the KOSOMBE Conference
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    • v.1990 no.05
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    • pp.73-78
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    • 1990
  • In this study, LPC cepstrum coefficients are used as feature vector extracted from AR model of EMG signal, and a reduced-connection network which has reduced connection between nodes is constructed to classify and recognize EMG functional classes. The proposed network reduces learning time and improves system stability. Therefore it is shown that the proposed network is appropriate in recognizing the function of EMG signal.

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EMG Pattern Recognition based on Evidence Accumulation for Prosthesis Control

  • Lee, Seok-Pil;Park, Sand-Hui
    • Journal of Electrical Engineering and information Science
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    • v.2 no.6
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    • pp.20-27
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    • 1997
  • We present a method of electromyographic(EMG) pattern recognition to identify motion commands for the control of a prosthetic arm by evidence accumulation with multiple parameters. Integral absolute value, variance, autoregressive(AR) model coefficients, linear cepstrum coefficients, and adaptive cepstrum vector are extracted as feature parameters from several time segments of the EMG signals. Pattern recognition is carried out through the evidence accumulation procedure using the distances measured with reference parameters. A fuzzy mapping function is designed to transform the distances for the application of the evidence accumulation method. Results are presented to support the feasibility of the suggested approach for EMG pattern recognition.

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Forecasting realized volatility using data normalization and recurrent neural network

  • Yoonjoo Lee;Dong Wan Shin;Ji Eun Choi
    • Communications for Statistical Applications and Methods
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    • v.31 no.1
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    • pp.105-127
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    • 2024
  • We propose recurrent neural network (RNN) methods for forecasting realized volatility (RV). The data are RVs of ten major stock price indices, four from the US, and six from the EU. Forecasts are made for relative ratio of adjacent RVs instead of the RV itself in order to avoid the out-of-scale issue. Forecasts of RV ratios distribution are first constructed from which those of RVs are computed which are shown to be better than forecasts constructed directly from RV. The apparent asymmetry of RV ratio is addressed by the Piecewise Min-max (PM) normalization. The serial dependence of the ratio data renders us to consider two architectures, long short-term memory (LSTM) and gated recurrent unit (GRU). The hyperparameters of LSTM and GRU are tuned by the nested cross validation. The RNN forecast with the PM normalization and ratio transformation is shown to outperform other forecasts by other RNN models and by benchmarking models of the AR model, the support vector machine (SVM), the deep neural network (DNN), and the convolutional neural network (CNN).

An Application of the Kalman Filter for Attenuation of Colored Noise Superimposed on Speech Signal (칼만필터를 이용한 음성신호에 중첩된 유색잡음의 감쇠)

  • Gu, Bon-Eung
    • The Journal of the Acoustical Society of Korea
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    • v.13 no.2
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    • pp.76-85
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    • 1994
  • A speech enhancement algorithm which attenuates nonstationary colored noise is presented In this paper. The algorithm consists of a stationary Kalman filter and the simple speech/nonspeech detector. While the conventional enhancement systems are focused on a stationary and/or white background noise, this study Is focused on the mort realistic nonstationary and nonwhite noise. An AR model-based vector Kalman filter is used as a noise suppression system and a short-time energy threshold logic is used as a speech/nonspeech classifier. For Kalman filtering. noise coefficients are estimated in the nonspeech frame, and speech coefficients are estimated by applying the EM iteration algorithm. Simulation results using the car noise are presented based on the signal-to-noise ratio and informal listening tests. According to the experimental results, background noises in the nonspeech frames are eliminated almost completely, while some distortions are noticed in the speech frames. The distortion becomes severer as the SNR is reduced to 0dB and -5dB. Intelligibility, however, is not degraded significantly.

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