• Journal of the Korean Data and Information Science Society
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• v.27 no.6
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• pp.1453-1463
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• 2016

The most useful financial risk measure may be VaR (Value at Risk) which estimates the maximum loss amount statistically. The VaR tends to be estimated in many industries by using transformed univariate risk including variance-covariance matrix and a specific portfolio. Hong et al. (2016) are defined the Vector at Risk based on the multivariate quantile vector. When a specific portfolio is given, one point among Vector at Risk is founded as the best VaR which is called as an alternative VaR (AVaR). In this work, AVaRs have been investigated for multivariate normal distributions with many kinds of variance-covariance matrix and various portfolio weight vectors, and compared with VaRs. It has been found that the AVaR has smaller values than VaR. Some properties of AVaR are derived and discussed with these characteristics.

• Journal of Internet Computing and Services
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• v.6 no.3
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• pp.159-170
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• 2005

OC-SVM(One Class Support Vector Machine) avoids solving a full density estimation problem, and instead focuses on a simpler task, estimating quantiles of a data distribution, i.e. its support. OC-SVM seeks to estimate regions where most of data resides and represents the regions as a function of the support vectors, Although OC-SVM is powerful method for data description, it is difficult to incorporate human subjective importance into its estimation process, In order to integrate the importance of each point into the OC-SVM process, we propose a fuzzy version of OC-SVM. In FOC-SVM (Fuzzy One-Class Support Vector Machine), we do not equally treat data points and instead weight data points according to the importance measure of the corresponding objects. That is, we scale the kernel feature vector according to the importance measure of the object so that a kernel feature vector of a less important object should contribute less to the detection process of OC-SVM. We demonstrate the performance of our algorithm on several synthesized data sets, Experimental results showed the promising results.

• Proceedings of the IEEK Conference
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• 2001.09a
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• pp.669-672
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• 2001

We propose an efficient algorithm for an interactive content-based image retrieval using relevance feedback. In the proposed algorithm, a new query feature vector first is yielded from the average feature vector of the relevant images that is fed back from the result images of the previous retrieval. Each component weight of a feature vector is computed from an inverse of standard deviation for each component of the relevant images. The updated feature vector of the query and the component weights are used in the iterative retrieval process. In addition, the irrelevant images are excluded from object images in the next iteration to obtain additional performance improvement. In order to evaluate the retrieval performance of the proposed method, we experiment for three image databases, that is, Corel, Vistex, and Ultra databases. We have chosen wavelet moments, BDIP and BVLC, and MFS as features representing the visual content of an image. The experimental results show that the proposed method yields large precision improvement.

• Journal of the Korean Institute of Telematics and Electronics
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• v.27 no.12
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• pp.1933-1939
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• 1990

In this paper, we proposed an algorithm which used backtracking method to get time information, and it be modelled DMS (Dynamic Multisection) by feature vectors and time information whic are represented to similiar feature in word patterns spoken during continuous time domain, for Korean Speech recognition by independent speaker using DMS. Each state of model is represented time sequence, and have time information and feature vector. Typical feature vector is determined as the feature vector of each state to minimize the distance between word patterns. DDD Area names are selected as recognition wcabulary and 12th LPC cepstrum coefficients are used as the feature parameter. State of model is made 8 multisection and is used 0.2 as weight for time information. Through the experiment result, recognition rate by DMS model is 94.8%, and it is shown that this is better than recognition rate (89.3%) by MSVQ(Multisection Vector Quantization) method.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.17 no.3
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• pp.816-839
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• 2023

In a random vector functional link (RVFL) network, shortcomings such as local optimal stagnation and decreased convergence performance cause a reduction in the accuracy of illumination correction by only inputting the weights and biases of hidden neurons. In this study, we proposed an improved regularized random vector functional link (RRVFL) network algorithm with an optimized grey wolf optimizer (GWO). Herein, we first proposed the moth-flame optimization (MFO) algorithm to provide a set of excellent initial populations to improve the convergence rate of GWO. Thereafter, the MFO-GWO algorithm simultaneously optimized the input feature, input weight, hidden node and bias of RRVFL, thereby avoiding local optimal stagnation. Finally, the MFO-GWO-RRVFL algorithm was applied to ameliorate the performance of illumination correction of various test images. The experimental results revealed that the MFO-GWO-RRVFL algorithm was stable, compatible, and exhibited a fast convergence rate.

• Journal of the Korean Institute of Telematics and Electronics S
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• v.34S no.5
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• pp.1-14
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• 1997

We consider transmission beamforming techniques for frequency-division-duplex (FDD) wireless communication systems using adaptive arrays to improve the signal quality of the array transmission link. We develop a simple effective transmission beamforming technique based on an approximated frequency tranlsation (AFT) to derive the tranmsiion beamforming weights from the uplink channel vector. This technique exploits the invariance of the short-time averaged fast fading statistics to small frequency translations. A simple approximate relationship that relates the transmission channel vector to the reception channel vector is derived. We have developed its practical alternative in which the frequency translation of the channel vector is performed at the principal angle of arrival (AOA) of the u;link synthestic angular spectrum instead of the mean AOA. To analyze the performance of the proposed methods, we consider the power loss incurred by applying the estimated channel vector instead of the true downlink channel vector. The performance is analyzed as a function of the mean AOA, the angular spread, the number of elements, frequncy difference between the uplink and the downlink, and the angle distribution. Their performance is also compared with that of the direct weight reuse method and the AOA based methods.

• Journal of the Korean Institute of Telematics and Electronics B
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• v.31B no.11
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• pp.142-150
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• 1994

This paper deals with fast competitive learning using classified learning rates. The basic idea of the proposed method is to assign a classified learning rate to each weight vector. The weight vector associated with an output node is updated using its own learning rate. Each learning rate is changed only when its corresponding output node wins the competition, and the learning rates of the losing nodes are not changed. The experimental results obtained with image vector quantization show that the proposed method learns more rapidly and yields better quality that conventional competitive learning.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.33 no.10A
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• pp.1006-1012
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• 2008

This paper presents a Duvall-structure-based adaptive beamforming method which efficiently cancels coherent and incoherent interferences. The proposed method exploits several correlation vectors to increase the dimension of the weight vector, compared to the existing method which uses a single correlation vector only. The increased dimension of the weight vector leads to an improvement in the signal-to-interference plus noise ratio (SINR) performance. Moreover, the proposed method can suppress more interferences than the existing one. Simulation shows that the former is superior to the latter in terms of the steady-state and transient responses.

• The Journal of the Acoustical Society of Korea
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• v.14 no.4
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• pp.96-99
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• 1995

Under signal range mismatch, the LCMV beamformer has the performance degradation to cancel a desired signal. Using the eigenstructure properties of the array covariance matrix, we investigate the cause of this problem. From this investigation, a robust beamformer to source range mismatch is presented. The proposed beamformer has the maximum output signal-to-noise ration (SNR). When a desired signal is in a far field, the weight vector of the proposed beamformer is not biased.

• Journal of information and communication convergence engineering
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• v.12 no.3
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• pp.140-144
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• 2014

A general linearly constrained adaptive array is examined in the weight vector space to illustrate the array performance with respect to the gain factor. A narrowband linear adaptive array is implemented in a coherent signal environment. It is shown that the gain factor in the general linearly constrained adaptive array has an effect on the linear constraint gain of the conventional linearly constrained adaptive array. It is observed that a variation of the gain factor of the general linearly constrained adaptive array results in a variation of the distance between the constraint plane and the origin in the translated weight vector space. Simulation results are shown to demonstrate the effect of the gain factor on the nulling performance.