• Title/Summary/Keyword: Power asymmetry

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Volatility-nonstationary GARCH(1,1) models featuring threshold-asymmetry and power transformation (분계점 비대칭과 멱변환 특징을 가진 비정상-변동성 모형)

  • Choi, Sun Woo;Hwang, Sun Young;Lee, Sung Duck
    • The Korean Journal of Applied Statistics
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    • v.33 no.6
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    • pp.713-722
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    • 2020
  • Contrasted with the standard symmetric GARCH models, we consider a broad class of threshold-asymmetric models to analyse financial time series exhibiting asymmetric volatility. By further introducing power transformations, we add more flexibilities to the asymmetric class, thereby leading to power transformed and asymmetric volatility models. In particular, the paper is concerned with the nonstationary volatilities in which conditions for integrated volatility and explosive volatility are separately discussed. Dow Jones Industrial Average is analysed for illustration.

The Relation Between the Fugl-Meyer Motor Assessment and Walking and Balance Ability in Stroke Patient (뇌졸중 환자에서 기능평가와 보행 및 균형과의 관련성)

  • Bae, Won-Sik;Lee, Geon-Choel;Nam, Hyoung-Chun
    • Journal of the Korean Society of Physical Medicine
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    • v.6 no.1
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    • pp.59-69
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    • 2011
  • Purpose : The purposes of this study were to find correlations among Fugl-Meyer Assessment Scale, walking velocity, walking asymmetry and balance ability. Methods : The study sample consisted of 50 stroke patients referred to the Department of Rehabilitation Medicine in the Sanggye Paik, Ilsan Paik, Seoul Paik, and Dobong Hospital. All subjects were ambulatory with or without an assistive device. All participants were assessed on Fugl-Meyer Assessment scale and walking velocity, walking asymmetry. The data were analyzed using independent t-test, ANOVA, and multiple regression. Results : The results revealed that upper extremity coordination, balance and pain items of Fugl-Meyer Assessment scale were significantly correlated with walking velocity and upper extremity and upper extremity motor and balance items of Fugl-Meyer Assessment scale were significantly correlated with walking asymmetry. Fugl-Meyer Assessment scale was not significantly correlated with Static Balance Index, Dynamic Balance Index and Weight Distribution Asymmetry Index. Their power of explanation regarding comfortable walking velocity and comfortable walking asymmetry were 60.3%, 42.5% respectively. Conclusion : These results showed that Fugl-Meyer Assessment scale is significantly correlated with walking velocity, asymmetry and not significantly correlated with balance ability. Therefore Fugl-Meyer Assessment scale is an appropriate assessment tool to predict walking ability of patients with stroke. Futher study about walking velocity and asymmetry by change of Fugl-Meyer Assessment scale is needed using a longitudinal study design.

Comparison of Global Field Power Measurement and Conventional Method in Multi-channel Auditory Event Related Potential P300 Determination (다채널 청각 사건관련전위 P300 결정에서 전부위장력측정법과 전통적방법의 비교)

  • Jeon, Yang-Whan;Han, Sang-Ick
    • Korean Journal of Biological Psychiatry
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    • v.7 no.2
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    • pp.180-185
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    • 2000
  • Objective : The present study was designed to compare Global Field Power Measurement and conventional method in P300 determination. Method : The subjects were composed of patients(N=20) with schizophrenia by DSM-IV and normal controls(N=20). The auditory event related potential P300 was measured by "oddball paradigm". P300 components were determined by Global Field Power Measurement and conventional method at 5 electrodes(Fz, Cz, Pz, $T_3$, $T_4$). Results : P300 amplitudes of patients were smaller than those of controls across all electrodes and in both methods, but there was no differential power in P300 determination between two methods. Asymmetry of auditory event-related potential P300 was not shown between patients with schizophrenia and normal controls. Conclusion : It is implicated that it depends on clinical situations and research purposes what method of P300 determination will be more appropriate for patients with schizophernia.

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Generalized Support Vector Quantile Regression (일반화 서포트벡터 분위수회귀에 대한 연구)

  • Lee, Dongju;Choi, Sujin
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.43 no.4
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    • pp.107-115
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    • 2020
  • Support vector regression (SVR) is devised to solve the regression problem by utilizing the excellent predictive power of Support Vector Machine. In particular, the ⲉ-insensitive loss function, which is a loss function often used in SVR, is a function thatdoes not generate penalties if the difference between the actual value and the estimated regression curve is within ⲉ. In most studies, the ⲉ-insensitive loss function is used symmetrically, and it is of interest to determine the value of ⲉ. In SVQR (Support Vector Quantile Regression), the asymmetry of the width of ⲉ and the slope of the penalty was controlled using the parameter p. However, the slope of the penalty is fixed according to the p value that determines the asymmetry of ⲉ. In this study, a new ε-insensitive loss function with p1 and p2 parameters was proposed. A new asymmetric SVR called GSVQR (Generalized Support Vector Quantile Regression) based on the new ε-insensitive loss function can control the asymmetry of the width of ⲉ and the slope of the penalty using the parameters p1 and p2, respectively. Moreover, the figures show that the asymmetry of the width of ⲉ and the slope of the penalty is controlled. Finally, through an experiment on a function, the accuracy of the existing symmetric Soft Margin, asymmetric SVQR, and asymmetric GSVQR was examined, and the characteristics of each were shown through figures.

Three Phase GTO PWM Inverter Using the Energy Recovery Snubber Circuit (에너지 회생 방식 스너버 회로를 각는 3상 GTO PWM 인버터)

  • 신병철;강경호;차재현;차득근;김명현
    • Proceedings of the KIPE Conference
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    • 1998.07a
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    • pp.255-259
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    • 1998
  • This paper is proposed three phase GTO PWM Inverter with energy recovery snubber circuit. The proposed energy recovery snubber circuit effective in reduction of the power loss in the Inverter system than asymmetry GTO snubber circuit.

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Overcoming Negotiation Asymmetry in Transboundary Water Relations: The Rhine River Basin Case

  • Rho, Helen Hyun
    • Proceedings of the Korea Water Resources Association Conference
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    • 2015.05a
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    • pp.230-230
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    • 2015
  • When and why do states cooperate in international basins? In recent years, there have been increasing attempts to apply international relations theories such as realism and neo-liberal institutionalism in understanding prospect of cooperation among sovereign states over shared rivers. Realists of hydropolitics argue that fate of cooperation resides in hands of hegemons and distribution of aggregate power among riparian states. Such pessimistic contention has been challenged by neo-liberal institutionalists, especially through regime theory. However, regime theory barely explains why and how cooperation emerges in the first place prior to regime formation. Therefore, the research suggests the game theory from neo-liberal institutionalism as an alternative theoretic approach. The accountability of Oye (1986)'s theoretical framework is illustrated through the case of cooperation in the Rhine River Basin.

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New Control Scheme for LIDVR Considering Asymmetry Input Voltage Conditions (비대칭 입력 전압 상태를 고려한 LIDVR의 새로운 제어방법)

  • Han Chul-Woo;Kim Tae-Jin;Kang Dae-wook;Hyun Dong-Seok
    • Proceedings of the KIPE Conference
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    • 2002.07a
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    • pp.510-514
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    • 2002
  • Power Quality and reliability are becoming important issues for critical and sensitive loads. The recent growth in the use of impactive and nonlinear loads has caused many power quality problems such as voltage flicks, harmonics and unbalances, which may cause the modem automatic devices to fail, misoperate, or shut down. This paper deals with 7-Level H-Bridge Line-Interactive Dynamic Voltage Restorer (LIDVR) system. It has the power factor near to unity under normal source voltage, can compensate the harmonic current of the load and instant interruption, and has the fast response. Currently, most of the DVR design studies are based on the assumption of the balanced three-phase system. But, actually line fault occurred $1{\phi}\;{sag}\;or\;2{\phi}$ sag. Hence, proposed new control scheme compensate asymmetry input voltage. Finally, simulation results verify the proposed 7-Level H-Bridge LIDVR system.

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A New Scheme for Compensation of Unwanted Components of Instantaneous Load Power

  • Wong, Man-Chung;Han, Ying-Duo;Leong, Heng-San;Sio, Hon-Pan
    • Proceedings of the KIPE Conference
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    • 1998.10a
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    • pp.888-893
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    • 1998
  • In practice, not only the load current but also the load voltage may contain asymmetric and harmonic components. Instantaneous power using p-q theory is analyzed to have compensation of reactive power, harmonics and asymmetry at the same time. In this paper, the limitation of p-q theory by using only shunt or series active filter is analyzed. A new scheme is proposed to solve the above issues.

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Frontal Asymmetry Analysis of Theta Wave in the Audio Emotional Experiment Revealed by Event-related Spectral Perturbation

  • Du, Ruoyu;Lee, Hyo Jong
    • Proceedings of the Korea Information Processing Society Conference
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    • 2014.04a
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    • pp.992-994
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    • 2014
  • Hemispheric asymmetry in prefrontal activation have been proposed in two decades ago, as measured by electroencephalographic (EEG) power in the theta band (4-8Hz), is related to reactivity to affectively pleasure audio stimuli. In this study, we designed an emotional audio stimulus experiment in order to verify frontal EEG asymmetry by analyzing ERSP results. Thirty healthy college students volunteered the stimulus experiment with the standard IADS affective sounds. These affective sound clips are classified in three emotion states, happy, neutral and fear. ERSP image results revealed that there are the stronger responses of high arousal (fear and happy) in the left prefrontal lobe, while the stronger responses of low arousal (neutral) in the right pre-frontal lobe. However, the high pleasure emotions (happy) can elicit greater relative right EEG activity, while the low and middle pleasure emotions (fear and neutral) can elicit the greater relative left EEG activity. Additionally, the most response differences of theta band have been found out in the medial frontal lobe, which is proved as the frontal midline theta.

Spectral Perturbation of Theta and Alpha Wave for the Affective Auditory Stimuli (청각자극에 따른 세타파와 알파파의 스펙트럼적 반응)

  • Du, Ruoyu;Lee, Hyo Jong
    • KIPS Transactions on Software and Data Engineering
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    • v.3 no.10
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    • pp.451-456
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    • 2014
  • The correlations between electroencephalographic (EEG) spectral power and emotional responses during affective sound clip listening are important parameters. Hemispheric asymmetry in prefrontal activation have been proposed in two decades ago, as measured by power value, is related to reactivity to affectively pleasure audio stimuli. In this study, we designed an emotional audio stimulus experiment in order to verify frontal EEG asymmetry by analyzing Event-related Spectral Perturbation (ERSP) results. Thirty healthy college male students volunteered the stimulus experiment with the standard IADS(International Affective Digital Sounds) clips. These affective sound clips are classified in three emotion states, high pleasure-high arousal (happy), middle pleasure-low arousal (neutral) and low pleasure-high arousal (fear). The analysis of the data was performed in both theta (4-8Hz) and alpha (8-13Hz) bands. ERSP maps in the alpha band revealed that there are the stronger power responses of high pleasure (happy) in the right frontal lobe, while the stronger power responses of middle-low pleasure (neutral and fear) in the left frontal lobe. Moreover, ERSP maps in the theta band revealed that there are the stronger power responses of high arousal (fear and happy) in the left pre-frontal lobe, while the stronger responses of low arousal (neutral) in the right pre-frontal lobe. However, the high pleasure emotions (happy) can elicit greater relative right EEG activity, while the low and middle pleasure emotions (fear and neutral) can elicit the greater relative left EEG activity. Additionally, the most differences of theta band have been found out in the medial frontal lobe, which is proved as the frontal midline theta. And there are the strongest responses of happy sounds in the alpha band around the whole frontal regions. These results are well suited for emotion recognition, and provide the evidences that theta and alpha powers may have the more important role in the emotion processing than previously believed.