• Title/Summary/Keyword: Sample and Hold

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Test for Discontinuities in Nonparametric Regression

  • Park, Dong-Ryeon
    • Communications for Statistical Applications and Methods
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    • v.15 no.5
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    • pp.709-717
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    • 2008
  • The difference of two one-sided kernel estimators is usually used to detect the location of the discontinuity points of regression function. The large absolute value of the statistic imply discontinuity of regression function, so we may use the difference of two one-sided kernel estimators as the test statistic for testing null hypothesis of a smooth regression function. The problem is, however, we only know the asymptotic distribution of the test statistic under $H_0$ and we hardly expect the good performance of test if we rely solely on the asymptotic distribution for determining the critical points. In this paper, we show that if we adjust the bias of test statistic properly, the asymptotic rules hold for even small sample size situation.

A Cyclic-Parallel Analog-to-Digital Converter (순환-병렬형 아나로그-디지틀 변환기)

  • Chung, W.S.;Kim, H.B.;Kwak, G.D.;Park, K.M.;Son, S.H.
    • Proceedings of the KIEE Conference
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    • 1987.07b
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    • pp.1166-1169
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    • 1987
  • A new analog-la-digital structure. called cyclic-parallel analog-to-digital(A/D) converter, has been developed for video applications. It consists of a M-bit parallel A/D converter, a digital-to-analog(D/A) converter, a differencing amplifier with gain of $2^M$ and two sample-and-hold circuits. In this structure, the input signal is circulated around the circuits K times, thereby converted into a MK-bit digital word. The proposed converter retains speed advantages of conventional series-parallel converters, with half reduced circuit components.

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A Design of CMOS ADC for Video Interface (비디오 신호 인터페이스를 위한 CMOS ADC의 설계)

  • 안승헌;권오준;임진업;최중호
    • Proceedings of the IEEK Conference
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    • 2003.07b
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    • pp.975-978
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    • 2003
  • 본 논문에서는 비디오 신호 인터페이스를 위해 10비트 50MHz ADC 를 설계하였으며 DCL(digital-error correction logic)을 갖는 3-3-3-4 구조의 파이프라인 방식을 사용하였다. SHA(sample and hold amplifier)와 MDAC (multiplying digital-to-analog converter)에 쓰이는 증폭기는 높은 이득을 갖도록 gain-boosting 기법을 적용하였으며, 전력소모와 면적을 줄이기 위해 capacitor scaling 기법을 적용하였다. 본 ADC 는 0.35 μm double-poly four-metal n-well CMOS 공정으로 설계 및 제작하였으며, 전체 회로는 3.3V 단일 전원 전압에서 동작하도록 설계하였다. 측정 결과 5MHz 의 입력을 인가하였을 때 SNDR 은 56.7dB, 전체 전력 소모는 112mW 이며, 입출력 단의 패드를 포함한 전체 칩 면적은 2.6mm×2.6mm이다.

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Envelope empirical likelihood ratio for the difference of two location parameters with constraints of symmetry

  • Kim, Kyoung-Mi;Zhou, Mai
    • 한국데이터정보과학회:학술대회논문집
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    • 2002.06a
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    • pp.51-73
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    • 2002
  • Empirical likelihood ratio method is a new technique in nonparametric inference developed by A. Owen (1988, 2001). Sometimes empirical likelihood has difficulties to define itself. As such a case in point, we discuss the way to define a modified empirical likelihood for the location of symmetry using well-known points of symmetry as a side conditions. The side condition of symmetry is defined through a finite subset of the infinite set of constraints. The modified empirical likelihood under symmetry studied in this paper is to construct a constrained parameter space $\theta+$ of distributions imposing known symmetry as side information. We show that the usual asymptotic theory (Wilks theorem) still hold for the empirical likelihood ratio on the constrained parameter space and the asymptotic distribution of the empirical NPMLE of difference of two symmetric points is obtained.

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Reducing Entry Flow in Cache Memory Measuring Traffic and Long-Lived Flows (트래픽 측정에서 Long-lived flow 구분을 위한 플로우 엔트리 형성시 메모리 절약 방법)

  • Park, Jong-Suh;Kim, Cheol-Woo;Jang, Ju-Wook
    • Proceedings of the Korea Information Processing Society Conference
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    • 2003.11b
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    • pp.1113-1116
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    • 2003
  • 본 논문에서는 트래픽 측정시 Long-lived flow 구분을 위한 플로우 엔트리 형성시 메모리를 절약할 수 있는 방법을 두가지 방식, Sample and hold 와 Multistage Filter 알고리즘을 가지고 실험을 통해 증명하였다. 라우터에서 Long-lived flow 구분시, 측정구간의 80%가 지난 뒤에 들어오는 새로운 플로우을 엔트리에 등록하지 않는 특성을 가지므로서 결과적으로 메모리를 20% 절감할 수 있는 방법을 COMNET III 네크워크 시뮬레이션을 통해서 분석하였다.

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A Study of Mechanochemical Hyperfine-Writing Technique Using Deformation Induced Etch Hillock Phenomena (변형유기 식각 힐록 현상을 이용한 기계화학적 극미세 Writing 기법에 대한 연구)

  • Kang Chung Gil;Youn Sung Won
    • Journal of the Korean Society for Precision Engineering
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    • v.22 no.7 s.172
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    • pp.71-78
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    • 2005
  • The purpose of this study is to suggest a hyperfine maskless writing technique by using the nanoindentation and HF wet etching technique. Indents were made on the surface of Pyrex7740 glass by the hyperfine indentation process with a Berkovich diamond indenter, and they were etched in $50\;wr\%$ HF solution. After etching process, convex structure was obtained due to the deformation-induced hillock phenomena. In this study, effects of indentation process parameters (etching time, normal load, loading .ate, hold-time at the maximum load) on the morphologies of the indented surfaces after isotopic etching were investigated from an angle of deformation energies. Finally, sample characters were written to show the possibility of the application.

Characteristics of Mass Reduction Rate of Cement Paste Hardened to High Temperature Conditions by TGA (TGA를 이용한 고온 조건에 노출된 시멘트 페이스트 경화체의 질량감소율 특성)

  • Ji, Woo-Ram;Shin, Ki-Don;Cho, Hyeon-Seo;Lee, Gun-Cheol
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2018.11a
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    • pp.169-170
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    • 2018
  • In this study, TGA analysis of hardened cement paste with fire damage was performed. The mass reduction rate of 600 ℃ specimens was about 22 ~ 25%, and the sample of 800 ℃ showed the mass loss rate of 9 ~ 13%. As the target temperature and hold time increased, the mass reduction rate decreased. As the depth increased, the mass reduction rate decreased.

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Statistical micro matching using a multinomial logistic regression model for categorical data

  • Kim, Kangmin;Park, Mingue
    • Communications for Statistical Applications and Methods
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    • v.26 no.5
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    • pp.507-517
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    • 2019
  • Statistical matching is a method of combining multiple sources of data that are extracted or surveyed from the same population. It can be used in situation when variables of interest are not jointly observed. It is a low-cost way to expect high-effects in terms of being able to create synthetic data using existing sources. In this paper, we propose the several statistical micro matching methods using a multinomial logistic regression model when all variables of interest are categorical or categorized ones, which is common in sample survey. Under conditional independence assumption (CIA), a mixed statistical matching method, which is useful when auxiliary information is not available, is proposed. We also propose a statistical matching method with auxiliary information that reduces the bias of the conventional matching methods suggested under CIA. Through a simulation study, proposed micro matching methods and conventional ones are compared. Simulation study shows that suggested matching methods outperform the existing ones especially when CIA does not hold.

A Study on Stock Market Cycle and Investment Strategies (주식시장국면 예측과 투자전략에 대한 연구)

  • Kyoung-Woo Sohn;Ji-Yeong Chung
    • Asia-Pacific Journal of Business
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    • v.13 no.4
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    • pp.45-59
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    • 2022
  • Purpose - This study investigates the performance of investment strategies incorporating estimated stock market cycle based on a lead-lag relationship between business cycle and stock market cycle, thereby deriving empirical implications on risk management. Design/methodology/approach - The data period ranges from June 1953 to September 2022 and de-trended short rate, term spread, credit spread, stock market volatility are considered as major input variables to estimate business cycle and stock market cycle by applying probit model. Based on the estimated stock market cycle, two types of strategies are constructed and their performance relative to the benchmark is empirically examined. Findings Two types of strategies based on stock market cycle are considered: The first strategy is to long(short) on stocks when stock market stage is expected to be an expansion(a recession), and the second one is to long on stocks(bonds) when expecting an expansion(a recession). The empirical results show that the strategies based on stock market cycle outperforms a simple buy and hold strategy in both in-sample and out-of-sample investigation. Also the out-of-sample evidence suggests that the second strategy which is in line with asset allocation is more profitable than the first one. Research implications or Originality The strategies considered in this study are based on the estimated stock market cycle which only depends on a few easily available financial variables, thereby making easier to establish such a strategy. It implies that investors enhance investment performance by constructing a relatively simple trading strategies if they set their position on stocks or choose which asset class to buy conditioning on stock market cycle.

High School Students' Views about Some Topics of the Epistemology of Science (과학인식론의 일부 주제에 대한 고등학생들의 견해)

  • Woo, Jong-Ok;Soh, Won-Joo
    • Journal of The Korean Association For Science Education
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    • v.15 no.3
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    • pp.349-362
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    • 1995
  • As science programs emphasize an understanding of the nature of science, it is needed to assess students' views on a wide range of science-technology-society topics. The purpose of this study is to investigate the views of high school students about some selected topics of the epistemology of science. The selected topics include the meaning of science, scientific assumptions, values in science, conceptual inventions in science, scientific method, consensus making in science, and characteristics of the knowledge produced in science. Identified preconceptions in the study are as follows: Science was seen as improving the world(20%), and technology was defined as the application of science(35%). Almost half of the sample(49%) subscribed to a view consistent with a creationist posture and large group of students(46%) expressed a purely ontological view. Only minority of the students(5%) discounted the role played by private science values, but one half of the sample denied the fact that gender-related values can influence the knowledge that scientist construct(53%). Only a small potion of the sample(5%) held a view contrasting to contemporary epistemology of science, but the majority(67%) expressed a simplistic hierarchical relationship in which hypotheses become theories and theories become laws. One third of the students(33%) held a preconception that the scientific method composed of questioning, hypothesizing, collecting data, and concluding. Students did not appreciate the role of consensus making in science(33%). An out-dated epistemic perspective describes the progress of science as simply an accumulation of knowledge(4%). In general, it was concluded that most high school students did not hold efficient understanding on the nature of science. It can be said that no adequate and consistent instruction took place to provide students with an authentic view of the nature of science.

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