• Journal of the Korean Data and Information Science Society
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• v.16 no.1
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• pp.33-40
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• 2005

The estimating function method was proposed by Godambe(1985) for parameter estimation under unknown distributions for errors in the models. Threshold Autoregressive Heteroscedastic (Threshold-ARCH) models have been developed by Zakoian(1994) and Li and Li(1996) for explaining the asymmetric properties in the financial time series data. In this paper, we apply the estimating function method to the Threshold-ARCH model and show that the proposed estimators perform better than the MLE under the heavy-tailed distributions.

• The Korean Journal of Applied Statistics
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• v.27 no.6
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• pp.1049-1068
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• 2014

Autoregressive models are used to analyze an univariate time series data; however, these methods can be inappropriate when a structural break appears in a time series since they assume that a trend is consistent. Threshold autoregressive models (popular regime-switching models) have been proposed to address this problem. Recently, the models have been extended to two regime-switching models with delay parameter. We discuss two regime-switching threshold autoregressive models from a Bayesian point of view. For a Bayesian analysis, we consider a parametric threshold autoregressive model and a nonparametric threshold autoregressive model using Dirichlet process prior. The posterior distributions are derived and the posterior inferences is performed via Markov chain Monte Carlo method and based on two Bayesian threshold autoregressive models. We present a simulation study to compare the performance of the models. We also apply models to gross domestic product data of U.S.A and South Korea.

• Journal of KIISE:Computing Practices and Letters
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• v.15 no.12
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• pp.943-947
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• 2009

To support an efficient management of software verification and validation activities, many defect prediction models have been proposed based on object oriented metrics. In order to apply defect prediction models, we need to determine a threshold value. Because we cannot know actually where defects are, it is difficult to determine threshold. Therefore, we performed a series of experiments to explore the issue of determining a threshold. In the experiments, we applied defect prediction models to other systems different from the system used in building the prediction model. Specifically, we have applied three models - Olague model, Zhou model, and Gyimothy model - to four different systems. As a result, we found that the prediction capabilities varied considerably with a chosen threshold value. Therefore, we need to perform a study on the determination of an appropriate threshold value to improve the applicably of defect prediction models.

• Communications for Statistical Applications and Methods
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• v.26 no.3
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• pp.295-304
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• 2019

This article deals with threshold-asymmetric volatility models for over-dispersed and zero-inflated time series of count data. We introduce various threshold integer-valued autoregressive conditional heteroscedasticity (ARCH) models as incorporating over-dispersion and zero-inflation via conditional Poisson and negative binomial distributions. EM-algorithm is used to estimate parameters. The cholera data from Kolkata in India from 2006 to 2011 is analyzed as a real application. In order to construct the threshold-variable, both local constant mean which is time-varying and grand mean are adopted. It is noted via a data application that threshold model as an asymmetric version is useful in modelling count time series volatility.

• Journal of the Semiconductor & Display Technology
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• v.23 no.2
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• pp.60-64
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• 2024

The threshold voltage shift in thin-film transistors (TFTs) is modeled using stretched-exponential (SE) and stretched-hyperbola (SH) functions. These models are derived by introducing empirical parameters into reaction rate equations that describe defect generation or charge trapping caused by hydrogen diffusion in the dielectric or interface. Separately, the dielectric relaxation phenomena are also described by the same reaction rate equations based on defect diffusion. Dielectric relaxation was initially modeled using the SE model, and various models have been proposed using fractional calculus. In this study, the characteristics of the threshold voltage shift and the dielectric relaxation phenomena are compared and analyzed to explore the applicability of analytical models used in the field of dielectric relaxation, in addition to the conventional SE and SH models.

• Journal of the Korean Institute of Electrical and Electronic Material Engineers
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• v.29 no.7
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• pp.387-393
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• 2016

Threshold voltage shift has been observed from many thin-film transistors (TFTs) and the time evolution of the shift can be modeled as the stretched-exponential and -hyperbola function. These analytic models are derived from the kinetic equation for defect-creation or charge-trapping and the equation consists of only reversible reactions. In reality TFT's a shift is permanent due to an irreversible reaction and, as a result, it is reasonable to consider that both reversible and irreversible reactions exist in a TFT. In this paper the case when both reactions exist in parallel and make a combined threshold voltage shift is modeled and simulated. The results show that a combined threshold voltage shift observed from a TFT may agrees with the analytic models and, thus, the analytic models don't guarantee whether the cause of the shift is defection-creation or charge-trapping.

• Journal of the Korean Data and Information Science Society
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• v.15 no.4
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• pp.783-791
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• 2004

In this paper we review recent developments in nonlinear time series modeling on both conditional mean and conditional variance. Traditional linear model in conditional mean is referred to as ARMA(autoregressive moving average) process investigated by Box and Jenkins(1976). Nonlinear mean models such as threshold, exponential and random coefficient models are reviewed and their characteristics are explained. In terms of conditional variances, ARCH(autoregressive conditional heteroscedasticity) class is considered as typical linear models. As nonlinear variants of ARCH, diverse nonlinear models appearing in recent literature including threshold ARCH, beta-ARCH and Box-Cox ARCH models are remarked. Also, a class of unified nonlinear models are considered and parameter estimation for that class is briefly discussed.

• Asian-Australasian Journal of Animal Sciences
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• v.15 no.7
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• pp.925-931
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• 2002

Gibbs sampling algorithms were implemented to the multi-trait threshold animal models with any combinations of multiple binary, ordered categorical, and linear traits and investigate the amount of bias on these models with two kinds of parameterization and algorithms for generating underlying liabilities. Statistical models which included additive genetic and residual effects as random and contemporary group effects as fixed were considered on the models using simulated data. The fully conditional posterior means of heritabilities and genetic (residual) correlations were calculated from 1,000 samples retained every 10th samples after 15,000 samples discarded as "burn-in" period. Under the models considered, several combinations of three traits with binary, multiple ordered categories, and continuous were analyzed. Five replicates were carried out. Estimates for heritabilities and genetic (residual) correlations as the posterior means were unbiased when underlying liabilities for a categorical trait were generated given by underlying liabilities of the other traits and threshold estimates were rescaled. Otherwise, when parameterizing threshold of zero and residual variance of one for binary traits, heritability estimates were inflated 7-10% upward. Genetic correlation estimates were biased upward if positively correlated and downward if negatively correlated when underling liabilities were generated without accounting for correlated traits on prior information. Residual correlation estimates were, consequently, much biased downward if positively correlated and upward if negatively correlated in that case. The more categorical trait had categories, the better mixing rate was shown.

• Imaging Science in Dentistry
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• v.32 no.1
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• pp.27-33
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• 2002

Purpose: To evaluate the influence of threshold value of computed tomography on the accuracy of rapid prototyping (RP) medical model Material and Methods : CT datas of a human dry skull were transferred from CT scanner via compact disk to a personal computer (PC). 3-dimensional image reconstruction on PC by V-works/sup TM/ 3.0 (CyberMed. Inc.) software and RP models fabrication were followed. 2-RP models were produced by threshold value of 500 and 800 selected in surface rendering process. Linear measurements between arbitrary 12 anatomical landmarks on dry skull, 3-D image model, and 2-RP models were done and compared. Thus, the accuracy of 500 RP and 800RP models was respectively evaluated. Results: There was mean difference (% difference) in absolute value of 2.27 mm (2.73%) between linear measurements of dry skull and 500 RP model. There was mean difference (% difference) in absolute value of 1.94 mm (2.52%) between linear measurements of dry skull and 800 RP model. Conclusion: Slight difference of threshold value in rendering process of 3-D modelling made a influence on the accuracy of RP medical model.

• Journal of the Semiconductor & Display Technology
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• v.19 no.1
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• pp.61-66
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• 2020

Threshold voltage shift occurring during operation is implemented in a SPICE simulation tool. Among the shift models the stretched-exponential function model, which is frequently observed from both single-crystal silicon and thin-film transistors regardless of the nature of causes, is selected, adapted to transient simulation, and added to BSIM4 developed by BSIM Research Group at the University of California, Berkeley. The adaptation method used in this research is to select degradation and recovery models based on the comparison between the gate and threshold voltages. The threshold voltage shift is extracted from SPICE transient simulation and shows the stretched-exponential time dependence for both degradation and recovery situations. The implementation method developed in this research is not limited to the stretched-exponential function model and BSIM model. The proposed method enables to perform transient simulation with threshold voltage shift in situ and will help to verify the reliability of a circuit.