• 제목/요약/키워드: Threshold model

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On Strict Stationarity of Nonlinear Time Series Models without Irreducibility or Continuity Condition

  • Lee, Oe-Sook;Kim, Kyung-Hwa
    • Journal of the Korean Data and Information Science Society
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    • 제18권1호
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    • pp.211-218
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    • 2007
  • Nonlinear ARMA model $X_n\;=\;h(X_{n-1},{\cdots},X_{n-p},e_{n-1},{\cdots},e_{n-p})+e_n$ is considered and easy-to-check sufficient condition for strict stationarity of {$X_n$} without some irreducibility or continuity assumption is given. Threshold ARMA(p, q) and momentum threshold ARMA(p, q) models are examined as special cases.

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호흡에 의해 내부 움직임을 갖는 장기에 전달되는 선량에서 Time Gating Threshold(TGT)의 효과 (An effect of time gating threshold (TGT) on a delivered dose in internal organ with movement due to respiration)

  • 김연래;정진범;서태석
    • 한국의학물리학회:학술대회논문집
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    • 한국의학물리학회 2004년도 제29회 추계학술대회 발표논문집
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    • pp.132-135
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    • 2004
  • 본 연구는 호흡시에 내부 장기가 움직일 때 시간에 따른 threshold 값을 주어졌을 때 선량분포에 대한 연구를 수행한 것이다. 이전 연구에서 보고 된 것처럼 일정 시간에 따라 움직이는 내부 장기의 움직임은 Rujan 등에 의해 보고된 3차원적 수학적 계산방법에 의해 장기의 위치를 나타내었다. 그 결과 처음exhale에서 1초동안 간의 움직임은 2mm이내에 위치하는 것을 알게 되었다. 그래서 이 연구에서 TGT는 간의 움직임이 가장 적은 처음 exhale에서 1초동안 움직일 때의 선량분포를 평가하였다. TGT 값을 주었을 때 선량분포를 비교하기 위해 다음 조건으로 방사선을 조사하였다. 1) threshold 범위에서 target이 움직일 때(1초, 1.5호), 2) threshold 없이 target이 움직일 때, 3) target이 움직이지 않을때. 각각 조건의 선량분포를 비교 평가하였다

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GLOBAL THRESHOLD DYNAMICS IN HUMORAL IMMUNITY VIRAL INFECTION MODELS INCLUDING AN ECLIPSE STAGE OF INFECTED CELLS

  • ELAIW, A.M.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제19권2호
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    • pp.137-170
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    • 2015
  • In this paper, we propose and analyze three viral infection models with humoral immunity including an eclipse stage of infected cells. The incidence rate of infection is represented by bilinear incidence and saturated incidence in the first and second models, respectively, while it is given by a more general function in the third one. The neutralization rate of viruses is giv0en by bilinear form in the first two models, while it is given by a general function in the third one. For each model, we have derived two threshold parameters, the basic infection reproduction number which determines whether or not a chronic-infection can be established without humoral immunity and the humoral immune response activation number which determines whether or not a chronic-infection can be established with humoral immunity. By constructing suitable Lyapunov functions we have proven the global asymptotic stability of all equilibria of the models. For the third model, we have established a set of conditions on the threshold parameters and on the general functions which are sufficient for the global stability of the equilibria of the model. We have performed some numerical simulations for the third model with specific forms of the incidence and neutralization rates and have shown that the numerical results are consistent with the theoretical results.

Derivation of rainfall threshold for urban flood warning based on the dual drainage model simulation

  • Dao, Duc Anh;Kim, Dongkyun;Tran, Dang Hai Ha
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2021년도 학술발표회
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    • pp.141-141
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    • 2021
  • This study proposed an equation for Rainfall Threshold for Flood Warning (RTFW) for urban areas based on computer simulations. First, a coupled 1D-2D dual-drainage model was developed for nine watersheds in Seoul, Korea. Next, the model simulation was repeated for a total of 540 combinations of the synthetic rainfall events and watershed imperviousness (9 watersheds × 4 NRCS Curve Number (CN) values × 15 rainfall events). Then, the results of the 101 simulations with the critical flooded depth (0.25m-0.35m) were used to develop the equation that relates the value of RTFW to the rainfall event temporal variability (represented as coefficient of variation) and the watershed Curve Number. The results suggest that 1) the rainfall with greater temporal variability causes critical floods with less amount of total rainfall; and that 2) the greater imperviousness requires less rainfall to have critical floods. For validation, the proposed equation was applied for the flood warning system with two storm events occurred in 2010 and 2011 over 239 watersheds in Seoul. The results of the application showed high performance of the warning system in issuing the flood warning, with the hit, false and missed alarm rates at 68%, 32% and 7.4% respectively for the 2010 event and 49%, 51% and 10.7% for the event in 2011.

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GENERALIZED $BARTOSZY\'{N}SKI'S$ VIRUS MODEL

  • Kim, Yong-Dai
    • Journal of the Korean Statistical Society
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    • 제35권4호
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    • pp.397-407
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    • 2006
  • A new stochastic process is introduced for describing a mechanism of viruses. The process generalizes the $Bartoszy\'{n}ski's$ process ($Bartoszy\'{n}ski$, 1975a, 1975b, 1976) by allowing the stochastic perturbation between consecutive jumps to take into account the persistent infection (the infection without breaking infected cells). It is shown that the new process can be obtained by a weak limit of a sequence of Markov branching processes. Along with the construction of the new process, we study how the stochastic perturbation influences the risk of a symptom in an infected host. For this purpose, the quantal response model and the threshold model are investigated and compared through their induced survival functions.

저주파 노이즈와 BTI의 머신 러닝 모델 (Machine Learning Model for Low Frequency Noise and Bias Temperature Instability)

  • 김용우;이종환
    • 반도체디스플레이기술학회지
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    • 제19권4호
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    • pp.88-93
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    • 2020
  • Based on the capture-emission energy (CEE) maps of CMOS devices, a physics-informed machine learning model for the bias temperature instability (BTI)-induced threshold voltage shifts and low frequency noise is presented. In order to incorporate physics theories into the machine learning model, the integration of artificial neural network (IANN) is employed for the computation of the threshold voltage shifts and low frequency noise. The model combines the computational efficiency of IANN with the optimal estimation of Gaussian mixture model (GMM) with soft clustering. It enables full lifetime prediction of BTI under various stress and recovery conditions and provides accurate prediction of the dynamic behavior of the original measured data.

Methodology of Mapping Quantitative Trait Loci for Binary Traits in a Half-sib Design Using Maximum Likelihood

  • Yin, Zongjun;Zhang, Qin;Zhang, Jigang;Ding, Xiangdong;Wang, Chunkao
    • Asian-Australasian Journal of Animal Sciences
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    • 제18권12호
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    • pp.1669-1674
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    • 2005
  • Maximum likelihood methodology was applied to analyze the efficiency and statistical power of interval mapping by using a threshold model. The factors that affect QTL detection efficiency (e.g. QTL effect, heritability and incidence of categories) were simulated in our study. Daughter design with multiple families was applied, and the size of segregating population is 500. The results showed that the threshold model has a great advantage in parameters estimation and power of QTL mapping, and has nice efficiency and accuracy for discrete traits. In addition, the accuracy and power of QTL mapping depended on the effect of putative quantitative trait loci, the value of heritability and incidence directly. With the increase of QTL effect, heritability and incidence of categories, the accuracy and power of QTL mapping improved correspondingly.

An Effective Denoising Method for Images Contaminated with Mixed Noise Based on Adaptive Median Filtering and Wavelet Threshold Denoising

  • Lin, Lin
    • Journal of Information Processing Systems
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    • 제14권2호
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    • pp.539-551
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    • 2018
  • Images are unavoidably contaminated with different types of noise during the processes of image acquisition and transmission. The main forms of noise are impulse noise (is also called salt and pepper noise) and Gaussian noise. In this paper, an effective method of removing mixed noise from images is proposed. In general, different types of denoising methods are designed for different types of noise; for example, the median filter displays good performance in removing impulse noise, and the wavelet denoising algorithm displays good performance in removing Gaussian noise. However, images are affected by more than one type of noise in many cases. To reduce both impulse noise and Gaussian noise, this paper proposes a denoising method that combines adaptive median filtering (AMF) based on impulse noise detection with the wavelet threshold denoising method based on a Gaussian mixture model (GMM). The simulation results show that the proposed method achieves much better denoising performance than the median filter or the wavelet denoising method for images contaminated with mixed noise.

Recent Review of Nonlinear Conditional Mean and Variance Modeling in Time Series

  • Hwang, S.Y.;Lee, J.A.
    • Journal of the Korean Data and Information Science Society
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    • 제15권4호
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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.

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