• 제목/요약/키워드: Threshold model

검색결과 1,451건 처리시간 0.033초

Optimal Inflation Threshold and Economic Growth: Ordinal Regression Model Analysis

  • DINH, Doan Van
    • The Journal of Asian Finance, Economics and Business
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    • 제7권5호
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    • pp.91-102
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    • 2020
  • The study investigates the relationship between the inflation rate and economic growth to find out the optimal inflation threshold for economic growth. Therefore, this study applied an ordinary least square model (OLS) and the ordinal regression model, and collected the time-series data from 1996 to 2017 to test the relationship between inflation and economic growth in the short-term and long-term. The sample fits the model and is statistically significant. The study showed that 96.6% of correlation between inflation rate and economic growth are close and 4.5% of optimal inflation threshold is appropriate for economic growth. It finds that the optimal inflation threshold is base to perform economic growth, besides the inflation rate is positively related to economic growth. The results support the monetary policy appropriately. This study identifies issues for Government to consider: have a comprehensive solution among macroeconomic policies, monetary policy, fiscal policy and other policies to control and maintain the inflation and stimulate growth; have appropriate policies to regulate inflation to stimulate economic growth over the long term; set a priority goal for sustainable economic growth; not pursue economic growth by maintaining the inflation rate in the long term, but take appropriate measures to stabilize the inflation at the optimal inflation threshold.

Side Slip Angle Based Control Threshold of Vehicle Stability Control System

  • Chung Taeyoung;Yi Kyongsu
    • Journal of Mechanical Science and Technology
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    • 제19권4호
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    • pp.985-992
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    • 2005
  • Vehicle Stability Control (VSC) system prevents vehicle from spinning or drifting out mainly by braking intervention. Although a control threshold of conventional VSC is designed by vehicle characteristics and centered on average drivers, it can be a redundancy to expert drivers in critical driving conditions. In this study, a manual adaptation of VSC is investigated by changing the control threshold. A control threshold can be determined by phase plane analysis of side slip angle and angular velocity which is established with various vehicle speeds and steering angles. Since vehicle side slip angle is impossible to be obtained by commercially available sensors, a side slip angle is designed and evaluated with test results. By using the estimated value, phase plane analysis is applied to determine control threshold. To evaluate an effect of control threshold, we applied a 23-DOF vehicle nonlinear model with a vehicle planar motion model based sliding controller. Controller gains are tuned as the control threshold changed. A VSC with various control thresholds makes VSC more flexible with respect to individual driver characteristics.

임계치 모형과 인공신경망 모형을 이용한 실시간 저수지 수위자료의 이상치 탐지 (Outlier Detection of Real-Time Reservoir Water Level Data Using Threshold Model and Artificial Neural Network Model)

  • 김마가;최진용;방재홍;이재주
    • 한국농공학회논문집
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    • 제61권1호
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    • pp.107-120
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    • 2019
  • Reservoir water level data identify the current water storage of the reservoir, and they are utilized as primary data for management and research of agricultural water. For the reservoir storage management, Korea Rural Community Corporation (KRC) installed water level stations at around 1,600 agricultural reservoirs and has been collecting the water level data every 10 minutes. However, various kinds of outliers due to noise and erroneous problems are frequently appearing because of environmental and physical causes. Therefore, it is necessary to detect outlier and improve the quality of reservoir water level data to utilize the water level data in purpose. This study was conducted to detect and classify outlier and normal data using two different models including the threshold model and the artificial neural network (ANN) model. The results were compared to evaluate the performance of the models. The threshold model identifies the outlier by setting the upper/lower bound of water level data and variation data and by setting bandwidth of water level data as a threshold of regarding erroneous water level. The ANN model was trained with prepared training dataset as normal data (T) and outlier (F), and the ANN model operated for identifying the outlier. The models are evaluated with reference data which were collected reservoir water level data in daily by KRC. The outlier detection performance of the threshold model was better than the ANN model, but ANN model showed better detection performance for not classifying normal data as outlier.

채널 영역의 불균일 농도를 고려한 MOSFET 문턱전압 모델 (Threshold Voltage Model of the MOSFET for Non-Uniform Doped Channel)

  • 조명석
    • 대한전기학회논문지:전기물성ㆍ응용부문C
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    • 제51권11호
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    • pp.517-525
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    • 2002
  • The channel region of seep-sub-micrometer MOSFET is non-uniformly doped with pocket implant. Therefore, the advanced threshold voltage model is needed to account for the Short-Channel Effect and Reverse-Short-Channel Effect due to the non-uniform doping concentration in the channel region. In this paper, A scalable analytical model for the MOSFET threshold voltage is developed. The developed model is verified with MEDICI and TSUPREM simulator.

절대 유사 임계값 기반 사례기반추론과 유전자 알고리즘을 활용한 시스템 트레이딩 (System Trading using Case-based Reasoning based on Absolute Similarity Threshold and Genetic Algorithm)

  • 한현웅;안현철
    • 한국정보시스템학회지:정보시스템연구
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    • 제26권3호
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    • pp.63-90
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    • 2017
  • Purpose This study proposes a novel system trading model using case-based reasoning (CBR) based on absolute similarity threshold. The proposed model is designed to optimize the absolute similarity threshold, feature selection, and instance selection of CBR by using genetic algorithm (GA). With these mechanisms, it enables us to yield higher returns from stock market trading. Design/Methodology/Approach The proposed CBR model uses the absolute similarity threshold varying from 0 to 1, which serves as a criterion for selecting appropriate neighbors in the nearest neighbor (NN) algorithm. Since it determines the nearest neighbors on an absolute basis, it fails to select the appropriate neighbors from time to time. In system trading, it is interpreted as the signal of 'hold'. That is, the system trading model proposed in this study makes trading decisions such as 'buy' or 'sell' only if the model produces a clear signal for stock market prediction. Also, in order to improve the prediction accuracy and the rate of return, the proposed model adopts optimal feature selection and instance selection, which are known to be very effective in enhancing the performance of CBR. To validate the usefulness of the proposed model, we applied it to the index trading of KOSPI200 from 2009 to 2016. Findings Experimental results showed that the proposed model with optimal feature or instance selection could yield higher returns compared to the benchmark as well as the various comparison models (including logistic regression, multiple discriminant analysis, artificial neural network, support vector machine, and traditional CBR). In particular, the proposed model with optimal instance selection showed the best rate of return among all the models. This implies that the application of CBR with the absolute similarity threshold as well as the optimal instance selection may be effective in system trading from the perspective of returns.

Bayesian Analysis of Multivariate Threshold Animal Models Using Gibbs Sampling

  • Lee, Seung-Chun;Lee, Deukhwan
    • Journal of the Korean Statistical Society
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    • 제31권2호
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    • pp.177-198
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    • 2002
  • The estimation of variance components or variance ratios in linear model is an important issue in plant or animal breeding fields, and various estimation methods have been devised to estimate variance components or variance ratios. However, many traits of economic importance in those fields are observed as dichotomous or polychotomous outcomes. The usual estimation methods might not be appropriate for these cases. Recently threshold linear model is considered as an important tool to analyze discrete traits specially in animal breeding field. In this note, we consider a hierarchical Bayesian method for the threshold animal model. Gibbs sampler for making full Bayesian inferences about random effects as well as fixed effects is described to analyze jointly discrete traits and continuous traits. Numerical example of the model with two discrete ordered categorical traits, calving ease of calves from born by heifer and calving ease of calf from born by cow, and one normally distributed trait, birth weight, is provided.

An Analytical Modeling of Threshold Voltage and Subthreshold Swing on Dual Material Surrounding Gate Nanoscale MOSFETs for High Speed Wireless Communication

  • Balamurugan, N.B.;Sankaranarayanan, K.;Amutha, P.;John, M. Fathima
    • JSTS:Journal of Semiconductor Technology and Science
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    • 제8권3호
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    • pp.221-226
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    • 2008
  • A new two dimensional (2-D) analytical model for the Threshold Voltage on dual material surrounding gate (DMSG) MOSFETs is presented in this paper. The parabolic approximation technique is used to solve the 2-D Poisson equation with suitable boundary conditions. The simple and accurate analytical expression for the threshold voltage and sub-threshold swing is derived. It is seen that short channel effects (SCEs) in this structure is suppressed because of the perceivable step in the surface potential which screens the drain potential. We demonstrate that the proposed model exhibits significantly reduced SCEs, thus make it a more reliable device configuration for high speed wireless communication than the conventional single material surrounding gate (SMSG) MOSFETs.

Crack behaviour of top layer in layered rocks

  • Chang, Xu;Ma, Wenya;Li, Zhenhua;Wang, Hui
    • Geomechanics and Engineering
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    • 제16권1호
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    • pp.49-58
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    • 2018
  • Open-mode cracks could be commonly observed in layered rocks. A concept model is firstly used to explore the mechanism of the vertical cracks (VCs) in the top layer. Then the crack behaviour of the two-layer model is simulated based on a cohesive zone model (CZM) for layer interfaces and a plastic-damage model for rocks. The model indicates that the tensile stress normal to the VCs changes to compression if the crack spacing to layer thickness ratio is lower than a threshold. The results indicate that there is a threshold for interfacial shear strength that controls the crack patterns of the layered system. If the shear strength is lower than the threshold, the top layer is meshed by the VCs and interfacial cracks (ICs). When the shear strength is higher than the threshold, the top layer is meshed by the VCs and parallel cracks (PCs). If the shear strength is comparative to the threshold, a combining pattern of VCs, PCs and ICs for the top layer can be formed. The evolutions of stress distribution in the crack-bound block indicate that the ICs and PCs can reduce the load transferred for the substrate layer, and thus leads to a crack saturation state.

미국 전기도매시장의 전기가격 추정 (Estimating Spot Prices of Restructured Electricity Markets in the United States)

  • 유시용
    • 자원ㆍ환경경제연구
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    • 제13권3호
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    • pp.417-440
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    • 2004
  • 미국의 PJM(Pennsylvania-New Jersey-Maryland) 전기도매시장의 전기 가격을 가변 전환확률 국면전환모형(regime switching model with time-varying transition probability model)을 이용해서 추정해보았다. 전기수요뿐만 아니라 기온을 전환확률 방정식의 설명변수로 포함시킴으로써 전기가격이 낮은 국면에서 높은 국면으로 전환할 확률의 문턱점(threshold) 효과가 뚜렷이 향상되었다. 따라서 도매전기가격의 스파이크(spike) 발생을 예측할 수 있게 되는 것이다. 이는 또한 미국의 도매시장 전기가격의 스파이크는 기온에 의해서도 잘 설명되며, 이를 이용하여 날씨관련 파생상품이나 계약을 통해서 도매전기 구입비용의 위험을 해지할 수 있다는 것을 의미한다.

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모음에 따른 발성역치압력과 비성도 특성 비교 연구 (A Comparsion study of Phonation Threshold Pressure and Nasalance according to vowels)

  • 이인애;황영진
    • 한국산학기술학회논문지
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    • 제14권2호
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    • pp.721-727
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    • 2013
  • 본 연구는 모음에 따라 발성역치압력과 비성도의 차이를 비교하고자 하였다. 2012년 5월부터 8월 동안에 대학에 재학 중인 20~30대의 정상성인 여성 28명을 대상으로 실시하였다. 발성역치압력은 객관적인 공기역학적 검사도구인 PAS(Phonatory aerodynamic system, model 6600, KAY electronics, Inc)를 이용하였으며, /p/와 세가지 모음 /a, i, u/를 각 5번씩 측정하여 가운데 3개를 비교하여 분석하였다. 또한 비성도는 Nasometer${\Pi}$(model 6450, KAY electronics, Inc)를 이용하였으며, 세가지 모음 /a, i, u/를 5초 이상 연장발성하여 측정하였다. 그 결과, 모음에 따른 발성역치압력은 유의한 차이를 나타내었으며, 모음에 따른 비성도도 유의한 차이를 보였다. 발성역치압력과 비성도간의 상관관계도 매우 높은 상관성을 나타내었다. 따라서 모음간의 발성역치압력은 연인두 폐쇄정도를 예측할 수 있으며 그에 따른 비성도와 매우 연관성이 깊음을 알 수 있었다.