• Title/Summary/Keyword: Threshold model

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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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    • v.7 no.5
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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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    • v.19 no.4
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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.

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

  • Kim, Maga;Choi, Jin-Yong;Bang, Jehong;Lee, Jaeju
    • Journal of The Korean Society of Agricultural Engineers
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    • v.61 no.1
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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.

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

  • Jo, Myung-Suk
    • The Transactions of the Korean Institute of Electrical Engineers C
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    • v.51 no.11
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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.

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

  • Han, Hyun-Woong;Ahn, Hyun-Chul
    • The Journal of Information Systems
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    • v.26 no.3
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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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    • v.31 no.2
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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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    • v.8 no.3
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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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    • v.16 no.1
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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.

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

  • Yoo, Shiyong
    • Environmental and Resource Economics Review
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    • v.13 no.3
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    • pp.417-440
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    • 2004
  • For the behavior of the wholesale spot price, a regime switching model with time-varying transition probabilities was estimated using the data from the PJM (Pennsylvania-New Jersey-Maryland) market. By including the temperature as an explanatory variable in the transition probability equations, the threshold effect of changing regime is clearly enhanced. And hence the predictability of the price spikes was improved. This means that the model showed a very clear threshold effect, with a low probability of switching for low loads and low temperatures and a high probability for high loads and high temperatures. And temperature showed a clearer threshold effect than load does. This implies that weather-related contracts may help to hedge against the risk in the cost of buying electricity during a summer.

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

  • Lee, Inae;Hwang, Young-Jin
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.14 no.2
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    • pp.721-727
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    • 2013
  • This study sought to compare the difference of Phonation Threshold Pressure and Nasalance according to vowels. We tested 28 normal females(20~30age) who be in attendance at a school from May to August 2012. We measured Phonation Threshold Pressure through PAS(Phonatory aerodynamic system, model 6600, KAY electronics, Inc) that aero-mechanical instrument called. Phonation Threshold Pressure was measured by using the consonant /p/ and the three vowels /a, i, u/ and was analyzed the three times of Phonation the five times. Also We measured Nasalance through the Nasometer${\Pi}$(model 6450, KAY electronics, Inc). The vowel's phonation was recored by using the three vowels /a, i, u/. the nasalance score was measured via Nasometer. As a Result, Phonation Threshold Pressure according to three vowels show significantly difference. Also, Nasalance according to three vowels show significantly difference. Finally, Correlation coefficient of Phonation Threshold Pressure and Nasalance according to three vowels show positive relation ship. Therefore Phonation Threshold Pressure and Nasalance according to three vowels have closely relationship.