• 제목/요약/키워드: theta series

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On the Optimal Adaptive Estimation in the Semiparametric Non-linear Autoregressive Time Series Model

  • So, Beong-Soo
    • Journal of the Korean Statistical Society
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    • 제24권1호
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    • pp.149-160
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    • 1995
  • We consider the problem of optimal adaptive estiamtion of the euclidean parameter vector $\theta$ of the univariate non-linerar autogressive time series model ${X_t}$ which is defined by the following system of stochastic difference equations ; $X_t = \sum^p_{i=1} \theta_i \cdot T_i(X_{t-1})+e_t, t=1, \cdots, n$, where $\theta$ is the unknown parameter vector which descrives the deterministic dynamics of the stochastic process ${X_t}$ and ${e_t}$ is the sequence of white noises with unknown density $f(\cdot)$. Under some general growth conditions on $T_i(\cdot)$ which guarantee ergodicity of the process, we construct a sequence of adaptive estimatros which is locally asymptotic minimax (LAM) efficient and also attains the least possible covariance matrix among all regular estimators for arbitrary symmetric density.

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Ligand-Based CoMFA Study on Pyridylpyrazolopyridine Derivatives as PKCθ Kinase Inhibitors

  • Balasubramanian, Pavithra K.;Balupuri, Anand;Cho, Seung Joo
    • 통합자연과학논문집
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    • 제7권4호
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    • pp.253-259
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    • 2014
  • Protein kinase C theta (PKC-${\theta}$) is a serine/threonine specific protein kinase. It is largely expressed in the T-cells and CD28 signaling. PKC-${\theta}$ phosphorylates diverse proteins that are involved in the various cellular signaling pathways. Activated PKC-${\theta}$ in turn activates other transcription factors that control the proliferation and differentiation of T- cells. PKC-${\theta}$ is considered to be an interesting therapeutic target due to its crucial role in the proliferation, differentiation and survival of T-cells. In the present study, we have performed ligand-based CoMFA study on a series of pyridylpyrazolopyridine derivatives as PKC-${\theta}$ inhibitors. An acceptable CoMFA model ($q^2$=0.544; ONC=4; $r^2$=0.876) was developed and validated by Bootsrapping and progressive sampling. The CoMFA contour map suggested the regions to increase the activity. Bulky substitutions in R2 position of the piperizine ring could increase the activity. Similarly positive, small substitution in the R1 position of the Pyridine ring could considerably increase the activity. Our work could assist in designing more potent PKC-${\theta}$ inhibitors of pyridylpyrazolopyridine derivatives.

대기안정도(大氣安定度)와 지형조건(地形條件)에 따른 풍향변동폭(風向變動幅)의 특성(特性) (Influence of Atmospheric Stability and Topography on the Wind Direction Fluctuations)

  • 김용국;이종범
    • 한국대기환경학회지
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    • 제8권2호
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    • pp.138-145
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    • 1992
  • Dependence of the standard deviation of wind direction fluctuations, ${\sigma}_{\theta}$, on atmospheric stability, averaging time and topography were analysed with the data measured at three sites, Youngjongdo beach of the Yellow Sea, Chuncheon basin and Doam-Dam valley. The results show that the mean value of ${\sigma}_{\theta}$ is large in complex terrain, the Doam-Dam site. It is notable that the large value of ${\sigma}_{\theta}$ at night is associated with the low wind speed and the strong stable condition. In order to study the long-period fluctuations of the wind direction, ${\sigma}_{\theta}$ for longer than 10 minutes averaging time was further analysed using the data obtained at the Chuncheon basin. At the averaging time shorter than 60 minutes, larger ${\sigma}_{\theta}$ is associated with longer averaging time in the strong stable condition. However, ${\sigma}_{\theta}$ was not affected significantly by wind speed and averaging time in neutral conditions. The results of the spectrum analysis for the time series data of wind direction showed that low-frequency fluctuations ranging from 10 to 60 minutes were dominated at the Chuncheon basin in strong stable condition.

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Moving Estimates Test for Jumps in Time Series Models

  • Na, O-Kyoung;Lee, Seon-Joo;Lee, Sang-Yeol;Choi, In-Bong
    • Communications for Statistical Applications and Methods
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    • 제13권2호
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    • pp.205-217
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    • 2006
  • In this paper, we consider the problem of testing for a change of the parameter function ${\theta}(t)$ that may have a discontinuity at some unknown point ${\tau}$. We introduce a varying-h moving estimate to test the null hypothesis that ${\theta}(t)$ is continuous against the alternative that ${\theta}({\tau}-){\neq}{\theta}({\tau}+)$. Simulation results are provided for illustration.