• 제목/요약/키워드: threshold methods

검색결과 1,483건 처리시간 0.025초

국면전환 임계 자기회귀 분석을 위한 베이지안 방법 비교연구 (A Comparison Study of Bayesian Methods for a Threshold Autoregressive Model with Regime-Switching)

  • 노태영;조성일;이령화
    • 응용통계연구
    • /
    • 제27권6호
    • /
    • pp.1049-1068
    • /
    • 2014
  • 자기회귀 모형(autoregressive model)은 일변량(univaraite) 시계열자료의 분석에서 널리 사용되는 방법 중 하나이다. 그러나 이 방법은 자료에 일정한 추세가 있다고 가정하기 때문에 자료에 분절(structural break)이 존재할 때 적절하지 않을 수 있다. 이러한 문제점을 해결하기 위한 방법으로 국면전환(regime-switching) 모형인 임계자기회귀 모형(threshold autoregressive model)이 제안되었는데 최근 지연 모수(delay parameter)을 포함한 이 국면전환(two regime-switching) 모형으로 확장되어 많은 연구가 활발히 진행되고 있다. 본 논문에서는 이 국면전환 임계자기회귀 모형을 베이지안(Bayesian) 관점에서 살펴본다. 베이지안 분석을 위해 모수적 임계자기 회귀 모형 뿐만 아니라 디리슐레 과정(Dirichlet Process) 사전분포를 이용하는 비모수적 임계자기 회귀 모형을 고려하도록 한다. 두 가지 베이지안 임계자기 회귀 모형을 바탕으로 사후분포를 유도하고 마코프 체인 몬테 카를로(Markov chain Monte Carlo) 방법을 통해 사후추론을 실시한다. 모형 간의 성능을 비교하기 위해 모의실험을 통한 자료 분석을 고려하고, 더 나아가 한국과 미국의 국내 총생산(Gross Domestic Product)에 대한 실증적 자료 분석을 실시한다.

대학생의 이어폰 사용, 스트레스 및 청력의 관계 (Study on Relations among Use of Earphones, Stress, and Hearing Threshold in University Students)

  • 곽혜원;김나현
    • 한국보건간호학회지
    • /
    • 제26권1호
    • /
    • pp.126-136
    • /
    • 2012
  • Purpose: The purpose of this study was to investigate the relationship among use of earphones, stress level, and hearing threshold in university students. Methods: Study subjects included 210 university students (76 men, 134 women). Data were collected by questionnaire and audiometer from December 17 to 20, 2011. The SPSS win 19.0 program was used for data analysis by descriptive statistics, t-test, one-way ANOVA, and Pearson's correlation coefficient. Results: 1) 4KHz, 6KHz hearing threshold of subjects who used earphones was higher than average hearing threshold of same age group. 2) Not significant differences in hearing threshold were observed according to frequency of use, and stress level. 3) Significant differences in 4KHz hearing threshold were observed according to earphone volume. 4) A significant positive correlation was observed between frequency of use and stress level (r=0.15, p<.05), earphone volume, and 4KHz hearing threshold (left) (r=0.15, p<.05); however, a negative correlation was observed between stress level and 4KHz hearing threshold (right) (r=-0.14, p<.05). Conclusion: A significant positive correlation was observed between frequency of use and stress level and earphone volume and 4KHz hearing threshold (left). Development of a program for hearing conservation is needed.

Effect of Inspiratory Muscle Training with Elastic Taping on Forced vital capacity and Sway Area in Stroke Patients

  • Park, Shin Jun
    • The Journal of Korean Physical Therapy
    • /
    • 제32권2호
    • /
    • pp.121-125
    • /
    • 2020
  • Purpose: The purpose of this study was to evaluate the forced vital capacity and sway area of respiratory muscles taping with threshold inspiratory muscles training for 1 week. Methods: Nineteen stroke patients were divided into two groups: experimental group (respiratory muscles taping with threshold inspiratory muscles training, n=10) and control group (threshold inspiratory muscles training, n=9). Forced vital capacity tests were performed using a spirometer. The instrument records the forced vital capacity (FVC). COP excursion test was performed using Zebris. The instrument records the sway area. All tests were measured before and after intervention. Results: The experimental group and control group showed significant increase in FVC (p<0.05). The sway area showed a significant decrease only in the experimental group (p<0.05). The FVC and sway area was no significant difference between the two groups (p>0.05). Conclusion: Threshold inspiratory muscles training is an effective intervention for improving FVC. Threshold inspiratory muscles training with respiratory taping is an effective intervention for improving FVC and sway area. Threshold inspiratory muscles training with respiratory taping can improve balance ability.

무선 센서 네트워크 환경에서 적응형 임계값 설정 방법 (An Adaptive Threshold Method in Wireless Sensor Network Environments)

  • 김인태;김두용
    • 반도체디스플레이기술학회지
    • /
    • 제7권1호
    • /
    • pp.23-27
    • /
    • 2008
  • Wireless sensor networks are emerging as a solution for a wide range of data gathering applications. The most difficult challenge for the design of sensor nodes is the need for significant reductions in energy consumption. The threshold methods which filter redundant and similar data can be used to save energy. In this paper, we propose the adaptive threshold method to effectively manage the energy in wireless sensor nodes. In the adaptive threshold method, wireless sensor nodes can change the thresholds dynamically as the sensing environments vary. The simulation results show that the adaptive threshold method works very effectively even when we experience the significant volatility in the data. This scheme can be used in order to monitor the malfunction in the equipment of semiconductor manufacturing line.

  • PDF

Threshold-asymmetric volatility models for integer-valued time series

  • Kim, Deok Ryun;Yoon, Jae Eun;Hwang, Sun Young
    • Communications for Statistical Applications and Methods
    • /
    • 제26권3호
    • /
    • pp.295-304
    • /
    • 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.

Unsupervised Change Detection Using Iterative Mixture Density Estimation and Thresholding

  • Park, No-Wook;Chi, Kwang-Hoon
    • 대한원격탐사학회:학술대회논문집
    • /
    • 대한원격탐사학회 2003년도 Proceedings of ACRS 2003 ISRS
    • /
    • pp.402-404
    • /
    • 2003
  • We present two methods for the automatic selection of the threshold values in unsupervised change detection. Both methods consist of the same two procedures: 1) to determine the parameters of Gaussian mixtures from a difference image or ratio image, 2) to determine threshold values using the Bayesian rule for minimum error. In the first method, the Expectation-Maximization algorithm is applied for estimating the parameters of the Gaussian mixtures. The second method is based on the iterative thresholding that successively employs thresholding and estimation of the model parameters. The effectiveness and applicability of the methods proposed here are illustrated by an experiment on the multi-temporal KOMPAT-1 EOC images.

  • PDF

개선된 유사성 측정 방법과 동적인 경계 변수를 이용한 ART1 알고리즘 (ART1 Algorithm by Using Enhanced Similarity Test and Dynamical Vigilance Threshold)

  • 문정욱;김광백
    • 한국정보통신학회논문지
    • /
    • 제7권6호
    • /
    • pp.1318-1324
    • /
    • 2003
  • 기존의 ART1 알고리즘은 입력 패턴과 저장 패턴간의 유사성 검증 방법의 문제점과 경계 변수에 따라 클러스터의 수와 인식률이 좌우되는 문제점이 있다. 본 논문에서는 기존의 ART1 알고리즘을 개선하기 위하여 입력 패턴과 저장 패턴간의 Exclusive NOR의 놈 (norm) 비율을 사용하는 유사성 측정 방법과 퍼지 접속 연산자를 이용하여 유사성에 따라 경계변수를 동적으로 조정하는 방법을 적용한 개선된 ART1을 제안한다. 제안된 방법에서는 1의 개수 비율이 아니라 같은 값을 가진 노드의 비율을 사용하여 유사성을 측정하고 경계 변수는 Yager의 합 접속 연산자를 사용하여 동적으로 조정한다. 제안된 방법의 성능을 확인하기 위하여 26개의 영문 패턴 분류 문제와 잡음이 있는 패턴 인식 문제를 대상으로 실험한 결과, 제안된 방법이 기존의 ART1 알고리즘 보다 경계 변수의 설정에 따라 민감하게 반응하지 않았고 인식률에서도 개선된 것을 확인하였다.

Estimating Illumination Distribution to Generate Realistic Shadows in Augmented Reality

  • Eem, Changkyoung;Kim, Iksu;Jung, Yeongseok;Hong, Hyunki
    • KSII Transactions on Internet and Information Systems (TIIS)
    • /
    • 제9권6호
    • /
    • pp.2289-2301
    • /
    • 2015
  • Mobile devices are becoming powerful enough to realize augmented reality (AR) application. This paper introduces two AR methods to estimate an environmental illumination distribution of a scene. In the first method, we extract the lighting direction and intensity from input images captured with a front-side camera of a mobile device, using its orientation sensor. The second method extracts shadow regions cast by three dimensional (3D) AR marker of known shape and size. Because previous methods examine per pixel shadow intensity, their performances are much affected by the number of sampling points, positions, and threshold values. By using a simple binary operation between the previously clustered shadow regions and the threshold real shadow regions, we can compute efficiently their relative area proportions according to threshold values. This area-based method can overcome point sampling problem and threshold value selection. Experiment results demonstrate that the proposed methods generate natural image with multiple smooth shadows in real-time.

계절성 데이터의 부트스트랩 적용에 관한 연구 (A Study of Applying Bootstrap Method to Seasonal Data)

  • 박진수;김윤배
    • 한국시뮬레이션학회논문지
    • /
    • 제19권3호
    • /
    • pp.119-125
    • /
    • 2010
  • 시뮬레이션 출력 분석 방법인 이동 블록 부트스트랩이나 정상 부트스트랩, 그리고 임계값 부트스트랩은 자기상관성이 존재하는 데이터에 적용 가능한 표본 재추출 방법론들이다. 이러한 부트스트랩 방법들은 데이터의 정상성을 가정하여 적용해 왔다. 그러나 실제 자료 또는 시뮬레이션 출력에 계절성이나 추세를 동반하여 그 정상성을 보장할 수 없는 경우에는 부트스트랩을 시뮬레이션 출력 분석에 적용하지 못하였다. 시뮬레이션 출력 분석 기법 중 자기상관성을 가장 잘 묘사하는 방법은 임계값 부트스트랩 방법이다. 임계값 부트스트랩은 자료의 임계값을 기준으로 주기를 형성하여 재추출하는 방법으로써 계절성이 존재하는 데이터에 부트스트랩을 적용한다면 임계값 부트스트랩과 유사한 정확도를 얻을 수 있다. 본 논문에서는 계절성이 존재하는 시계열 자료에 대한 부트스트랩 적용 가능성을 제시 및 검증해보고자 한다.

The investigation of pH threshold value on the corrosion of steel reinforcement in concrete

  • Pu, Qi;Yao, Yan;Wang, Ling;Shi, Xingxiang;Luo, Jingjing;Xie, Yifei
    • Computers and Concrete
    • /
    • 제19권3호
    • /
    • pp.257-262
    • /
    • 2017
  • The aim of this study is to investigate the pH threshold value for the corrosion of steel reinforcement in concrete. A method was designed to attain the pH value of the pore solution on the location of the steel in concrete. Then the pH values of the pore solution on the location of steel in concrete were changed by exposing the samples to the environment (CO25%, RH 40%) to accelerate carbonation with different periods. Based on this, the pH threshold value for the corrosion of steel reinforcement had been examined by the methods of half-cell potential and electrochemical impedance spectra (EIS). The results have indicated that the pH threshold value for the initial corrosion of steel reinforcement in concrete was 11.21. However, in the carbonated concrete, agreement among whether steel corrosion was initiatory determined by the detection methods mentioned above could be found.