• Title/Summary/Keyword: threshold methods

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Asymptotic Normality for Threshold-Asymmetric GARCH Processes of Non-Stationary Cases

  • Park, J.A.;Hwang, S.Y.
    • Communications for Statistical Applications and Methods
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    • v.18 no.4
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    • pp.477-483
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    • 2011
  • This article is concerned with a class of threshold-asymmetric GARCH models both for stationary case and for non-stationary case. We investigate large sample properties of estimators from QML(quasi-maximum likelihood) and QL(quasilikelihood) methods. Asymptotic distributions are derived and it is interesting to note for non-stationary case that both QML and QL give asymptotic normal distributions.

Gamma spectrum denoising method based on improved wavelet threshold

  • Xie, Bo;Xiong, Zhangqiang;Wang, Zhijian;Zhang, Lijiao;Zhang, Dazhou;Li, Fusheng
    • Nuclear Engineering and Technology
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    • v.52 no.8
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    • pp.1771-1776
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    • 2020
  • Adverse effects in the measured gamma spectrum caused by radioactive statistical fluctuations, gamma ray scattering, and electronic noise can be reduced by energy spectrum denoising. Wavelet threshold denoising can be used to perform multi-scale and multi-resolution analysis on noisy signals with small root mean square errors and high signal-to-noise ratios. However, in traditional wavelet threshold denoising methods, there are signal oscillations in hard threshold denoising and constant deviations in soft threshold denoising. An improved wavelet threshold calculation method and threshold processing function are proposed in this paper. The improved threshold calculation method takes into account the influence of the number of wavelet decomposition layers and reduces the deviation caused by the inaccuracy of the threshold. The improved threshold processing function can be continuously guided, which solves the discontinuity of the traditional hard threshold function, avoids the constant deviation caused by the traditional soft threshold method. The examples show that the proposed method can accurately denoise and preserves the characteristic signals well in the gamma energy spectrum.

The effects of Breif, Intense Transecutaneous Electrical Nerve Stimulation on Nerve conduction, Pain Threshold in Healthy subjects (Brief, Intense TENS 자극이 신경전도, 통증역치의 변화에 미치는 효과)

  • Kim Tae-Youl;Hwang Tae-Yeun;Huh Choon-Bok
    • The Journal of Korean Physical Therapy
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    • v.6 no.1
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    • pp.171-183
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    • 1994
  • Purphose. This present study examines the effect of brief, intense transcutaneous electrical nerve stimulation(BTENS) on sensory nerve conduction, electrical pain threshold, and two-point discrimination measured at the superficial radial nevre distribution in 20 healthy subjects. Subjects. Twenty volunteercs, (10 females and 10 males(age range : 20-38 years : $mean{\pm}SD\;:\;27.00{\pm}5.12$), only subjects without prior traumatological and pathological were eligible to participated in this study. Methods. Nerve conduction were determined for the right superficial radial nerve. Electrical pain threshold were determined for the right wrist ipsilateral to the site of BTENS. Small disc electrodes were attached to the surface of the skin stradding the end of the radius. Square wave electrical pulses were delivered from an isolated stimulator through a constant current device at a frequency of 2 Hz(5 ms pulse width). Two-point discrimination, measured on the sensory distribution of superficial radial nerve. BTENS was delivered using a Max-SD( Medical design co.) portable battery powered stimulator. A cicular Ag/AgCl electrode in contact with hypertonic saline gel was attached to the lateral(radial side) surface of the forearm. Results. No significant effects were observed between stimulation methods in the prestimulation cycle(multi-way ANOVA repeated measures : distal latency ; F1.14=0.332. amplitude ; F 0.80=0.445, pain threshold ; F0.06=0.940.2 point discrimination ; F1.50=0.236). Highly significant effects were observed time with the pretreatment and 6 posttreatment cycles(p<0.01). Mighty significants differences in nerve conduction and pain threshold were found using un multi-way ANOVA repeated measures among stimulation methods for each cycles(p<0.01). Conclusion and Discussion The authors concludes that both nerve conduction and pain threshold changes are associated with therapy (stimulation) level of BTENS.

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Extraction of Threshold Voltage for Junctionless Double Gate MOSFET (무접합 이중 게이트 MOSFET에서 문턱전압 추출)

  • Jung, Hak Kee
    • Journal of the Korean Institute of Electrical and Electronic Material Engineers
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    • v.31 no.3
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    • pp.146-151
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    • 2018
  • In this study, we compared the threshold-voltage extraction methods of accumulation-type JLDG (junctionless double-gate) MOSFETs (metal-oxide semiconductor field-effect transistors). Threshold voltage is the most basic element of transistor design; therefore, accurate threshold-voltage extraction is the most important factor in integrated-circuit design. For this purpose, analytical potential distributions were obtained and diffusion-drift current equations for these potential distributions were used. There are the ${\phi}_{min}$ method, based on the physical concept; the linear extrapolation method; and the second and third derivative method from the $I_d-V_g$ relation. We observed that the threshold-voltages extracted using the maximum value of TD (third derivatives) and the ${\phi}_{min}$ method were the most reasonable in JLDG MOSFETs. In the case of 20 nm channel length or more, similar results were obtained for other methods, except for the linear extrapolation method. However, when the channel length is below 20 nm, only the ${\phi}_{min}$ method and the TD method reflected the short-channel effect.

Comparison of Bootstrap Methods for LAD Estimator in AR(1) Model

  • Kang, Kee-Hoon;Shin, Key-Il
    • Communications for Statistical Applications and Methods
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    • v.13 no.3
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    • pp.745-754
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    • 2006
  • It has been shown that LAD estimates are more efficient than LS estimates when the error distribution is double exponential in AR(1) model. In order to explore the performance of LAD estimates one can use bootstrap approaches. In this paper we consider the efficiencies of bootstrap methods when we apply LAD estimates with highly variable data. Monte Carlo simulation results are given for comparing generalized bootstrap, stationary bootstrap and threshold bootstrap methods.

A study on the threshold current ratio method using the measurement of coated facet reflectivity of a laser diode (레이저 다이오드의 코팅된 단면의 반사율 측정에 사용되는 문턱전류비에 관한 연구)

  • Lee, Sang-Moo;Kim, Boo-Gyoun
    • Proceedings of the KIEE Conference
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    • 1995.11a
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    • pp.541-543
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    • 1995
  • We propose the improved threshold current ratio method to determine the reflectivity of coated facets. The carrier recombination time used in the improved threshold current ratio method depends on the value of facet reflectivities. However, the carrier recombination time used in the conventional threshold current ratio method is constant regardless of facet reflectivities. The difference between the results of the two methods increases as the reflectivity of a coated facet decreases.

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A New Method of Simulation Output Analysis : Threshold Bootstrap

  • Kim, Yun-Bae-
    • Proceedings of the Korea Society for Simulation Conference
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    • 1993.10a
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    • pp.2-2
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    • 1993
  • Inference for discrete event simulations usually relies on either independent replications or, if each simulation run is expensive, the method of batch means applied to a single replications. We present a new method, threshold bootstrap, which equals or exceeds the performance of independent replications or batch means. The method works by resampling runs of data created when a stationary time series crosses a threshold level, such as the sample mean of series. Computational results show that the threshold bootstrap matches or exceeds the performance of these alternative methods in estimating the standard deviation of the sample mean and producing valid confidence intervals.

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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.

Dynamic Threshold based Even-wear Leveling Policies (동적 임계값을 이용한 메모리 소거)

  • Park, Je-Ho
    • Journal of the Semiconductor & Display Technology
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    • v.6 no.2 s.19
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    • pp.5-10
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    • 2007
  • According to the advantageous features of flash memory, its exploitation and application in mobile and ubiquitous related devices as well as voluminous storage devices is being increased rapidly. The inherent properties that are determined by configuration of flash memory unit might restrict the promising expansion in its utilization. In this paper, we study policies based on threshold values, instead of using global search, in order to satisfy our objective that is to decrease the necessary processing cost or penalty for recycling of flash memory space at the same time minimizing the potential degradation of performance. The proposed cleaning methods create partitions of candidate memory regions, to be reclaimed as free, by utilizing global or dynamic threshold values. The impact of the proposed policies is evaluated through a number of experiments, the composition of the optimal configuration featuring the methods is tested through experiments as well.

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