• Title/Summary/Keyword: threshold methods

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

  • Roh, Taeyoung;Jo, Seongil;Lee, Ryounghwa
    • The Korean Journal of Applied Statistics
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    • v.27 no.6
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    • pp.1049-1068
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    • 2014
  • Autoregressive models are used to analyze an univariate time series data; however, these methods can be inappropriate when a structural break appears in a time series since they assume that a trend is consistent. Threshold autoregressive models (popular regime-switching models) have been proposed to address this problem. Recently, the models have been extended to two regime-switching models with delay parameter. We discuss two regime-switching threshold autoregressive models from a Bayesian point of view. For a Bayesian analysis, we consider a parametric threshold autoregressive model and a nonparametric threshold autoregressive model using Dirichlet process prior. The posterior distributions are derived and the posterior inferences is performed via Markov chain Monte Carlo method and based on two Bayesian threshold autoregressive models. We present a simulation study to compare the performance of the models. We also apply models to gross domestic product data of U.S.A and South Korea.

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

  • Kwak, Hye-Weon;Kim, Na-Hyun
    • Journal of Korean Public Health Nursing
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    • v.26 no.1
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    • pp.126-136
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    • 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
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    • v.32 no.2
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    • pp.121-125
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    • 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.

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

  • Kim, In-Tae;Kim, Doo-Yong
    • Journal of the Semiconductor & Display Technology
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    • v.7 no.1
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    • pp.23-27
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    • 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.

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Threshold-asymmetric volatility models for integer-valued time series

  • Kim, Deok Ryun;Yoon, Jae Eun;Hwang, Sun Young
    • Communications for Statistical Applications and Methods
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    • v.26 no.3
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    • pp.295-304
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    • 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
    • Proceedings of the KSRS Conference
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    • 2003.11a
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    • pp.402-404
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    • 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.

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

  • 문정욱;김광백
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.7 no.6
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    • pp.1318-1324
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    • 2003
  • There are two problems in the conventional ART1 algorithm. One is in similarity testing method of the conventional ART1 between input patterns and stored patterns. The other is that vigilance threshold of conventional ART1 influences the number of clusters and the rate of recognition. In this paper, new similarity testing method and dynamical vigilance threshold method are proposed to solve these problems. The former is similarity test method using the rate of norm of exclusive-NOR between input patterns and stored patterns and the rate of nodes have equivalence value, and the latter method dynamically controls vigilance threshold to similarity using fuzzy operations and the sum operation of Yager. To check the performance of new methods, we used 26 alphabet characters and nosed characters. In experiment results, the proposed methods are better than the conventional methods in ART1, because the proposed methods are less sensitive than the conventional methods for initial vigilance and the recognition rate of the proposed methods is higher than that of the conventional methods.

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)
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    • v.9 no.6
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    • pp.2289-2301
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    • 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.

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

  • Park, Jin-Soo;Kim, Yun-Bae
    • Journal of the Korea Society for Simulation
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    • v.19 no.3
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    • pp.119-125
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    • 2010
  • The moving block bootstrap, the stationary bootstrap, and the threshold bootstrap are methods of simulation output analysis, which are applicable to autocorrelated data. These bootstrap methods assume the stationarity of data. However, bootstrap methods cannot work if the stationary assumption is not guaranteed because of seasonality or trends in data. In the simulation output analysis, threshold bootstrap method is the best in describing the autocorrelation structure of original data set. The threshold bootstrap makes the cycle based on threshold value. If we apply the bootstrap to seasonality data, we can get similar accuracy of the results. In this paper, we verify the possibility of applying the bootstrap to seasonal data.

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
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    • v.19 no.3
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    • pp.257-262
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    • 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.