• Journal of the Korean Data and Information Science Society
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• v.16 no.1
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• pp.33-40
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• 2005

The estimating function method was proposed by Godambe(1985) for parameter estimation under unknown distributions for errors in the models. Threshold Autoregressive Heteroscedastic (Threshold-ARCH) models have been developed by Zakoian(1994) and Li and Li(1996) for explaining the asymmetric properties in the financial time series data. In this paper, we apply the estimating function method to the Threshold-ARCH model and show that the proposed estimators perform better than the MLE under the heavy-tailed distributions.

• Journal of the Institute of Electronics Engineers of Korea SD
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• v.45 no.2
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• pp.1-6
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• 2008

A compact analytical model of the threshold voltage for long-channel Asymmetric Double-Gate(ADG) MOSFET is presented. In contrast to the previous models, channel doping and carrier quantization are taken into account. A more compact model is derived by utilizing the potential distribution linearity characteristic of silicon film at threshold. The accuracy of the model is verified by comparisons with numerical simulations for various silicon film thickness, channel doping concentration and oxide thickness.

• Proceedings of the KIEE Conference
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• 2000.11a
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• pp.184-186
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• 2000

This paper proposes the introduction of TAR(Threshold Autoregressive) model for short-term load forecasting including temperature variable. TAR model is a piecewise linear autoregressive model. In the scatter diagram of daily peak load versus daily maximum or minimum temperature, we can find out that the load-temperature relationship has a negative slope in lower regime and a positive slope in upper regime due to the heating and cooling load, respectively. In this paper, daily peak load was forecasted by applying TAR model using this load-temperature characteristic in these regimes. The results are compared with those of linear and quadratic regression models.

• Journal of Animal Science and Technology
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• v.44 no.2
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• pp.151-164
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• 2002

Genetic variance and covariance components of the linear traits and the ordered categorical traits, that are usually observed as dichotomous or polychotomous outcomes, were simultaneously estimated in a multivariate threshold animal model with concepts of arbitrary underlying liability scales with Bayesian inference via Gibbs sampling algorithms. A multivariate threshold animal model in this study can be allowed in any combination of missing traits with assuming correlation among the traits considered. Gibbs sampling algorithms as a hierarchical Bayesian inference were used to get reliable point estimates to which marginal posterior means of parameters were assumed. Main point of this study is that the underlying values for the observations on the categorical traits sampled at previous round of iteration and the observations on the continuous traits can be considered to sample the underlying values for categorical data and continuous data with missing at current cycle (see appendix). This study also showed that the underlying variables for missing categorical data should be generated with taking into account for the correlated traits to satisfy the fully conditional posterior distributions of parameters although some of papers (Wang et al., 1997; VanTassell et al., 1998) presented that only the residual effects of missing traits were generated in same situation. In present study, Gibbs samplers for making the fully Bayesian inferences for unknown parameters of interests are played rolls with methodologies to enable the any combinations of the linear and categorical traits with missing observations. Moreover, two kinds of constraints to guarantee identifiability for the arbitrary underlying variables are shown with keeping the fully conditional posterior distributions of those parameters. Numerical example for a threshold animal model included the maternal and permanent environmental effects on a multiple ordered categorical trait as calving ease, a binary trait as non-return rate, and the other normally distributed trait, birth weight, is provided with simulation study.

• Phonetics and Speech Sciences
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• v.6 no.2
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• pp.133-138
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• 2014

This study attempted to investigate the validation of Phonation Threshold Power of Patients who have Functional voice disorder. 50 subjects participated in the study (32 subjects were patients who had functional voice disorders and 20 subjects were normal adults). The PAS (Phonatory aerodynamic system, model 6600, KAY electronics, Inc.) was used to measure the data and to do the analysis. Data from the Phonation Threshold Power was measured multiplying Phonation Threshold Pressure and Phonation Threshold Airflow. Phonation Threshold Pressure and Phonation Threshold Airflow were measured by the PAS protocol. Those were used because of the ease of phonation. The results of this study showed that the differences in Phonation Threshold Power between patients who had functional voice disorder and normal adults could become a significant index. Patients who had functional voice disorder showed more higher figures than normal adults. The results of study showed that Phonation threshold Power is more sensitive than Phonation Threshold Pressure and Phonation Threshold Airflow. The measured data also provided useful information for diagnosing patients with vocal fold.

• Bulletin of the Korean Mathematical Society
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• v.43 no.4
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• pp.813-820
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• 2006

We consider a MAR model with ARCH type conditional heteroscedasticity. MAR-ARCH model can be derived as a smoothed version of the double threshold AR-ARCH model by adding a random error to the threshold parameters. Easy to check sufficient conditions for strict stationarity, ${\beta}-mixing$ property and existence of moments of the model are given via Markovian representation technique.

• Journal of the Korea Institute of Information Security & Cryptology
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• v.22 no.4
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• pp.733-744
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• 2012

Dynamic threshold public-key encryption provides dynamic setting of the group of all users, receivers and the threshold value. Over recent years, there are many studies on the construction of scheme, called ID-based dynamic threshold encryption, which combines the ID-based encryption with dynamic threshold encryption. In this paper, we analyze the ID-based dynamic threshold encryption proposed by Xing and Xu in 2011, and show that their scheme has a structural problem. We propose a conversion method from ID-based encryption which uses the bilinear map to ID-based dynamic threshold encryption. Additionally, we prove this converted scheme has CPA security under the full model.

• Phonetics and Speech Sciences
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• v.5 no.1
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• pp.63-69
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• 2013

This study attempted to investigate the characteristics of Phonation Threshold Pressure and Phonation Threshold Airflow of Patients who have Functional voice disorder. 50 subjects participated in study (32 subjects were patients who had functional voice disorders and 20 subjects were normal adults). The PAS (Phonatory aerodynamic system, model 6600, KAY electronics, Inc.) was used to measure the data and to do the analysis. Data from the Phonation Threshold Pressure was measured using voicing efficiency of the PAS protocol. Data from the Phonation Threshold Airflow was measured using Maximum Sustained Phonation of the PAS protocol. Those were used because of the ease of phonation. The results of this study showed that the differences in Phonation Threshold Pressure and Phonation Threshold Airflow between patients who had functional voice disorder and normal adults could be significant index. Patients who had functional voice disorder showed more higher figures than normal adults. These results suggest that Phonation Threshold Pressure and Phonation Threshold Airflow are very useful in diagnosing the voice disorder. The measured data also provided useful information for diagnosing patients with vocal fold diseases.

• The Korean Journal of Applied Statistics
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• v.29 no.5
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• pp.807-822
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• 2016

The composite lognormal-GPD models (LN-GPD) enjoys both merits from log-normality for the body of distribution and GPD for the thick tailedness of the observation. However, in the estimation perspective, LN-GPD model performs poorly due to numerical instability. Therefore, a two-stage procedure, that estimates threshold first then estimates other parameters later, is a natural method to consider. This paper considers five nonparametric threshold estimation methods widely used in extreme value theory and compares their performance in LN-GPD parameter estimation. A simulation study reveals that simultaneous maximum likelihood estimation performs good in threshold estimation, but very poor in tail index estimation. However, the nonparametric method performs good in tail index estimation, but introduced bias in threshold estimation. Our method is illustrated to the service time of an Israel bank call center and shows that the LN-GPD model fits better than LN or GPD model alone.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.8
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• pp.161-173
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• 2020

This study examines the nonlinear relationship between financial development and economic growth in Pakistan using the threshold regression model for the period 1980-2017. We also employed quantile regression with 0.25, 0.50, and 0.75 quantiles of conditional distribution. The quantile regression is based on minimizing of sum of squared residuals. The result indicates that economic growth responds positively to financial development when the level of financial development surpasses the threshold value of 0.151. However, when financial development lies below the threshold value (that is, 0.151), its impact on economic growth is negative. Thus, when financial development of Pakistan surpasses the threshold level, it contributes more towards economic growth since greater level of financial development contributes more to boosts economic growth. This finding reveals that economic growth reacts differently to financial development, and the relationship between financial development and economic growth is U-shaped in Pakistan. Among the other variables, physical capital, labor force, and government expenditure exert a positive effect on economic growth. Furthermore, inflation rate and trade openness have an insignificant impact on economic growth. The results of quantile regression also confirm the non-linear relationship between financial development and economic growth in Pakistan. The finding of this study suggests revamping of financial sector policies in Pakistan.