• Title/Summary/Keyword: Threshold Condition

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On Stationarity of TARMA(p,q) Process

  • Lee, Oesook;Lee, Mihyun
    • Journal of the Korean Statistical Society
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    • v.30 no.1
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    • pp.115-125
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    • 2001
  • We consider the threshold autoregressive moving average(TARMA) process and find a sufficient condition for strict stationarity of the proces. Given region for stationarity of TARMA(p,q) model is the same as that of TAR(p) model given by Chan and Tong(1985), which shows that the moving average part of TARMA(p,q) process does not affect the stationarity of the process. We find also a sufficient condition for the existence of kth moments(k$\geq$1) of the process with respect to the stationary distribution.

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On Strict Stationarity of Nonlinear Time Series Models without Irreducibility or Continuity Condition

  • Lee, Oe-Sook;Kim, Kyung-Hwa
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.1
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    • pp.211-218
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    • 2007
  • Nonlinear ARMA model $X_n\;=\;h(X_{n-1},{\cdots},X_{n-p},e_{n-1},{\cdots},e_{n-p})+e_n$ is considered and easy-to-check sufficient condition for strict stationarity of {$X_n$} without some irreducibility or continuity assumption is given. Threshold ARMA(p, q) and momentum threshold ARMA(p, q) models are examined as special cases.

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Stress Estimation of a Drain Current in Sub-threshold regime of amorphous Si:H

  • Lee, Do-Young;Lee, Kyung-Ho
    • 한국정보디스플레이학회:학술대회논문집
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    • 2007.08b
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    • pp.1172-1175
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    • 2007
  • We have investigated the threshold voltage shifts(${\Delta}Vth$) and drain current level shift (${\Delta}Ids$) in subthreshold region of a-Si:H TFTs induced by DC Bias (Vgs and Vds) - Temperature stress (BTS) condition. We plotted the transfer curves and the ${\Delta}Vth$ contour maps as Vds-Vds stress bias and Temperature to examine the severe damage cases on TFTs. Also, by drawing out the time-dependent transfer curve (Ids-Vgs) in the region of $10^{-8}\;{\sim}\;10^{-13}$ (A) current level, we can estimate the failure time of TFTs in a operating condition.

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A study on the overload control of the ATM switching system (ATM 교환기 과부하제어 연구)

  • 기장근;최진규;김영선
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.21 no.4
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    • pp.952-960
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    • 1996
  • In this paper, a new overload control scheme is proposed for a control system in ATM switching system. The proposed control scheme includes a counter that conunts the number of accepted calls and is decreased at cach D time interval. In overload condition of call processor, the control scheme detects over load condition when the counter value reaches a certain threshold value. Under overload condition, processor utilization is measured and the value of the D is updataed according to the difference between measured processor utilization and target utilization. A new call is accepted accepted only if the value of the counter is less than the threshold value. In overflow condition of cell traffic, accept probability of new call is reduced exponetially according to the elapsed time. The results of simulation show that the proposed overload contorl scheme maintains the target utilization very well under the various processor overload conditions and reduces the cell loss probability under the cell overflow conditions.

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Sufficient Conditions for Stationarity of Smooth Transition ARMA/GARCH Models

  • Lee, Oe-Sook
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.1
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    • pp.237-245
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    • 2007
  • Nonlinear asymmetric time series models have the growing interest in econometrics and finance. Threshold model is one of the successful asymmetric model. We consider a smooth transition ARMA model which converges a.s. to a threshold ARMA model and show that the smooth transition ARMA model admits a stationary measure, provided a suitable condition on the coefficients of the autoregressive parts of the different regimes is satisfied. Stationarity of a smooth transition GARCH model is also obtained.

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Re-establishing the Antecedent Moisture Condition of NRCS-CN Method Considering Rainfall-Runoff Characteristics in Watershed Based on Antecedent 5-Day Rainfall (유역의 강우-유출 특성을 고려한 NRCS-CN 방법의 선행토양함수조건의 재설정: 선행5일강우량을 기준으로)

  • Yoo, Ji-Young;Moon, Geon-Woo;Ahn, Jae-Hyun;Kim, Tae-Woong
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.34 no.3
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    • pp.849-858
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    • 2014
  • The mount of antecedent 5-day rainfall (P5) is usually used to determine the antecedent soil moisture condition for estimating effective rainfall using the NRCS-CN method. In order to re-establish the threshold of P5 considering basin characteristics, this study investigated the sensitivity of the threshold of P5 to effective rainfall by comparing the corresponding observed direct runoff. The overall results indicate that the direct runoff estimated using the re-establihed threshold of P5 has smaller mean error (RMSE of 27.3 mm) than those using the conventional threshold (RMSE of 35.2 mm). In addition, after evaluating the effectiveness of threshold of P5 using the improvement index, the threshold re-established in this study improved the ability to estimate the direct runoff by 30% on average. This study also suggested to employ regression models using topographic indices to re-establish the threshold for ungauged basins. When using the re-established threshold from the regression model, the RMSE decreased ranging from 0.4 mm to 15.1 mm and the efficiency index of Nash and Sutcliffe increased up to 0.33.

Simulation of optimal ion implantation for symmetric threshold voltage determination of 1 ${\mu}m$ CMOS device (1 ${\mu}m$ CMOS 소자의 대칭적인 문턱전압 결정을 위한 최적 이온주입 시뮬레이션)

  • Seo, Yong-Jin;Choi, Hyun-Sik;Lee, Cheol-In;Kim, Tae-Hyung;Kim, Chang-Il;Chang, Eui-Goo
    • Proceedings of the KIEE Conference
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    • 1991.11a
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    • pp.286-289
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    • 1991
  • We simulated ion implantation and annealing condition of 1 ${\mu}m$ CMOS device using process simulator, SUPREM-II. In this simulation, optimal condition of ion implantation for symmetric threshold voltage determination of PMOS and NMOS region, junction depth and sheet resistance of source/drain region, impurity profile of each region are investigated. Ion implantation dose for 3 ${\mu}m$ N-well junction depth and symmetric threshold voltage of $|0.6|{\pm}0.1$ V were $1.9E12Cm^{-2}$(for phosphorus), $1.7E122Cm^{-2}$(for boron) respectively. Also annealing condition for dopant activation are examined about $900^{\circ}C$, 30 minutes. After final process step, N-well junction, P+ S/D junction and N+ S/D junction depth are calculated 3.16 ${\mu}m$, 0.45 ${\mu}m$ and 0.25 ${\mu}m$ respectively.

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Double Opportunistic Transmit Cooperative Relaying System with GSC in Rayleigh Fading Channels

  • Kim, Nam-Soo;Lee, Ye-Hoon
    • Journal of electromagnetic engineering and science
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    • v.10 no.4
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    • pp.270-275
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    • 2010
  • In a conventional opportunistic transmit (COT) cooperative relaying system, only the relays that receive signal-to-noise ratio (SNR) from the source and that exceed the threshold transmit to the destination. The COT system, however, only considers the SNR of the source-relay (S-R) path regardless that the SNR of the relay-destination (R-D) path is the opportunistic transmission condition. For that reason, it is not guaranteed that all the transmitted signals from relays exceed the threshold at the destination. Therefore we propose a double opportunistic transmit (DOT) cooperative relaying system - when both of the received SNR from a source and from a destination exceed the threshold, the relay transmits to the destination. It is shown that the proposed DOT system reduces power consumption by 6.9, 20.9, 32.4, and 41.4 % for K =3, 5, 7, and 9, respectively under the given condition of $P_{out}=1{\times}10^{-3}$ and $\overline{\gamma}_{SR}/\Gamma_{SR}$=30 dB, compared to the COT system. We noticed that the performance of the DOT system is superior to that of the COT system for the identical number of active transmit relays under the same condition of the normalized average SNR of $\overline{\gamma}_{RD}/\Gamma_{RD}$.

THRESHOLD MODELING FOR BIFURCATING AUTOREGRESSION AND LARGE SAMPLE ESTIMATION

  • Hwang, S.Y.;Lee, Sung-Duck
    • Journal of the Korean Statistical Society
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    • v.35 no.4
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    • pp.409-417
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    • 2006
  • This article is concerned with threshold modeling of the bifurcating autoregressive model (BAR) originally suggested by Cowan and Staudte (1986) for tree structured data of cell lineage study where each individual $(X_t)$ gives rise to two off-spring $(X_{2t},\;X_{2t+1})$ in the next generation. The triplet $(X_t,\;X_{2t},\;X_{2t+1})$ refers to mother-daughter relationship. In this paper we propose a threshold model incorporating the difference of 'fertility' of the mother for the first and second off-springs, and thereby extending BAR to threshold-BAR (TBAR, for short). We derive a sufficient condition of stationarity for the suggested TBAR model. Also various inferential methods such as least squares (LS), maximum likelihood (ML) and quasi-likelihood (QL) methods are discussed and relevant limiting distributions are obtained.

Transmission Power-Based Spectrum Sensing for Cognitive Ad Hoc Networks

  • Choi, Hyun-Ho
    • Journal of information and communication convergence engineering
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    • v.12 no.2
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    • pp.97-103
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    • 2014
  • In spectrum sensing, there is a tradeoff between the probability of missed detection and the probability of a false alarm according to the value of the sensing threshold. Therefore, it is important to determine the sensing threshold suitable to the environment of cognitive radio networks. In this study, we consider a cognitive radio-based ad hoc network where secondary users directly communicate by using the same frequency band as the primary system and control their transmit power on the basis of the distance between them. First, we investigate a condition in which the primary and the secondary users can share the same frequency band without harmful interference from each other, and then, propose an algorithm that controls the sensing threshold dynamically on the basis of the transmit power of the secondary user. The analysis and simulation results show that the proposed sensing threshold control algorithm has low probabilities of both missed detection and a false alarm and thus, enables optimized spectrum sharing between the primary and the secondary systems.