• 제목/요약/키워드: Threshold condition

검색결과 491건 처리시간 0.019초

On Stationarity of TARMA(p,q) Process

  • Lee, Oesook;Lee, Mihyun
    • Journal of the Korean Statistical Society
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    • 제30권1호
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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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    • 제18권1호
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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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    • 한국정보디스플레이학회 2007년도 7th International Meeting on Information Display 제7권2호
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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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ATM 교환기 과부하제어 연구 (A study on the overload control of the ATM switching system)

  • 기장근;최진규;김영선
    • 한국통신학회논문지
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    • 제21권4호
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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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    • 제18권1호
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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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유역의 강우-유출 특성을 고려한 NRCS-CN 방법의 선행토양함수조건의 재설정: 선행5일강우량을 기준으로 (Re-establishing the Antecedent Moisture Condition of NRCS-CN Method Considering Rainfall-Runoff Characteristics in Watershed Based on Antecedent 5-Day Rainfall)

  • 유지영;문건우;안재현;김태웅
    • 대한토목학회논문집
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    • 제34권3호
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    • pp.849-858
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    • 2014
  • 유효강우량을 산정하는 NRCS-CN 방법의 선행토양함수조건을 결정하기 위하여 일반적으로 선행5일강수량이 사용된다. 본 연구에서는 유역의 유출특성을 고려하여 선행5일강수량의 기준값을 재설정하기 위해서 선행5일강수량의 기준값을 변화시키면서 실제 관측 직접유출고와의 오차에 대한 비교 분석을 실시하였다. 그 결과, 전체 18개 대상유역에서 본 연구에서 재설정한 기준값을 적용하여 산정한 직접유출량의 평균오차(RMSE = 27.3 mm)는 일반적으로 적용되는 기준값을 적용하여 산정한 직접유출량의 평균오차(RMSE = 35.2 mm)보다 감소하는 것으로 확인되었다. 또한, 향상 지수를 바탕으로 유역별 선행5일강수량의 기준에 대한 효율성을 평가한 결과, 본 연구에서 재설정한 선행5일강수량의 기준값을 활용하여 직접유출량을 추정하였을 경우, 평균적으로 약 30% 정도의 정확도가 향상되는 것으로 확인되었다. 이와 더불어 본 연구에서는 미계측 유역에 대한 선행5일강수량의 기준값을 재설정하기 위하여 지형지표를 활용한 선형회귀모형을 제안하였다. 회귀모형을 이용하여 재조정된 선행5일강수량의 기준값을 적용할 경우, RMSE가 감소(최소 0.4 mm에서 최대 15.1 mm)함과 동시에 Nash and Sutcliffe의 효율성 계수는 최대 0.33까지 증가하였다.

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

  • 서용진;최현식;이철인;김태형;김창일;장의구
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1991년도 추계학술대회 논문집 학회본부
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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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    • 제10권4호
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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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    • 제35권4호
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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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    • 제12권2호
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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.