• Title/Summary/Keyword: Threshold effect

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Squared Log-return and TGARCH Model : Asymmetric Volatility in Domestic Time Series (제곱수익률 그래프와 TGARCH 모형을 이용한 비대칭 변동성 분석)

  • Park, J.A.;Song, Y.J.;Baek, J.S.;Hwang, S.Y.;Choi, M.S.
    • The Korean Journal of Applied Statistics
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    • v.20 no.3
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    • pp.487-497
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    • 2007
  • As is pointed out by Gourieroux (1997), the volatility effects in financial time series vary according to the signs of the return rates and therefore asymmetric Threshold-GARCH (TGARCH, henceforth) processes are natural extensions of the standard GARCH toward asymmetric volatility modeling. For preliminary detection of asymmetry in volatility, we suggest graphs of squared-log-returns for various financial time series including KOSPI, KOSDAQ and won-Euro exchange rate. Next, asymmetric TGARCH(1,1) model fits are provided in comparisons with standard GARCH(1.1) models.

Effects of multi-stacked hybrid encapsulation layers on the electrical characteristics of flexible organic field effect transistors

  • Seol, Yeong-Guk;Heo, Uk;Park, Ji-Su;Lee, Nae-Eung
    • Proceedings of the Korean Vacuum Society Conference
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    • 2010.02a
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    • pp.257-257
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    • 2010
  • One of the critical issues for applications of flexible organic thin film transistors (OTFTs) for flexible electronic systems is the electrical stabilities of the OTFT devices, including variation of the current on/off ratio ($I_{on}/I_{off}$), leakage current, threshold voltage, and hysteresis, under repetitive mechanical deformation. In particular, repetitive mechanical deformation accelerates the degradation of device performance at the ambient environment. In this work, electrical stabilities of the pentacene organic thin film transistors (OTFTs) employing multi-stack hybrid encapsulation layers were investigated under mechanical cyclic bending. Flexible bottom-gated pentacene-based OTFTs fabricated on flexible polyimide substrate with poly-4-vinyl phenol (PVP) dielectric as a gate dielectric were encapsulated by the plasma-deposited organic layer and atomic layer deposited inorganic layer. For cyclic bending experiment of flexible OTFTs, the devices were cyclically bent up to $10^5$ times with 5mm bending radius. In the most of the devices after $10^5$ times of bending cycles, the off-current of the OTFT with no encapsulation layers was quickly increased due to increases in the conductivity of the pentacene caused by doping effects from $O_2$ and $H_2O$ in the atmosphere, which leads to decrease in the $I_{on}/I_{off}$ and increase in the hysteresis. With encapsulation layers, however, the electrical stabilities of the OTFTs were improved significantly. In particular, the OTFTs with multi-stack hybrid encapsulation layer showed the best electrical stabilities up to the bending cycles of $10^5$ times compared to the devices with single organic encapsulation layer. Changes in electrical properties of cyclically bent OTFTs with encapsulation layers will be discussed in detail.

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Intravenous Administration of Substance P Attenuates Mechanical Allodynia Following Nerve Injury by Regulating Neuropathic Pain-Related Factors

  • Chung, Eunkyung;Yoon, Tae Gyoon;Kim, Sumin;Kang, Moonkyu;Kim, Hyun Jeong;Son, Youngsook
    • Biomolecules & Therapeutics
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    • v.25 no.3
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    • pp.259-265
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    • 2017
  • This study aimed to investigate the analgesic effect of substance P (SP) in an animal model of neuropathic pain. An experimental model of neuropathic pain, the chronic constriction injury (CCI) model, was established using ICR mice. An intravenous (i.v.) injection of SP (1 nmole/kg) was administered to the mice to examine the analgesic effects of systemic SP on neuropathic pain. Behavioral testing and immunostaining was performed following treatment of the CCI model with SP. SP attenuated mechanical allodynia in a time-dependent manner, beginning at 1 h following administration, peaking at 1 day post-injection, and decaying by 3 days post-injection. The second injection of SP also increased the threshold of mechanical allodynia, with the effects peaking on day 1 and decaying by day 3. A reduction in phospho-ERK and glial fibrillary acidic protein (GFAP) accompanied the attenuation of mechanical allodynia. We have shown for the first time that i.v. administration of substance P attenuated mechanical allodynia in the maintenance phase of neuropathic pain using von Frey's test, and simultaneously reduced levels of phospho-ERK and GFAP, which are representative biochemical markers of neuropathic pain. Importantly, glial cells in the dorsal horn of the spinal cord (L4-L5) of SP-treated CCI mice, expressed the anti-inflammatory cytokine, IL-10, which was not seen in vehicle saline-treated mice. Thus, i.v. administration of substance P may be beneficial for improving the treatment of patients with neuropathic pain, since it decreases the activity of nociceptive factors and increases the expression of anti-nociceptive factors.

Effect of Temperature on Hatching Rate of Triops longicaudatus (Triopsidae, Notostraca) (온도가 긴꼬리투구새우(Triops longicaudatus (LeConte): Triopsidae, Notostraca)의 부화에 미치는 영향)

  • Kwon, Soon-Jik;Kwon, Hyeok-Young;Jun, Yung-Chul;Lee, Jong-Eun;Won, Doo-Hee
    • Korean Journal of Ecology and Environment
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    • v.42 no.1
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    • pp.32-38
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    • 2009
  • The hatching rate of the eggs of Triops longicaudatus (LeConte), an endangered tadpole shrimp species in Korea, was experimented in different levels of temperature (10, 15, 20, 25, 30, 35, 40, 45, and $50^{\circ}C$) under 24 L photoperiod conditions in incubator. Eggs of T. longicaudatus in this study were obtained from the adults collected from Andong-si, Gyeongsangbuk-do, Korea, in July 2006. The highest hatching rate was the 80.0 (${\pm}9.43$)% in average at $35^{\circ}C$. The thermal threshold for hatching was derived at $6.66^{\circ}C$. However, eggs were not hatched both at $10^{\circ}C$ and at $50^{\circ}C$ during the experimental period.

The Implementation of Traffic Management S/W for IPTV QoS Measurement based on the Terminal (단말 기반 IPTV 품질 측정을 위한 품질 관리 S/W 구현)

  • Kang, Bong-Jik;Jung, Suk-Yong;Ban, Jae-Won;Hong, Sung-Hwa
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.12 no.9
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    • pp.4125-4132
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    • 2011
  • The research of image quality estimation standard and the image quality change according to the network traffic load increase at IPTV multicasting service is necessary because the concern of IPTV(Internet Protocol TV) service become active recently. In the research, for finding out the threshold value of network performance elements giving the effect to the image quality according to the network traffic load, we developed S/W to operate the test bed network and make the test scenario through test bed network test and then we expand the test environment scope to the college network and try to measure the image quality change of IPTV multicasting service according to the network traffic load increase at the college network similar to the real IPTV service environment.

Electrical and Optical Properties of Amorphous ITZO Deposited at Room Temperature by RF Magnetron Sputtering (RF 마그네트론 스퍼터링법으로 상온 증착된 비정질 ITZO 산화물의 전기적 및 광학적 특성)

  • Lee, Ki Chang;Jo, Kwang-Min;Lee, Joon-Hyung;Kim, Jeong-Joo;Heo, Young-Woo
    • Journal of the Korean institute of surface engineering
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    • v.47 no.5
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    • pp.239-243
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    • 2014
  • The electrical and optical properties of amorphous In-Tin-Zinc-Oxide(ITZO) deposited at room temperature using rf-magnetron sputtering were investigated. The amorphous ITZO thin films were obtained at the composition of In:Sn:Zn = 6:2:2, 4:3:3, and 2:4:4, but the ITZO (8:1:1) showed a crystalline phase of bixbyite structure of In2O3. The resistivity of ITZO could be controlled by oxygen pressure in the sputtering ambient. The resistivity of post-annealed ITZO thin films exhibited the dependence on the amount of Indium. Optical energy band gap and transmittance increased as the amount of indium in ITZO increased. For the device application with ITZO, the bottom-gated thin-film transistor using ITZO as a active channel layer was fabricated. It showed a threshold voltage of 1.42V and an on/off ratio of $5.63{\times}10^7$ operated with saturation field-effect mobility of $14.2cm^2/V{\cdot}s$.

The Evaluation on the Environmental Effect of Coal-Ash and Phosphogypsum as the Evapotranspiration Final Cover Material (증발산 원리를 이용한 매립장 최종 복토공법의 복토재로서 석탄재와 인산석고의 환경적 영향 평가)

  • Yu, Chan;Yang, Kee-Sok
    • Journal of the Korean GEO-environmental Society
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    • v.6 no.1
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    • pp.15-21
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    • 2005
  • In this study, the utilization of coal-ash and phosphogypsum was considered as the evapotranspiration final landfill cover(ET cover) material. Cover material considered was the mixture of the weathered granite soil, coal-ash and phosphogypsum and so we sequentially performed the leaching test, column test and field model test to investigate the environmental effects of mixtures of coal-ash and phosphogypsum. In the leaching test, all materials had lower heavy metal concentration than the regulated threshold values. The column test and the review of related regulations were carried out to determine the optimum mixing ratio(OMR) and OMR was soil(4):coal-ash(1): phosphogypsum(1) on the volume base, which was applied to field model test. Field model tests were continued from February to June, 2004 in the soil box that was constructed with cement block. It was verified that coal-ash and phospogypsum mixed with soil was safe environmentally and the mixture of both wastes could improve the water retention capacity of cover materials.

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Effect of Hyperbaric Oxygen Therapy on the Pain, Range of Motion and Muscle Fatigue Recovery of Delayed Onset Muscle Soreness (고압산소치료가 지연성근육통의 통증, 관절운동범위 및 근피로 회복에 미치는 영향)

  • Kim, Deok Jo;Choi, Won Jye;Son, Kyung Hyun
    • Journal of Korean Physical Therapy Science
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    • v.26 no.2
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    • pp.51-60
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    • 2019
  • Background: The purpose of this study was to investigate the effects of HBOT (hyperbaric oxygen therapy) on the pain, ROM (range of motion) and muscle fatigue recovery of DOMS (delayed onset muscle soreness). Design: Randomized Controlled Trial. Methods: Twenty-six subjects who are student in their 20s at a university participated in this study, these subjects were assigned into two groups, a control group (n=12) and an experiment group (n=14). The subjects in experimental group were intervened by HBOT (40 minutes, 1.3 ATA), while ones on control group weren't by any intervention after induced DOMS. Results: First, in the comparison of VAS (visual analog scale), there were significant variations with the period (p<0.001), interaction of period (p<0.05) and group (p<0.05). In the comparison of PPT (pressure pain threshold), there were significant variations with the period (p<0.001) and interaction of period (p<0.05). Second, in the comparison of ROM, there were significant variations with the period (p<0.001), interaction of period (p<0.001) and group (p<0.01). Third, in the comparison of CK (creatine kinase) and LDH (lactate dehydrogenase), there no signigicant variations with all measure variables. Conclusion: The above results indicated that HBOT were effective to decrease the pain and improve the ROM in DOMS. Also the statistical significant variations of blood factors of muscle fatigue were not found in this.

Analysis on Design and Fabrication of High-diffraction-efficiency Multilayer Dielectric Gratings

  • Cho, Hyun-Ju;Lee, Kwang-Hyun;Kim, Sang-In;Lee, Jung-Hwan;Kim, Hyun-Tae;Kim, Won-Sik;Kim, Dong Hwan;Lee, Yong-Soo;Kim, Seoyoung;Kim, Tae Young;Hwangbo, Chang Kwon
    • Current Optics and Photonics
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    • v.2 no.2
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    • pp.125-133
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    • 2018
  • We report an in-depth analysis of the design and fabrication of multilayer dielectric (MLD) diffraction gratings for spectral beam combining at a wavelength of 1055 nm. The design involves a near-Littrow grating and a modal analysis for high diffraction efficiency. A range of wavelengths, grating periods, and angles of incidence were examined for the near-Littrow grating, for the $0^{th}$ and $-1^{st}$ diffraction orders only. A modal method was then used to investigate the effect of the duty cycle on the effective indices of the grating modes, and the depth of the grating was determined for only the $-1^{st}$-order diffraction. The design parameters of the grating and the matching layer thickness between grating and MLD reflector were refined for high diffraction efficiency, using the finite-difference time-domain (FDTD) method. A high reflector was deposited by electron-beam evaporation, and a grating structure was fabricated by photolithography and reactive-ion etching. The diffraction efficiency and laser-induced damage threshold of the fabricated MLD diffraction gratings were measured, and the diffraction efficiency was compared with the design's value.

Sec-O-glucosylhamaudol mitigates inflammatory processes and autophagy via p38/JNK MAPK signaling in a rat neuropathic pain model

  • Oh, Seon Hee;Kim, Suk Whee;Kim, Dong Joon;Kim, Sang Hun;Lim, Kyung Joon;Lee, Kichang;Jung, Ki Tae
    • The Korean Journal of Pain
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    • v.34 no.4
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    • pp.405-416
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    • 2021
  • Background: This study investigated the effect of intrathecal Sec-O-glucosylhamaudol (SOG) on the p38/c-Jun N-terminal kinase (JNK) signaling pathways, nuclear factor kappa-light-chain-enhancer of activated B cells (NF-κB)-related inflammatory responses, and autophagy in a spinal nerve ligation (SNL)-induced neuropathic pain model. Methods: The continuous administration of intrathecal SOG via an osmotic pump was performed on male Sprague-Dawley rats (n = 50) with SNL-induced neuropathic pain. Rats were randomized into four groups after the 7th day following SNL and treated for 2 weeks as follows (each n = 10): Group S, sham-operated; Group D, 70% dimethylsulfoxide; Group SOG96, SOG at 96 ㎍/day; and Group SOG192, SOG at 192 ㎍/day. The paw withdrawal threshold (PWT) test was performed to assess neuropathic pain. Western blotting of the spinal cord (L5) was performed to measure changes in the expression of signaling pathway components, cytokines, and autophagy. Additional studies with naloxone challenge (n = 10) and cells were carried out to evaluate the potential mechanisms underlying the effects of SOG. Results: Continuous intrathecal SOG administration increased the PWT with p38/JNK mitogen-activated protein kinase (MAPK) pathway and NF-κB signaling pathway inhibition, which induced a reduction in proinflammatory cytokines with the concomitant downregulation of autophagy. Conclusions: SOG alleviates mechanical allodynia, and its mechanism is thought to be related to the regulation of p38/JNK MAPK and NF-κB signaling pathways, associated with autophagy during neuroinflammatory processes after SNL.