• 제목/요약/키워드: Threshold regression

검색결과 243건 처리시간 0.03초

피로균열성장시험에서 하한계 응력확대계수의 결정 (Determination of the Threshold Stress Intensity Factor in Fatigue Crack Growth Test)

  • 허성필;석창성;양원호
    • 한국안전학회지
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    • 제15권3호
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    • pp.1-6
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    • 2000
  • In fatigue crack growth test, it is important not only to analyze characteristics of fatigue crack growth but also to determine the threshold stress intensity factor, ${\Delta}K_{th}$. which is the threshold value of fatigue crack growth. Linear regression analysis using fatigue test data near the threshold is suggested to determine the ${\Delta}K_{th}$ in the standard test method but the ${\Delta}K_{th}$ can be affected by a fitting method. And there are some limitations on the linear regression analysis in the case of small number of test data near the threshold. The objective of this study is to investigate differences of the ${\Delta}K_{th}$ due to regression analysis method and to evaluate the relative error range of the ${\Delta}K_{th}$ in same fatigue crack growth test data.

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How Does Financial Development Impact Economic Growth in Pakistan?: New Evidence from Threshold Model

  • TARIQ, Rameez;KHAN, Muhammad Arshad;RAHMAN, Abdul
    • The Journal of Asian Finance, Economics and Business
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    • 제7권8호
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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.

Blur Detection through Multinomial Logistic Regression based Adaptive Threshold

  • Mahmood, Muhammad Tariq;Siddiqui, Shahbaz Ahmed;Choi, Young Kyu
    • 반도체디스플레이기술학회지
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    • 제18권4호
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    • pp.110-115
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    • 2019
  • Blur detection and segmentation play vital role in many computer vision applications. Among various methods, local binary pattern based methods provide reasonable blur detection results. However, in conventional local binary pattern based methods, the blur map is computed by using a fixed threshold irrespective of the type and level of blur. It may not be suitable for images with variations in imaging conditions and blur. In this paper we propose an effective method based on local binary pattern with adaptive threshold for blur detection. The adaptive threshold is computed based on the model learned through the multinomial logistic regression. The performance of the proposed method is evaluated using different datasets. The comparative analysis not only demonstrates the effectiveness of the proposed method but also exhibits it superiority over the existing methods.

순서범주형자료 분석을 위한 베이지안 분계점 모형 (A Bayesian Threshold Model for Ordered Categorical Traits)

  • 최병수;이승천
    • 응용통계연구
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    • 제18권1호
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    • pp.173-182
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    • 2005
  • 순서를 갖는 범주형자료의 분석을 위한 중요한 통계적 방법인 순위로짓모형의 대안으로 무정보 사전분포에 의한 베이지안 분계점 모형을 정의하고, 실증 자료분석을 통해 베이지안 모형의 유용성을 살펴보았다.

Effects of Wage on FDI Inflows Based on the Threshold of Institutional Quality

  • LEE, Sunhae;JEON, Young-Hoon
    • 산경연구논집
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    • 제12권8호
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    • pp.41-52
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    • 2021
  • Purpose: The study aims to analyze effects of wage on FDI inflows based on the threshold of institutional quality in 14 developing economies of Southeast and South Asia over the period from 2000-2017. Research design, data, and methodology: The study applies a fixed effect panel threshold regression. As a proxy for the institutional quality, it uses the six components of Worldwide Governance Indicators or a compound index obtained by an average of the six components. The data were taken from World Bank, the Chinn & Ito Database, and UNCTAD. To the best of our knowledge, no researches so far have considered the threshold of institutional quality in estimating the effect of wage on FDI inflows. Results: The composite index and each component of the six indicators of institutional quality except for voice and accountability, and regulatory quality are found to have nonlinear effects on FDI inflows. When the institutional quality is below the threshold, wage affects FDI inflows negatively. When the institutional quality is above the threshold, however, wage does not significantly affect FDI inflows. Conclusions: The effect of wage on FDI inflows varies depending on whether the institutional quality of the target countries is above or below the threshold.

Optimal Inflation Threshold and Economic Growth: Ordinal Regression Model Analysis

  • DINH, Doan Van
    • The Journal of Asian Finance, Economics and Business
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    • 제7권5호
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    • pp.91-102
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    • 2020
  • The study investigates the relationship between the inflation rate and economic growth to find out the optimal inflation threshold for economic growth. Therefore, this study applied an ordinary least square model (OLS) and the ordinal regression model, and collected the time-series data from 1996 to 2017 to test the relationship between inflation and economic growth in the short-term and long-term. The sample fits the model and is statistically significant. The study showed that 96.6% of correlation between inflation rate and economic growth are close and 4.5% of optimal inflation threshold is appropriate for economic growth. It finds that the optimal inflation threshold is base to perform economic growth, besides the inflation rate is positively related to economic growth. The results support the monetary policy appropriately. This study identifies issues for Government to consider: have a comprehensive solution among macroeconomic policies, monetary policy, fiscal policy and other policies to control and maintain the inflation and stimulate growth; have appropriate policies to regulate inflation to stimulate economic growth over the long term; set a priority goal for sustainable economic growth; not pursue economic growth by maintaining the inflation rate in the long term, but take appropriate measures to stabilize the inflation at the optimal inflation threshold.

문턱회귀모형(threshold regression)을 활용한 중소기업의 적정 R&D 투자수준 분석 (Analysis on the Adequate Level of R&D Investment in Small and Medium-sized Enterprises Using Threshold Regression)

  • 정의영;백철우
    • 기술혁신연구
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    • 제23권1호
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    • pp.87-105
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    • 2015
  • 본 연구는 한국 제조업 중소기업의 R&D 투자와 성과 간의 관계를 분석하여 비선형 형태를 확인하고, 문턱값인 투자적정수준을 도출하였다. 기존 연구들은 투자와 성과 간 시차를 고려하지 않거나, 투자와 성과 간 회귀모형에서 투자 변수의 1차, 2차 항을 이용한 산술적 계산을 통하여 간접적으로 투자수준을 결정하였는데, 본 연구에서는 이를 극복하기 위해 2년의 시차를 가정한 문턱회귀모형을 사용하였다. 분석결과에 의하면, R&D 집중도 및 연구원비율과 이익률간의 관계는 S곡선 형태를 보였고, 매출액 대비 R&D 투자액 기준으로 6.4%, 종업원수 대비 연구원수 기준으로 13%가 R&D 투자의 적정수준으로 도출되었다. 연구로부터 도출된 투자 및 성과 간 관계 형태와 문턱값은 향후 기업의 R&D 투자 전략 및 정부 지원 정책의 기초자료로 활용될 수 있을 것으로 기대된다.

돼지의 QTL 검색을 위한 유의적 임계수준(Threshold) 결정 (Determination of Significance Threshold for Detecting QTL in Pigs)

  • 이학교;전광주
    • Journal of Animal Science and Technology
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    • 제44권1호
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    • pp.31-38
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    • 2002
  • 양적형질 유전자좌위(Quantitative trait loci; QTL) 연관지도 작성을 위해 regression interval mapping method에 의해 Berkshire종과 Yorkshire종간 교배를 통해 생산된 $F_2$ 집단에서 실시하였다. 염색체내 QTL 위치를 결정하기 위해 regression 모델을 통해 계산된 검정통계량(F-statistic)에 대한 유의적인 threshold 수준의 설정은 permutation test 및 Lander와 kruglyak (1995)에 의해 제시된 방법으로 산출하였다. 525두 $F_2$ 개체에 대해 조사된 기록 중 5형질(도체중, 등심 단면적, 근내지방 교잡도, 콜레스테롤 함량, 척추 늑골 등지방 두께) 기록을 분석에 이용하였고 genome 전체에 걸친 125개의 microsatellite marker에 대해 3세대 집단 모두 개체에 대해 유전자형을 조사하였다. 회귀분석 모형에 따라 additive 및 dominance 효과를 추정하였으며 이때 모든 회귀계수 값과 F-검정 통계량은 각각 1cM 단위로 추정하였다. 각 형질별, 염색체별로 10,000회의 permutation에 의해 genome-wise 및 chromosome-wise threshold를 추정하였다. Lander와 Kruglyak(1995)에 의해 제시된 방법으로 산출된 threshold 값은 매우 높게 추정되어 이러한 threshold의 적용시 실제로 QTL 존재 여부를 인정할 수 있는 경우의 수가 permutation에 의해 유도된 threshold를 적용했을 때보다 상대적으로 적은 결과를 보였다. 5% genome-wise threshold의 경우 형질별로 다소 상이한 경향을 나타냈으며 분석에 활용된 5개 형질에 대해 총 4개의 QTL이 5% genome-wise 수준에서 검색되었다.

Relationship Between Stock Price Indices of Abu Dhabi, Jordan, and USA - Evidence from the Panel Threshold Regression Model

  • Ho, Liang-Chun
    • 산경연구논집
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    • 제4권2호
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    • pp.13-19
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    • 2013
  • Purpose - The paper tested the relationship between the stock markets of the Middle East and the USA with the oil price and US dollar index as threshold variables. Research design, data, and methodology - The stock price indices of the USA, the Middle East (Abu Dhabi, Jordan), WTI spot crude oil price, and US dollar index were daily returns in the research period from May 21, 2001 to August 9, 2012. Following Hansen (1999), the panel threshold regression model was used. Results - With the US dollar index as the threshold variable, a negative relationship existed between the stock price indices of Jordan and the USA but no significant result was found between the stock price indices of Abu Dhabi and the USA. Conclusions - The USA is an economic power today:even if it has a closer relationship with the US stock market, the dynamic US economy can learn about subsequent developments and plan in advance. Conversely, if it has an estranged relationship with the US stock market, thinking in a different direction and different investment strategies will achieve good results.

서울지역 PM10 농도 예측모형 개발 (Development of statistical forecast model for PM10 concentration over Seoul)

  • 손건태;김다홍
    • Journal of the Korean Data and Information Science Society
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    • 제26권2호
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    • pp.289-299
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    • 2015
  • 본 연구는 PM10 농도에 대한 계량치 예측모형 개발을 목적으로 한다. 세 종류의 자료 (기상관측 자료, 세계기상통신망 중국 관측자료, 대기질 화학수치모델자료)를 예측인자로 사용하였으며, 일일 단기예보 시스템에 쉽게 적용할 수 있도록 시간자료를 일자료로 변환하였고 시차변환을 수행하였다. 상관분석과 다중공선성 진단을 통하여 예측인자를 선택하고 두 종류의 모형 (중회귀모형, 문턱치 회귀모형)을 각각 적합하였다. 모형 안정성 검사를 위하여 모형검증을 수행하였으며, 전체자료를 사용하여 모형을 재추정한 후 예측치와 관측치 사이의 산점도와 시계열그림, RMSE, 예측성 평가측도를 작성 및 산출하여 두 모형을 비교하였다. 문턱치 회귀모형의 예측력이 고농도 PM10예측에서 다소 우수한 결과를 보였다.