• Communications for Statistical Applications and Methods
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• 제14권1호
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• pp.141-146
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• 2007

In this paper, we consider a Box-Cox transformed threshold GARCH(1,1) process and find a sufficient condition under which the process is geometrically ergodic and has the ${\beta}$-mixing property with an exponential decay rate.

• Journal of the Korean Data and Information Science Society
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• 제13권2호
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• pp.115-128
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• 2002

One of the well-studied problems in data mining is the search for association rules. In this paper we consider the statistical decision making of association threshold in association rule. A chi-squared statistic is used to find minimum association threshold. We calculate the range of the value that two item sets are occurred simultaneously, and find the minimum confidence threshold values.

• 한국데이터정보과학회:학술대회논문집
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• 한국데이터정보과학회 2002년도 춘계학술대회
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• pp.169-182
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• 2002

One of the well-studied problems in data mining is the search for association rules. In this paper we consider the statistical decision making of association threshold in association rule. A chi-squared statistic is used to find minimum association threshold. We can calculate the range of the value that two item sets are occurred simultaneously, and can find the minimum confidence threshold values.

• 한국정보통신설비학회:학술대회논문집
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• 한국정보통신설비학회 2008년도 정보통신설비 학술대회
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• pp.177-180
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• 2008

There are many application areas of sensor networks, such as surveillance, hospital monitoring, and home network. These are dependent on the secure operation of networks, and will have serious outcome if the networks is injured. An adversary can inject false data into the network through the compromising node. Ye et al. proposed a statistical en-route filtering scheme (SEF) to detect such false data during forwarding process. In this scheme, it is important that the choice of the threshold value since it trades off security and overhead. This paper presents an adaptive threshold value determining method in the SEF using fuzzy logic. The fuzzy logic determines a security distance value by considering the situation of the network. The Sensor network is divided into several areas by the security distance value, it can each area to uses the different threshold value. The fuzzy based threshold value can reduce the energy consumption in transmitting.

• Communications for Statistical Applications and Methods
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• 제26권3호
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• pp.295-304
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• 2019

This article deals with threshold-asymmetric volatility models for over-dispersed and zero-inflated time series of count data. We introduce various threshold integer-valued autoregressive conditional heteroscedasticity (ARCH) models as incorporating over-dispersion and zero-inflation via conditional Poisson and negative binomial distributions. EM-algorithm is used to estimate parameters. The cholera data from Kolkata in India from 2006 to 2011 is analyzed as a real application. In order to construct the threshold-variable, both local constant mean which is time-varying and grand mean are adopted. It is noted via a data application that threshold model as an asymmetric version is useful in modelling count time series volatility.

• Communications for Statistical Applications and Methods
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• 제18권4호
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• pp.477-483
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• 2011

This article is concerned with a class of threshold-asymmetric GARCH models both for stationary case and for non-stationary case. We investigate large sample properties of estimators from QML(quasi-maximum likelihood) and QL(quasilikelihood) methods. Asymptotic distributions are derived and it is interesting to note for non-stationary case that both QML and QL give asymptotic normal distributions.

• Communications for Statistical Applications and Methods
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• 제8권1호
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• pp.109-115
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• 2001

Wavelet coefficients are known to have decorrelating properties, since wavelet is orthonormal transformation. but empirically, those wavelet coefficients of images, like edges, are not statistically independent. Jansen and Bultheel(1999) developed the empirical Bayes approach to improve the classical threshold algorithm using local characterization in Markov random field. They consider the clustering of significant wavelet coefficients with uniform distribution. In this paper, we developed wavelet thresholding algorithm using Laplacian distribution which is more realistic model.

• 한국통신학회논문지
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• 제22권7호
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• pp.1411-1418
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• 1997

This paper presents a statistical analysis of the decision throeshold for derect-sequence spread-spectrum (DS-SS) prallel Pseudo-Noise (PN) code acquistion with a reference filter. The probabilities of detection and false alarm are derived, and the mean acquistion time is evaluated as a measure of the system performance in both nonfading and Rician fiding channels. From the statistical sresults, it is shown that in the performance analysis of the parallel acquisition system with reference filtering, the statistical evaluaion of the decision threshold seems more appropriate than the approximation of the decision threshold adopted in the other schemes[2,3].

• Journal of the Korean Statistical Society
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• 제32권2호
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• pp.193-202
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• 2003

We consider a double threshold AR-ARCH type process and give sufficient conditions under which the higher-order moments exist. Geometric ergodicity and strict stationarity are also studied.

• 한방재활의학과학회지
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• 제19권4호
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• pp.127-134
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• 2009

Objectives : The purpose of this study is to investigate the clinical effects of heating-conduction acupuncture therapy on anterior talofibular ligament injury induced by acute ankle sprain. Methods : From October 31, 2008 to July 21, 2009, the 11 outpatients who had admitted to department of oriental rehabilitation medicine, Dae-Jeon oriental medicine hospital, Dae-Jeon university with acute ankle sprain were performed heating-conduction acupuncture therapy on anterior talofibular ligament injury. To evaluate the efficiency of heating-conduction acupuncture therapy, pain threshold with Pressure algometer and visual analogue scale(VAS) were applied before treatment and after 1st, 2nd treatment. Results : 1. The pain threshold score and the VAS score showed statistical significant improvement after 1st treatment. 2. The pain threshold score and the VAS score showed improvement but had no statistical significance after 2nd treatment. 3. The difference between left and right were not statistical significant in pain threshold score and VAS score. Conclusions : Heating-conduction acupuncture therapy has clinical effects of pain reduction on patient with anterior talofibular ligament injury induced by acute ankle sprain.