• 제목/요약/키워드: statistical threshold

검색결과 409건 처리시간 0.029초

A Random Shock Model for a Linearly Deteriorating System

  • Lee, Ji-Yeon;Lee, Eui-Young
    • Journal of the Korean Statistical Society
    • /
    • 제24권2호
    • /
    • pp.471-479
    • /
    • 1995
  • A random shock model for a linearly deteriorating system is introduced. The system deteriorating linearly with time is subject to random shocks which arrive according to a Poisson process and decrease the state of the system by a random amount. The system is repaired by a repairmen arriving according to another Poisson process if the state when he arrives is below a threshold. Explicit expressions are deduced for the characteristic function of the distribution function of X(t), the state of the system at time t, and for the distribution function of X(t) if X(t) is over the threshold. The stationary case is briefly discussed.

  • PDF

Optimal Restocking Policy of an Inventory with Constant Demand

  • Ki, Jeong Jin;Lim, Kyung Eun;Lee, EuiYong
    • Communications for Statistical Applications and Methods
    • /
    • 제11권3호
    • /
    • pp.631-641
    • /
    • 2004
  • In this paper, a model for an inventory whose stock decreases with time is considered. When a deliveryman arrives, if the level of the inventory exceeds a threshold $\alpha$, no stock is delivered, otherwise a delivery is made. It is assumed that the size of a delivery is a random variable Y which is exponentially distributed. After assigning various costs to the model, we calculate the long-run average cost and show that there exist unique value of arrival rate of deliveryman $\alpha$, unique value of threshold $\alpha$ and unique value of average delivery m which minimize the long-run average cost.

Cumulative Impulse Response Functions for a Class of Threshold-Asymmetric GARCH Processes

  • Park, J.A.;Baek, J.S.;Hwang, S.Y.
    • Communications for Statistical Applications and Methods
    • /
    • 제17권2호
    • /
    • pp.255-261
    • /
    • 2010
  • A class of threshold-asymmetric GRACH(TGARCH, hereafter) models has been useful for explaining asymmetric volatilities in the field of financial time series. The cumulative impulse response function of a conditionally heteroscedastic time series often measures a degree of unstability in volatilities. In this article, a general form of the cumulative impulse response function of the TGARCH model is discussed. In particular, We present formula in their closed forms for the first two lower order models, viz., TGARCH(1, 1) and TGARCH(2, 2).

Improving the Gumbel analysis by using M-th highest extremes

  • Cook, Nicholas J.
    • Wind and Structures
    • /
    • 제1권1호
    • /
    • pp.25-42
    • /
    • 1998
  • Improvements to the Gumbel method of extreme value analysis of wind data made over the last two decades are reviewed and illustrated using sample data for Jersey. A new procedure for extending the Gumbel method to include M-th highest annual extremes is shown to be less effective than the standard method, but leads to a method for calibrating peak-over-threshold methods against the standard Gumbel approach. Peak-over-threshold methods that include at least the 3rd highest annual extremes, specifically the modified Jensen and Franck method and the "Method of independent storms" are shown to give the best estimates of extremes from observations.

선군집분할방법에 의한 특징 추출 (Feature Extraction by Line-clustering Segmentation Method)

  • 황재호
    • 정보처리학회논문지B
    • /
    • 제13B권4호
    • /
    • pp.401-408
    • /
    • 2006
  • 영상신호의 수직축 및 수평축 화소 성분 분석을 통해서, 영상 내부에 존재하는 각 영역의 군집적 특성을 통계 및 영역적으로 처리 분류함으로써 필요한 특징을 추출할 수 있는 새로운 형태의 영역분할처리 알고리즘을 제시한다. 종래의 점처리나 면처리 방식에 비해 이 방식은 수평축과 수직축 상에서의 연속적인 선처리 방식이라고 할 수 있다. 영상을 구성하는 영역간 경계가 암시적으로 구분되어 있으나, 명시적으로는 불투명하고, 영상 특성의 분기점 또한 불명확하고 중복되어 있음으로 인하여 문턱치처리나 분기점처리로 그 영역간 특정을 분할, 추출하기가 곤란한 경우에 이 방식은 우수한 효과가 있다. 수평축 및 수직축 선처리를 통해 각 영역들의 특성들을 군집으로 처리한 다음 처리한 축과 수직 방향으로 축차적 적응진행처리한다. 그 결과 영상 내 각 영역은 화소값의 중복에도 불구하고 하나의 군집으로 자리매김하면서 군집 고유의 화소 값을 갖는다. 그리고 처리후 영상은 각 군집에 부여한 새로운 화소값으로 변환함으로 필요한 특정이 추출된다. 이 방식은 특히 영역 분할을 통해 시각적 효과를 극대화시킬 필요가 있는 경동맥 초음파 의료영상에서 우수한 결과를 보였다.

요통환자에서 중성어혈 약침 사용 용량에 따른 효과 (Dose dependent effects of Jungsongouhyul Pharmacopuncture on Low Back Pain)

  • 정만진;권오곤;우창훈;안희덕
    • 대한약침학회지
    • /
    • 제14권2호
    • /
    • pp.45-52
    • /
    • 2011
  • Objectives : The object of this study is to analyse about Low Back Pain's intensity according to dosage of Jungsongouhyul pharmacopuncture. Method : Three groups were made with 15 patients in Po-Hang Oriental Hospital, which is affiliates to Daegu Haany University. They were observed August 1st, 2010 to September 30th. 2010. Each group was treated by based on acupuncture, herb and other therapy and differential dosage of Jungsongouhyul pharmacopuncture 0,4, 0.8, and 1.2cc. We had measured pain threshold and Visual Analog Scale during first week of their admission. The statistical analysis was performed by using the oneway ANOVA and Tukey's test. Result : Change of VAS was not statistically significant. Change of pain threshold was statistically significant. Multiple comparisons of pain threshold between the group1,2 was not statistically significant. Multiple comparisons of pain threshold between the group1,3 and group2,3 was statistically significant. Conclusions : Jungsongouhyul Pharmacopuncture 1.2cc was more effective than 0.4 and 0.8cc.

발광·무광 적외선등 조사가 실험적 통증역치에 미치는 효과 비교 (Comparison of the Effects of Luminous Lamp, and Nonluminous Lamp Radiation on Experimental Pain Threshold Sensitivity)

  • 임인혁;이정원;조수원
    • 한국전문물리치료학회지
    • /
    • 제9권3호
    • /
    • pp.1-9
    • /
    • 2002
  • The purpose of this study was to compare the experimental pain threshold when used in luminous lamp radiation and nonluminous lamp radiation with healthy person. Thirty normal subjects were randomly assigned two groups: a luminous lamp radiation group, and a nonluminous lamp radiation group. The infrared lamps were applied on L3 for thirty minutes. Each group was measured for experimental pain threshold and local temperature before, 15 and 30 minute radiation. For statistical differences in change of the experimental pain threshold and local temperature due to differences in lamp ray was compared using the independent t-test. And, General linear model for profile plots test was used. The results were as: 1. Local temperature was significantly increased in the nonluminous lamp group (p<.01). 2. Experimental pain thershold was significantly increased in the luminous lamp group (p<.05),(p<.01). This study indicate that luminous lamp radiation was more effects of increase experimental pain thershold than nonluminous lamp radiation. Further study is needed to compare the effects of after period radiation.

  • PDF

음성 향상 전처리와 문턱값 갱신을 적용한 향상된 음성검출 방법 (An Improved VAD Algorithm Employing Speech Enhancement Preprocessing and Threshold Updating)

  • 이윤창;안상식
    • 한국통신학회논문지
    • /
    • 제28권11C호
    • /
    • pp.1161-1168
    • /
    • 2003
  • 본 논문에서는 음성검출의 성능을 향상시킬 목적으로 정합 필터를 이용한 음성향상 전처리 과정을 통하여 SNR을 개선한 후, 이를 LLR(Log Likelihood Ratio) 검사에 의한 최적 결정방법을 적용하여 확률적인 모델을 기준으로 하는 향상된 음성검출 방법을 제안한다. 또한 기존의 음성검출 방법들에서는 제시되지 않았던 문턱값 갱신 알고리즘을 제안하며, 이 방법을 통해서 기존의 방법들에서 성능이 좋지 않았던 낮은 SNR 환경에서도 음성검출을 할 수 있게 되었다. 마지막으로 컴퓨터 시뮬레이션을 통하여 이미 상용화되어 널리 이용중인 G.729B(ITU-TG.729 Annex B)의 음성검출 결과와 비교를 통해서 제안한 음성검출 방법의 성능의 우수성을 검증하며, 실제적인 환경에도 적용이 가능함을 보인다.

혼합분포에서 최적분류점 (Optimal Thresholds from Mixture Distributions)

  • 홍종선;주재선;최진수
    • 응용통계연구
    • /
    • 제23권1호
    • /
    • pp.13-28
    • /
    • 2010
  • 혼합분포를 가정한 신용평가연구에서 부도차주를 정상으로 예측하거나 정상차주를 부도로 예측하는 오류를 최소화하는 분류점을 추정하는 방법을 토론한다. 확률변수 스코어와 정상과 부도상태의 모수공간으로 정의된 확률밀도함수들에 대하여 강력검정과 일반화가능도비검정을 이용하여 최적분류점의 추정방법을 제안하고, ROC와 CAP 곡선에서 분류정확도를 측정하는 정확도(accuarcy)와 진실율(true rate)을 이용하여 이 측도를 최대로 하는 최적분류점을 확률밀도함수의 관계식으로 추정하는 방법을 제안한다. 다양한 정규분포에서 가설검정, 정확도 그러고 진실율을 이용하는 세가지 방법의 최적분류점을 구하고 각최적분류점에 대응하는 제 I 종과 제 II 종 오류합의 크기를 비교하여 효율성을 토론한다.

정상근과 근막 유발점이 활성화된 근육의 초음파 영상의 비교 (Comparison of Ultrasonography Images on Normal Muscle and Myofascial Trigger Points Activated Muscle)

  • 김명훈;김수현;김현진
    • The Journal of Korean Physical Therapy
    • /
    • 제25권2호
    • /
    • pp.76-80
    • /
    • 2013
  • Purpose: The objective of this study was to offer primary clinical data examining whether change of imaging structure and quantitative evaluation of muscle activity on myofascial trigger points can lead to implementation of an analytical technique for evaluation of myofascial pain diagnoses. In addition, we examined the effect of a variety of mediation techniques, in order to examine neuromuscular physiological characteristics of myofascial trigger points muscle by comparing differences in pressure pain threshold and ultrasound imaging. Methods: Participants in the study included 30 adults in their twenties. The subjects were divided into the normal and myofascial trigger points groups. Clinical outcomes were evaluated by pressure pain threshold for pain and ultrasound imaging was performed for evaluation of the structural characteristics of muscle. Independent t-test was used for statistical analysis. Results: The two groups showed statistical significance in the change in pressure pain threshold (p<0.05). Findings of ultrasound imaging analysis showed no significant differences, increased muscle thickness was observed (p>0.05). Findings of ultrasound imaging analysis showed significant differences, increased muscle echodensity was observed (p<0.05). Findings on ultrasound imaging analysis showed significant differences, increased muscle white area index was observed (p<0.05). Conclusion: From these results, active myofascial trigger points muscle showed quality deterioration on ultrasound imaging. Thorough evaluation of imaging structure and physiological characteristics can be useful quantitative analytical techniques for diagnosis of myofascial pain syndrome and a primary factor reflected in physical therapy intervention.