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Uniform Asymptotic Normality in Stationary and Unit Root Autoregression
Chirok Han,Peter C. B. Phillips,Donggyu Sul 한국계량경제학회 2009 한국계량경제학회 학술대회 논문집 Vol.2009 No.2
While differencing transformations can eliminate nonstationarity, they typically reduce signal strength and correspondingly reduce rates of convergence in unit root autoregressions. The present paper shows that aggregating moment conditions that are formulated in differences provides an orderly mechanism for preserving information and signal strength in autoregressions with some very desirable properties. In rst order autoregression, a partially aggregated estimator based on moment conditions in differences is shown to have a limiting normal distribution which holds uniformly in the autoregressive coef cient including stationary and unit root cases. The rate of convergence is p n when j j < 1 and the limit distribution is the same as the Gaussian maximum likelihood estimator (MLE), but when = 1 the rate of convergence to the normal distribution is within a slowly varying factor of n: A fully aggregated estimator is shown to have the same limit behavior in the stationary case and to have nonstandard limit distributions in unit root and near integrated cases which reduce both the bias and the variance of the MLE in the vicinity of unity. This result shows that it is possible to improve on the asymptotic behavior of the MLE without using an arti cial shrinkage technique or otherwise accelerating convergence at unity at the cost of performance in the neighborhood of unity.
Jang, Dogeun,Uhm, Han Sup,Jang, Donggyu,Hur, Min Sup,Suk, Hyyong IOP 2016 Plasma sources science & technology Vol.25 No.6
<P>Inductively-coupled plasmas (ICP) in the high electron density regime of the order of 10<SUP>13</SUP> cm<SUP>−3</SUP> are generated and their electron density characteristics are investigated by the terahertz time-domain spectroscopy (THz-TDS) method. In this experiment, the plasma was produced by RF (13.56 MHz) with an applied RF power of 300–550 W and the argon gas pressure was in the range of 0.3–1.1 Torr. We generated the THz wave by focusing a femtosecond laser pulse in air with a DC electric field. As a plasma diagnostic tool, the THz-TDS method is found to successfully provide the plasma density information in the high-density regime, where other available plasma diagnostic tools are very limited. In addition, the analytical model based on the ambipolar diffusion equation is compared with experimental observations to explain the behavior of the electron density in the ICP source, where the plasma density is shown to be related to the applied RF power and gas pressure. The analytical result from the model is found to be in good agreement with the THz-TDS result.</P>
알루미늄과 마그네슘 첨가가 용융아연 도금강판 도금층의 미세조직과 경도에 미치는 영향
성윤제 ( Yoonje Sung ),김동규 ( Donggyu Kim ),서준기 ( Jungi Seo ),한경현 ( Kyunghyun Han ),홍범기 ( Beomki Hong ),김강민 ( Kangmin Kim ),허성욱 ( Seounguk Heo ),박성현 ( Seonghyun Park ),임재택 ( Jae-taek Im ),손승배 ( Seung Bae 한국열처리공학회 2023 熱處理工學會誌 Vol.36 No.4
We investigated the effects of Al and Mg on the microstructure and hardness of the coating layer of galvanized steel sheets, by thermodynamic calculations, X-ray diffraction, scanning electron microscopy, and Vickers hardness tests of Zn-0.2Al, Zn-6Al-2Mg, and Zn-10Al-5Mg coating layers. Regardless of the alloy composition of the galvanizing bath, a Fe-Al layer was observed between the coating layer and steel sheet. The Zn- 0.2Al coating layer consists of major h.c.p. Zn phase and minor f.c.c. Al phase. The fraction of f.c.c. Al phase (containing a significant amount of Zn) of the coating layer increases with increasing the chemical composition of Al of the galvanizing bath. The h.c.p. MgZn<sub>2</sub> phase was formed in the Al/Mg-containing Zn-6Al-2Mg and Zn-10Al- 5Mg coating layers, forming Zn-Al-MgZn<sub>2</sub> eutectic microstructure. The primary MgZn<sub>2</sub> phase was additionally formed in the Zn-10Al-5Mg coating layers containing high concentrations of Al and Mg. The Vickers hardness values of Zn-0.2Al, Zn-6Al-2Mg, and Zn-10Al-5Mg coating layers were 59.1 ± 1.2 HV, 161.2 ± 5.7 HV, and 215.5 ± 40.3 HV, respectively. The addition of Al and Mg increased the hardness of the coating layer by increasing the fraction of the Al phase (containing Zn) and MgZn<sub>2</sub> intermetallic compound, which were harder than the Zn phase. (Received June 7, 2023; Revised July 11, 2023; Accepted July 20, 2023)
Standardization and Estimation of Factor Numbers for Panel Data
Ryan Greenaway-McGrevy,Chirok Han,Donggyu Sul 한국계량경제학회 2012 JOURNAL OF ECONOMIC THEORY AND ECONOMETRICS Vol.23 No.2
Practitioners often standardize panel data before estimating a factor model. In this paper we show an example that the standardization leads to inconsistent estimation of the factor number. When the common component exhibits strong heteroskedasticity, the conventional eigenvalue-based decompositions are consistent but standardization does not necessarily result in consistent estimation. To overcome this issue, we recommend using a “minimum-rule” whereby the minimum factor-number estimated from both the conventional and standardized panel is used. Monte Carlo studies and an empirical application are provided.
Oleg V. Yarishkin,Eun Mi Hwang,Donggyu Kim,Jae Cheal Yoo,Sang Soo Kang,Deok Ryoung Kim,Jae-Hee-Jung Shin,Hye-Joo Chung,Ho-Sang Jeong,Dawon Kang,Jaehee Han,Jae-Yong Park,Seong-Geun Hong 대한생리학회-대한약리학회 2009 The Korean Journal of Physiology & Pharmacology Vol.13 No.6
A non-steroidal anti-inflammatory drug (NSAID) has many adverse effects including cardiovascular (CV) risk. Diclofenac among the nonselective NSAIDs has the highest CV risk such as congestive heart failure, which resulted commonly from the impaired cardiac pumping due to a disrupted excitation- contraction (E-C) coupling. We investigated the effects of diclofenac on the L-type calcium channels which are essential to the E-C coupling at the level of single ventricular myocytes isolated from neonatal rat heart, using the whole-cell voltage-clamp technique. Only diclofenac of three NSAIDs, including naproxen and ibuprofen, significantly reduced inward whole cell currents. At concentrations higher than 3ՌM, diclofenac inhibited reversibly the Na<sup>+</sup> current and did irreversibly the L-type Ca<sup>2+</sup> channels-mediated inward current (IC<sub>50</sub>=12.89±0.43ՌM) in a dose-dependent manner. However, nifedipine, a well-known L-type channel blocker, effectively inhibited the L-type Ca<sup>2+</sup> currents but not the Na<sup>+</sup> current. Our finding may explain that diclofenac causes the CV risk by the inhibition of L-type Ca<sup>2+</sup> channel, leading to the impairment of E-C coupling in cardiac myocytes.
수정된 구조의 AE 모델을 이용한 X-ray 산란선 보정 기법
서효경 ( Hyogyeong Seo ),정지훈 ( Jihoon Jeong ),이동규 ( Donggyu Lee ),한승화 ( Seunghwa Han ),김호준 ( Hojoon Kim ) 한국정보처리학회 2021 한국정보처리학회 학술대회논문집 Vol.28 No.2
본 논문에서는 X-ray 진단에서 산란선으로 인한 영상의 왜곡을 보정하는 방법으로서 수정된 구조의 AE(Auto-Encoder) 모델에 기반한 방법론을 제안한다. 기존 AE 모델의 계층에 따라 특징지도의 크기가 축소되고 팽창되는 과정에서 영상 복원에 필요한 정보가 소실될 가능성을 보완하기 위하여 동일 레벨 계층 간에 스킵 연결을 추가하였다. 또한 X-ray 영상에서 피사체 세부 부위의 두께와 밀도에 따라 산란선의 영향이 서로 다른 형태로 나타난다는 특성을 학습 과정에 효과적으로 반영하기 위하여 어텐션 모듈을 추가한 네트워크 구조를 도입하였다. 총 80 쌍의 흉부 X-ray 영상 데이터에 대하여 기존의 AE 모델을 사용한 방법 및 U-Net 과 FFA-Net 모델을 사용한 영상 복원 기법의 실험 결과를 상호 비교함으로써 제안된 방법의 타당성을 평가하였다.