93 resultados para Threshold Limit Values
em Consorci de Serveis Universitaris de Catalunya (CSUC), Spain
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In this work, zinc indium tin oxide layers with different compositions are used as the active layer of thin film transistors. This multicomponent transparent conductive oxide is gaining great interest due to its reduced content of the scarce indium element. Experimental data indicate that the incorporation of zinc promotes the creation of oxygen vacancies. In thin-film transistors this effect leads to a higher threshold voltage values. The field-effect mobility is also strongly degraded, probably due to coulomb scattering by ionized defects. A post deposition annealing in air reduces the density of oxygen vacancies and improves the fieldeffect mobility by orders of magnitude. Finally, the electrical characteristics of the fabricated thin-film transistors have been analyzed to estimate the density of states in the gap of the active layers. These measurements reveal a clear peak located at 0.3 eV from the conduction band edge that could be attributed to oxygen vacancies.
Resumo:
In this work, zinc indium tin oxide layers with different compositions are used as the active layer of thin film transistors. This multicomponent transparent conductive oxide is gaining great interest due to its reduced content of the scarce indium element. Experimental data indicate that the incorporation of zinc promotes the creation of oxygen vacancies. In thin-film transistors this effect leads to a higher threshold voltage values. The field-effect mobility is also strongly degraded, probably due to coulomb scattering by ionized defects. A post deposition annealing in air reduces the density of oxygen vacancies and improves the fieldeffect mobility by orders of magnitude. Finally, the electrical characteristics of the fabricated thin-film transistors have been analyzed to estimate the density of states in the gap of the active layers. These measurements reveal a clear peak located at 0.3 eV from the conduction band edge that could be attributed to oxygen vacancies.
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All of the imputation techniques usually applied for replacing values below thedetection limit in compositional data sets have adverse effects on the variability. In thiswork we propose a modification of the EM algorithm that is applied using the additivelog-ratio transformation. This new strategy is applied to a compositional data set and theresults are compared with the usual imputation techniques
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One of the main implications of the efficient market hypothesis (EMH) is that expected future returns on financial assets are not predictable if investors are risk neutral. In this paper we argue that financial time series offer more information than that this hypothesis seems to supply. In particular we postulate that runs of very large returns can be predictable for small time periods. In order to prove this we propose a TAR(3,1)-GARCH(1,1) model that is able to describe two different types of extreme events: a first type generated by large uncertainty regimes where runs of extremes are not predictable and a second type where extremes come from isolated dread/joy events. This model is new in the literature in nonlinear processes. Its novelty resides on two features of the model that make it different from previous TAR methodologies. The regimes are motivated by the occurrence of extreme values and the threshold variable is defined by the shock affecting the process in the preceding period. In this way this model is able to uncover dependence and clustering of extremes in high as well as in low volatility periods. This model is tested with data from General Motors stocks prices corresponding to two crises that had a substantial impact in financial markets worldwide; the Black Monday of October 1987 and September 11th, 2001. By analyzing the periods around these crises we find evidence of statistical significance of our model and thereby of predictability of extremes for September 11th but not for Black Monday. These findings support the hypotheses of a big negative event producing runs of negative returns in the first case, and of the burst of a worldwide stock market bubble in the second example. JEL classification: C12; C15; C22; C51 Keywords and Phrases: asymmetries, crises, extreme values, hypothesis testing, leverage effect, nonlinearities, threshold models
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This paper proposes a contemporaneous-threshold multivariate smooth transition autoregressive (C-MSTAR) model in which the regime weights depend on the ex ante probabilities that latent regime-specific variables exceed certain threshold values. A key feature of the model is that the transition function depends on all the parameters of the model as well as on the data. Since the mixing weights are also a function of the regime-specific innovation covariance matrix, the model can account for contemporaneous regime-specific co-movements of the variables. The stability and distributional properties of the proposed model are discussed, as well as issues of estimation, testing and forecasting. The practical usefulness of the C-MSTAR model is illustrated by examining the relationship between US stock prices and interest rates.
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In this paper we consider extensions of smooth transition autoregressive (STAR) models to situations where the threshold is a time-varying function of variables that affect the separation of regimes of the time series under consideration. Our specification is motivated by the observation that unusually high/low values for an economic variable may sometimes be best thought of in relative terms. State-dependent logistic STAR and contemporaneous-threshold STAR models are introduced and discussed. These models are also used to investigate the dynamics of U.S. short-term interest rates, where the threshold is allowed to be a function of past output growth and inflation.
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We consider a model for a damped spring-mass system that is a strongly damped wave equation with dynamic boundary conditions. In a previous paper we showed that for some values of the parameters of the model, the large time behaviour of the solutions is the same as for a classical spring-mass damper ODE. Here we use spectral analysis to show that for other values of the parameters, still of physical relevance and related to the effect of the spring inner viscosity, the limit behaviours are very different from that classical ODE
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We develop an analytical approach to the susceptible-infected-susceptible epidemic model that allows us to unravel the true origin of the absence of an epidemic threshold in heterogeneous networks. We find that a delicate balance between the number of high degree nodes in the network and the topological distance between them dictates the existence or absence of such a threshold. In particular, small-world random networks with a degree distribution decaying slower than an exponential have a vanishing epidemic threshold in the thermodynamic limit.
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BACKGROUND AND PURPOSE: The high variability of CSF volumes partly explains the inconsistency of anesthetic effects, but may also be due to image analysis itself. In this study, criteria for threshold selection are anatomically defined. METHODS: T2 MR images (n = 7 cases) were analyzed using 3-dimentional software. Maximal-minimal thresholds were selected in standardized blocks of 50 slices of the dural sac ending caudally at the L5-S1 intervertebral space (caudal blocks) and middle L3 (rostral blocks). Maximal CSF thresholds: threshold value was increased until at least one voxel in a CSF area appeared unlabeled and decreased until that voxel was labeled again: this final threshold was selected. Minimal root thresholds: thresholds values that selected cauda equina root area but not adjacent gray voxels in the CSF-root interface were chosen. RESULTS: Significant differences were found between caudal and rostral thresholds. No significant differences were found between expert and nonexpert observers. Average max/min thresholds were around 1.30 but max/min CSF volumes were around 1.15. Great interindividual CSF volume variability was detected (max/min volumes 1.6-2.7). CONCLUSIONS: The estimation of a close range of CSF volumes which probably contains the real CSF volume value can be standardized and calculated prior to certain intrathecal procedures
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We prove that any subanalytic locally Lipschitz function has the Sard property. Such functions are typically nonsmooth and their lack of regularity necessitates the choice of some generalized notion of gradient and of critical point. In our framework these notions are defined in terms of the Clarke and of the convex-stable subdifferentials. The main result of this note asserts that for any subanalytic locally Lipschitz function the set of its Clarke critical values is locally finite. The proof relies on Pawlucki's extension of the Puiseuxlemma. In the last section we give an example of a continuous subanalytic function which is not constant on a segment of "broadly critical" points, that is, points for which we can find arbitrarily short convex combinations of gradients at nearby points.
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