Optimal Threshold Level Research Articles

Condition-based maintenance for continuously monitored degrading systems with multiple failure modes

This article develops an optimum Condition-Based Maintenance (CBM) policy for continuously monitored degrading systems with multiple failure modes. The degradation of system state is described by a stochastic process, and a maintenance alarm is used to signal when the degradation reaches a threshold level. Unlike existing CBM models, this article considers multiple sudden failures that can occur during a system's degradation. The failure rate corresponding to each failure mode is influenced by either the age of the system, the state degradation of the system, or both. A joint model is constructed for the statistically dependent time-to-maintenance due to system degradation and time-to-failure of different failure modes. This model is then utilized to obtain the optimum maintenance threshold level that maximizes the system's limiting availability over its life cycle or minimizes the long-run cost per unit time. A numerical example, using real-life data from a reliability test of communication systems, is provided to demonstrate the application of the proposed approach.

Establishing robust short-term distributions of load extremes of offshore wind turbines

A novel method with a rigorous theoretical foundation is proposed for establishing robust short-term distributions of load extremes of offshore wind turbines. Based on the wind turbine load time series, the proposed method begins with incorporating a declustering algorithm into the peaks over threshold (POT) method and searching for an optimum threshold level with the aid of a Mean Residual Life (MRL) plot. Then, the method of L-moments is utilized to estimate the parameters in the generalized Pareto distribution (GPD) of the largest values in all the selected clusters over the optimal threshold level. As an example of calculation, an optimal threshold level of the tower base fore-aft extreme bending moments of the National Renewable Energy Laboratory (NREL) 5-MW OC3-Hywind floating wind turbine has been obtained by utilizing the novel method. The short-term extreme response probability plots based on this optimal threshold level are compared with the probability plots based on the empirical and semi-empirical threshold levels, and the accuracy and efficiency of the proposed novel method are substantiated. Diagnostic plots are also included in this paper for validating the accuracy of the proposed novel method. The method has been further validated in another calculation example regarding an NREL 5-MW fixed-bottom monopile wind turbine.

Clear Cell Renal Cell Carcinoma: Discrimination from Other Renal Cell Carcinoma Subtypes and Oncocytoma at Multiphasic Multidetector CT

To determine whether enhancement at multiphasic multidetector computed tomography (CT) can help differentiate clear cell renal cell carcinoma (RCC) from oncocytoma, papillary RCC, and chromophobe RCC. With institutional review board approval for this HIPAA-compliant retrospective study, the pathology database was queried to derive a cohort of 298 cases of RCC and oncocytoma with preoperative multiphasic multidetector CT with as many as four phases (unenhanced, corticomedullary, nephrographic, and excretory). A total of 170 clear cell RCCs, 57 papillary RCCs, 49 oncocytomas, and 22 chromophobe RCCs were evaluated for multiphasic enhancement and compared by using t tests. Cutoff analysis was performed to determine optimal threshold levels to discriminate among the four groups. Mean enhancement of clear cell RCCs and oncocytomas peaked in the corticomedullary phase; mean enhancement of papillary and chromophobe RCCs peaked in the nephrographic phase. Enhancement of clear cell RCCs was greater than that of oncocytomas in the corticomedullary (125 HU vs 106 HU, P = .045) and excretory (80 HU vs 67 HU, P = .034) phases. Enhancement of clear cell RCCs was greater than that of papillary RCCs in the corticomedullary (125 HU vs 54 HU, P < .001), nephrographic (103 HU vs 64 HU, P < .001), and excretory (80 HU vs 54 HU, P < .001) phases. Enhancement of clear cell RCCs was greater than that of chromophobe RCCs in the corticomedullary (125 HU vs 74 HU, P < .001) and excretory (80 HU vs 60 HU, P = .008) phases. Thresholding of enhancement helped to discriminate clear cell RCC from oncocytoma, papillary RCC, and chromophobe RCC with accuracies of 77% (83 of 108 cases), 85% (101 of 119 cases), and 84% (81 of 97 cases). Enhancement at multiphasic multidetector CT, if prospectively validated, may assist in the discrimination of clear cell RCC from oncocytoma, papillary RCC, and chromophobe RCC.

Prognostic value of perioperative N-terminal pro-B-type natriuretic peptide in noncardiac surgery

Preoperative NT-proBNP has been shown to predict adverse cardiac outcomes, although recent studies suggested that postoperative NT-proBNP determination could provide additional information in patients submitted to noncardiac surgery. To evaluate the prognostic value of perioperative NT-proBNP in intermediate and high risk cardiovascular patients undergoing noncardiac surgery. This study prospectively enrolled 145 patients aged ≥ 45 years, with at least one Revised Cardiac Risk Index risk factor and submitted to intermediate or high risk noncardiac surgery. NT-proBNP levels were measured pre- and postoperatively. Short-term cardiac outcome predictors were evaluated by logistic regression models. During a median follow-up of 29 days, 17 patients (11.7%) experienced major adverse cardiac events (MACE- 14 nonfatal myocardial infarctions, 2 nonfatal cardiac arrests and 3 cardiac deaths). The optimum discriminatory threshold levels for pre- and postoperative NT-proBNP were 917 and 2962 pg/mL, respectively. Pre- and postoperative NT-proBNP (OR 4.7; 95% CI 1.62-13.73; p=0.005 and OR 4.5; 95% CI 1.53-13.16; p=0.006) were significantly associated with MACE. Preoperative NT-proBNP was significantly and independently associated with adverse cardiac events in multivariate regression analysis (adjusted OR 4.2; 95% CI 1.38-12.62; p=0.011). NT-proBNP is a powerful short-term marker of perioperative cardiovascular events in high risk patients. Postoperative levels were less informative than preoperative levels. A single preoperative NT-proBNP measurement should be considered in the preoperative risk assessment.

Capital Structure, Cash Holdings and Firm Value: A Study of Brazilian Listed Firms

This study analyzed the relationship between capital structure, cash holdings and firm value for a sample of publicly traded Brazilian firms, using panel data regressions, employing the fixed-effects estimator. Initially, regressions between capital structure (debt to total capital) and cash holdings (cash to assets), as well as between cash holdings and short and long term debt, were estimated. Next, a model between firm value, capital structure and cash holding was employed. The results of this study suggest that debt, both short and long termed, is negatively related to cash holdings, and that the level of cash holdings is also associated to a lower leverage. The study also presented indirect evidence that financially constrained firms hold more cash. With respect to the impact of the capital structure and cash holdings in the firm value, both short and long-term debt had negative marginal effects on the market value of equity, as well as the financial constraint, suggesting a risk-averse behavior of investors with respect to debt. Cash holdings, instead, is valued as positive by investors, but up to an optimum threshold level. Further from that point, the market capitalization is discounted with respect to cash holdings (inverted U-curve), in synergy with static trade-off theory of cash holdings.

A new method for determining the optimal CT threshold for extracting the upper airway

The purpose of this study was to evaluate the optimal upper threshold levels of a number of individuals and determine the most suitable upper threshold. A phantom model and ten patients were used in this study. The phantom was made of acrylic resin and urethane resin and had nine pillar-shaped air spaces. The subjects were ten female patients with jaw deformities who were not affected by respiratory disease. The optimal threshold levels were determined using the "calculation of CT value disparities" (CCTD) technique, which we devised. In other words, the mean CT values along two lines (air space and soft tissue) were calculated and the optimal threshold level was determined as the level that produced the maximum difference between the CT values measured inside and outside of the air-space border. The optimal upper threshold levels of the nine phantom holes calculated using the CCTD technique in the front-on standing position and side-on standing position were -434 HU and -456 HU, respectively. The optimal upper threshold level of the ten patients calculated using the CCTD technique was -472 HU. The true threshold level of each patient was defined as the optimal threshold level calculated using the CCTD technique. The mean threshold level was defined as -472 HU. The absolute differences between the volume measurements obtained with these two measures were considered. Therefore, the no error values were -460 HU and -470 HU. We consider that the most suitable upper threshold level for extracting the airway is from -460 HU to -470 HU.

The sensitivity and specificity of guaiac and immunochemical fecal occult blood tests for the detection of advanced colonic adenomas and cancer

Fecal immunochemical tests (FITs) have been developed to address analytical problems inherent in the older guaiac-based fecal occult blood tests (g-FOBTs). Our aim was to compare the performance characteristics of one g-FOBT (Hemoccult II) and two FITs (the Hemoccult ICT and MagStream HemSp) relative to colonoscopy for the detection of colorectal cancer and significant precursor lesions. We also examined whether a 1-day collection strategy would negatively impact test diagnostic performance. We used a prospective observational cohort design in a Canadian population eligible for screening. All participants received colonoscopy after performing the occult blood tests. One thousand seventy-five individuals were enrolled (mean age 56.3years, 53.8% females). Using colonoscopy as the gold standard, the sensitivity for screen-relevant neoplasm was determined for Hemoccult II (7.2, 95% CI: 1.1-13.4), Hemoccult ICT (23.2%: 13.2-33.1), and MagStream HemSp using 67μg/gram stool as the cut-off (23.2%: 13.2-33.1). The Magstream HemSp, using a cut-off threshold of 30μg/gram stool, had the lowest specificity at 87.6% (85.4-89.6), while the Hemoccult II had the highest at 98.8% (98.1-99.5). Single-day stool testing reduced the false-positive rates of all tests without significantly reducing the sensitivity. We found that FITs have a significantly increased sensitivity but reduced specificity for screen-relevant neoplasm compared to g-FOBT using colonoscopy as the gold standard. Optimal threshold levels for hemoglobin detection depend on the desired trade off between sensitivity and false-positive rate. Single-day testing with an FIT may be an option to enhance population compliance with screening.

Asymmetric impacts of international energy shocks on macroeconomic activities

While limited by its scarcity of natural resources, the impacts of energy price changes on Taiwan's economic activities have been an important issue for social public and government authorities. This study applies the multivariate threshold model to investigate the effects of various international energy price shocks on Taiwan's macroeconomic activity. By separating energy price changes into the so-called decrease and increase regimes, we can realize different impacts of energy price changes and their shocks on economic output. The results confirm that there is an asymmetric threshold effect for the energy-output nexus. The optimal threshold levels are exactly where the oil price change is at 2.48%, the natural gas price change is at 0.66%, and the coal price change is at 0.25%. The impulse response analysis suggests that oil price and natural gas shocks have a delayed negative impact on macroeconomic activities.

Dependence of threshold variations on the assessment of histomorphometric indices from computed microtomography using synchrotron radiation

In this work, the variation of threshold level for segmentation of tomographic image in a micron scale accomplished with synchrotron radiation was studied. Three different sites of rat femora were evaluated from computed microtomography performed at SYRMEP beamline of ELETTRA Synchrotron Laboratory with a resolution of 9μm. An optimal threshold level was selected and then varied in two points up and down in steps of one point, corresponding to 0.39% per point. Histomorphometric indices were calculated directly from the three dimensional segmented images of trabecular microstructure. The results showed that histomorphometric indices presented small variations for all indices in all femur sites. The greater variation occurred for trabecular thickness (Tb.Th) [from −2.84% to 2.99%] while the smaller one occurred for trabecular number (Tb.N) [−0.26% to 0.35].

Threshold-Type Policies for Real Options Using Regime-Switching Models

To investigate the impact of macroeconomic conditions on irreversible investments under a regime-switching model, our main effort in this work is to rigorously justify the existence and uniqueness of optimal threshold-type policies. The underlying cash flow process is modeled as a geometric Brownian motion with return rate and volatility depending on a continuous-time Markov chain. The problem is similar to the American style of call options. When dealing either with American options in a financial market or with real options, a common practice in the literature is to postulate threshold-type strategies and to find the optimal threshold levels as solutions of systems of nonlinear algebraic equations. Although from a computational standpoint, this seems to be a reasonable approach, the issue of existence and uniqueness of solutions has never been addressed to date. Instead of assuming the threshold-type policies, this paper establishes that indeed the threshold-type policies are the right choice. Variation...

What is the best cut-off point for screening gestational diabetes in Turkish women?

To find an optimal threshold level with higher sensitivity and specificity for screening of gestational diabetes mellitus (GDM) in Turkish pregnant women. Materials and methods: This was a retrospective study. Screening for GDM was performed in all pregnant women between 24 and 28 weeks of gestation using the 1 h 50 g glucose challenge test (GCT) with a subsequent 3 h 100 g oral glucose tolerance test (OGTT) for confirmation if screened positive. The glucose values obtained were analyzed by both the Carpenter and Coustan (C&C criteria) and National Diabetes Data Group (NDDG) criteria. Results: There were 808 women meeting the study inclusion criteria. There were 66 (8.1%) women diagnosed with GDM using the C&C criteria and 45 (5.7%) using the NDDG criteria. The best cut-off point for GCT was 132 mg/dL for detecting GDM. No diabetes was found below the glucose level of 130 mg/dL. Conclusion: GCT is suitable for screening of Turkish women, but place of residence as well as race must be taken into consideration to establish the best cut-off level of GCT, since ethnic and environmental factors may contribute to the occurrence of GDM.

맨체스터 부호로 코딩된 하향신호의 재변조를 이용한 광가입자 망에서 상향속도개선을 위한 임계치의 설정

대화형 멀티 미디어 서비스와 요구 오차율에 따라 상향속도와 광송신전력을 설정하는 광가입자망에서 시스템의 단순화 및 상향속도 개선을 위해 임계치의 설정을 분석한다. 상향과 하향 데이터 속도비가 1:1/2, 1:1/4, 1:1/8, 1:1/16인 맨체스터 부호로 코딩된 하향신호의 재변조를 이용한 비대칭 광 가입자망에서 4가지 하향 데이터의 형태에 따라서 재변조한 상향신호의 평균오차율을 이론적으로 분석하여, 매트랩을 이용한 시뮬레이션으로 수치 결과를 분석한다. 상하향 데이터 속도비가 1:1/16, 1/8 및 1/4 의 경우 광수신전력에 관계없이 최적 임계치를 사용한 광수신기 보다 성능을 크게 악화시키지 않고 임계치가 1/2인 종래의 광수신기를 적용할 수 있음을 알 수 있다. 상하향 데이터 속도비가 1:1/2의 경우 광 수신기의 임계치를 1/3로 고정시키고 평균 광수신전력이 증가하면 최적 임계치를 사용한 광수신기 보다 성능을 크게 악화시키지 않음을 알 수 있다. The threshold level of a receiver is analyzed for the simplification of system and the improvement of upstream data ratios in optical subscriber network of which the upstream date rate and the optical transmitted power are changed to meet the requested BER (Bit Error Rate) defined per interactive multimedia services. In asynchronous optical subscriber network of which the upstream to downstream data ratios are 1:1/2, 1:1/4, 1:1/8 and 1:1/16 with manchester coded downstream and NRZ (Non Return to Zero) downstream re-modulation, the BER performance is theoretically analyzed and it is performed by simulation with MATLAB according to the four types of downstream data for four models. The results have shown that in the cases which the upstream to downstream data ratios are 1:1/4, 1:1/8 and 1:1/16 the conventional receiver with threshold level of 1/2 can be applied regardless of average received optical powers and the BER is not much deteriorated compared with using the optimal threshold level. In the case that the upstream to downstream data ratio is 1:1/2 the threshold level in an optical receiver could be fixed at 1/3 and the BER is not much deteriorated compared with using the optimal threshold level as the average received optical power increases.

The Dark Side of Trust: The Benefits, Costs and Optimal Levels of Trust for Innovation Performance

This article explores the positive and negative impact of trust on the innovation performance of firms in industrial districts. A recent explosion of interest in trust has generated a rapidly expanding body of literature demonstrating the importance of trust to economic life, but several authors have noted that the subject has been largely underappreciated in management literature. Discussing trust as an integral part of the strategy formulation process, this article finds that trust is good, but a conditional good. Some level of trust is beneficial because it enables transfer of tacit knowledge and risk taking, but firms that over invest in trust, trust too much, or invest in trusting relationships that have little value for the firm, may be misallocating precious resources and/or taking unnecessary risks that could have substantial negative effects on their innovation performance. Drawing on a sample of 156 manufacturing firms from different industrial districts in Valencia we find, that beyond an optimum threshold level, additional increases of trust bring diminishing benefits and may even decrease innovation returns for the firm involved. By exploring the relationship between trust and firm innovation, this study presents innovative results with implications for both research and practice.

Acute Myocardial Infarction: High Risk Ventricular Tachyarrhythmias and Admission Glucose Level in Patients with and without Diabetes Mellitus

The aim of this study was to evaluate the impact of glucose levels on admission and High Risk Ventricular Tachyarrhythmia (HRVT) in hospital mortality in patients with Acute Myocardial Infarction (AMI). We studied 1.258 consecutive patients admitted to the Coronary Care Unit with a diagnosis of AMI. Ventricular Fibrillation, sustained and nonsustained Ventricular Tachycardia were considered as HRVT. Association between admission glucose, in-hospital mortality and HRVT was assessed with Cox regression analysis. The overall incidence of in-hospital HRVT was 20% (254/1258 patients) and in-hospital mortality (115/1.258) was higher in patients with HRVT (20% vs 6%) (p< 0.001). Diabetes Mellitus (DM) was present in 441 patients (35%). Optimal threshold level of glycemia admission to predict ventricular arrhythmia was 180 mg/dl (AUC = 0.716; 0.66- 0.76)(p<0.001). Patients with euglycemia on admission (< 120 mg/dL) had lowest prevalence of HRVT (13%)(OR=0.6;0.46-0.78) in contrast to non DM patients who presented glucose 180 mg/dL that exhibited 2-fold increase of in-hospital HRVT (36%; OR=2.2; 1.6-3)(p<0.001). Multivariate risk adjusted hazard ratio (HR) analysis showed that, blood pressure < 100 mmHg (HR=2.4; 1.6-3.6)(p<0.001), White Blood Count (WBC)>10.000 cell count (HR=1.44;1.02-2)(p=0.04) and admission glycemia 180 mg/dL (HR=1.5; 1.04-2.3)( p=0.03) had a significantly increased risk in in-hospital HRTV only in NDM patients. The higher glycemia on admission the higher prevalence of life-threatening arrhythmia and mortality regardless diabetes status in patients presenting with AMI. Elevated initial glucose level and WBC count considered along with other clinical data can assist in life-threatening ventricular arrhythmia in non diabetic patients.

Queueing system with a constant retrial rate, non-reliable server and threshold-based recovery

In this paper, we examine a Markovian queueing system which is composed of a retrial queue with constant retrial rate and a non-reliable server. Upon arrival a customer occupies the server if it is idle, otherwise it goes to the retrial queue. The customer at the head of the retrial queue is allowed to retry for service. When the server is busy, the server is subject to breakdowns or failures that occur according to a Poisson process. In the failed state the server can be repaired at a repair facility with exponential repair time with respect to the threshold policy: the repair starts when the number of customers in the system reaches some prespecified threshold level q ⩾ 1. We perform a steady-state analysis of the corresponding continuous-time Markov chain, derive mean performance characteristics and waiting time distribution as well as calculate optimal threshold level to minimize the long-run average losses for the given cost structure.

Optimising the performance of digital pulse interval modulation with guard slots for diffuse indoor optical wireless links

The intersymbol interference (ISI) in a diffuse indoor optical wireless communication channel limits the maximum data rate for error-free transmission. In this study, simpler decoding approaches are suggested for digital pulse interval modulation (DPIM) with guard slot(s) (GSs) to reduce the effect of ISI. The unique patterns in DPIM symbols with GSs are exploited to carry out optimum decoding without utilising an equaliser at the receiver. The simplest decoding approaches would be to find an optimum threshold level that offers the least power penalty. However, performance can be enhanced by employing a hybrid decoding scheme in which the amplitudes of adjacent slots are compared in order to carry out the slot decision. The decoding algorithm that maximises the likelihood of ‘one’ can offer the optimum performance. These decoding approaches are simpler to implement and offer a relatively high gain (>6 dB) at a moderately dispersive channel.

On a Risk Model with Surplus-dependent Premium and Tax Rates

In this paper, the compound Poisson risk model with surplus-dependent premium rate is analyzed in the taxation system proposed by Albrecher and Hipp (Blätter der DGVFM 28(1):13–28, 2007). In the compound Poisson risk model, Albrecher and Hipp (Blätter der DGVFM 28(1):13–28, 2007) showed that a simple relationship between the ruin probabilities in the risk model with and without tax exists. This so-called tax identity was later generalized to a surplus-dependent tax rate by Albrecher et al. (Insur Math Econ 44(2):304–306, 2009). The present paper further generalizes these results to the Gerber–Shiu function with a generalized penalty function involving the maximum surplus prior to ruin. We show that this generalized Gerber–Shiu function in the risk model with tax is closely related to the ‘original’ Gerber–Shiu function in the risk model without tax defined in a dividend barrier framework. The moments of the discounted tax payments before ruin and the optimal threshold level for the tax authority to start collecting tax payments are also examined.

Multiobjective Optimization of a Port-of-Entry Inspection Policy

At the port-of-entry, containers are inspected through a specific sequence of sensor stations to detect the presence of radioactive materials, biological and chemical agents, and other illegal cargo. The inspection policy, which includes the sequence in which sensors are applied and the threshold levels used at the inspection stations, affects the probability of misclassifying a container as well as the cost and time spent in inspection. This work is an extension of a paper by Elsayed et al., which considers an inspection system operating with a Boolean decision function combining station results. In this paper, we present a multiobjective optimization approach to determine the optimal sensor arrangement and threshold levels, while considering cost and time. The total cost includes cost incurred by misclassification errors and the total expected cost of inspection, while the time represents the total expected time a container spends in the inspection system. Examples which apply the approach in various systems are presented.

역 RZ 부호로 코딩된 하향신호의 재변조를 이용한 비대칭 2.5Gbps/622Mbps 수동 광가입자 망에서의 수신 감도의 개선

역 RZ 부호로 코딩된 하향신호의 재변조를 이용하여 수신단에서 필터의 대역폭을 줄이기 위하여 상향신호가 저속인 비대칭 2.5Gbps/622Mbps 수동 광가입자 망을 제안한다. 하향 데이터의 형태에 따른 재변조한 상향신호의 평균오차율을 이론적으로 분석하고, 매트랩을 이용한 시뮬레이션을 통하여 최적 임계치에 의한 수신감도를 분석한다. 수신신호의 평균오차율을 <TEX>$10^{-12}$</TEX>미만으로 얻기 위해서는 수신전력이 약 -26dBm 이상 요구되며, 임계치의 최적치는 0.33으로 설정이가능하여 임계치가 0.5인 종래의 수신기를 사용하는 경우보다 수신감도가약 3dB 개선되는 것을 알 수 있다. 제안 시스템은 임계치의 제어가 불필요하고, 광 네트워크 유니트에서 광원 및 광선로 단국장치에서 제어회로를 제거할 수 있어, 비대칭 쌍방향 데이터 전송에 유용한 방식임을 알 수 있다. We propose the asymmetric 2.5Gbps/622Mbps PON(Passive Optical Network) in order to reduce the bandwith of filter at receiver with inverse RZ(Return to Zero) code coded downstream and NRZ(Non Return to Zero) upstream re-modulation. I theoretically analyze BER(Bit Error Rate) performance and the power sensitivity with the optimal threshold level by performing simulation with MATLAB according to the types of downstream data. The results have shown that the optimal threshold level at the optical receiver could be saturated at 0.33 as the optical received power increase more than -26dBm to keep <TEX>$10^{-12}$</TEX> of BER to a minimum. Also the power sensitivity is more improved by about 3dB by fixing the threshold level at 0.33 than the conventional receiver. The proposed system can be a useful technology for optical access networks with asymmetric upstream and downstream data rates because the optical receiver can be used without controlling threshold levels and that does not require a light source in optical network unit (ONU) and its control circuits in the optical line termination (OLT).

Adaptive Transition Detection Algorithm for a Self-Mixing Displacement Sensor

A new algorithm for self-mixing (SM) sensors has been developed to perform displacement measurements. It is able to differentiate between the different SM regimes (very weak, weak, moderate, and strong) and thus converges automatically to the optimum threshold level required to detect all the SM fringes, independently of the shape of the signal. Displacement reconstructions based on this algorithm have been validated with counter measuring commercial sensors for both weak and moderate regime acquisitions which are most frequently encountered under experimental conditions.