• Title/Summary/Keyword: 불연속점

Search Result 38, Processing Time 0.017 seconds

Nonparametric Detection of a Discontinuity Point in the Variance Function with the Second Moment Function

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
    • /
    • v.16 no.3
    • /
    • pp.591-601
    • /
    • 2005
  • In this paper we consider detection of a discontinuity point in the variance function. When the mean function is discontinuous at a point, the variance function is usually discontinuous at the point. In this case, we had better estimate the location of the discontinuity point with the mean function rather than the variance function. On the other hand, the variance function only has a discontinuity point. The target function in order to estimate the location can be used the second moment function since the variance function and the second moment function have the same location and jump size of the discontinuity point. We propose a nonparametric detection method of the discontinuity point with the second moment function. We give the asymptotic results of these estimators. Computer simulation demonstrates the improved performance of the method over the existing ones.

  • PDF

Testing the Existence of a Discontinuity Point in the Variance Function

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
    • /
    • v.17 no.3
    • /
    • pp.707-716
    • /
    • 2006
  • When the regression function is discontinuous at a point, the variance function is usually discontinuous at the point. In this case, we had better propose a test for the existence of a discontinuity point with the regression function rather than the variance function. In this paper we consider that the variance function only has a discontinuity point. We propose a nonparametric test for the existence of a discontinuity point with the second moment function since the variance function and the second moment function have the same location and jump size of the discontinuity point. The proposed method is based on the asymptotic distribution of the estimated jump size.

  • PDF

Estimation of the number of discontinuity points based on likelihood (가능도함수를 이용한 불연속점 수의 추정)

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
    • /
    • v.21 no.1
    • /
    • pp.51-59
    • /
    • 2010
  • In the case that the regression function has a discontinuity point in generalized linear model, Huh (2009) estimated the location and jump size using the log-likelihood weighted the one-sided kernel function. In this paper, we consider estimation of the unknown number of the discontinuity points in the regression function. The proposed algorithm is based on testing of the existence of a discontinuity point coming from the asymptotic distribution of the estimated jump size described in Huh (2009). The finite sample performance is illustrated by simulated example.

Nonparametric estimation of the discontinuous variance function using adjusted residuals (잔차 수정을 이용한 불연속 분산함수의 비모수적 추정)

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
    • /
    • v.27 no.1
    • /
    • pp.111-120
    • /
    • 2016
  • In usual, the discontinuous variance function was estimated nonparametrically using a kernel type estimator with data sets split by an estimated location of the change point. Kang et al. (2000) proposed the Gasser-$M{\ddot{u}}ller$ type kernel estimator of the discontinuous regression function using the adjusted observations of response variable by the estimated jump size of the change point in $M{\ddot{u}}ller$ (1992). The adjusted observations might be a random sample coming from a continuous regression function. In this paper, we estimate the variance function using the Nadaraya-Watson kernel type estimator using the adjusted squared residuals by the estimated location of the change point in the discontinuous variance function like Kang et al. (2000) did. The rate of convergence of integrated squared error of the proposed variance estimator is derived and numerical work demonstrates the improved performance of the method over the exist one with simulated examples.

Testing of a discontinuity point in the log-variance function based on likelihood (가능도함수를 이용한 로그분산함수의 불연속점 검정)

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
    • /
    • v.20 no.1
    • /
    • pp.1-9
    • /
    • 2009
  • Let us consider that the variance function in regression model has a discontinuity/change point at unknown location. Yu and Jones (2004) proposed the local polynomial fit to estimate the log-variance function which break the positivity of the variance. Using the local polynomial fit, Huh (2008) estimate the discontinuity point of the log-variance function. We propose a test for the existence of a discontinuity point in the log-variance function with the estimated jump size in Huh (2008). The proposed method is based on the asymptotic distribution of the estimated jump size. Numerical works demonstrate the performance of the method.

  • PDF

A Study of Discontinuities in Microstrip Line Bend (마이크로스트립 선로의 불연속점 보상에 관한 연구)

  • Kim Kwi-Soo;Kim Jong-Hwa;Ahi Dal
    • Proceedings of the KAIS Fall Conference
    • /
    • 2004.06a
    • /
    • pp.112-114
    • /
    • 2004
  • 마이크로스트림 회로는 제작하기 쉽고 능동 및 수동 소자를 편리하게 집적할 수 있기 때문에 많은 형태의 초고주파 회로와 그의 부 시스템은 마이크로스트립의 형태로 만든다. 그러나 마이크로스트림 회로의 문제점중의 하나인 휘어진 부분과 폭에서의 계단형 변화, 그리고 접합 점에서의 피할 수 없는 불연속점이 회로의 성능을 감쇄시킨다는 것을 확인하였다. 본 논문에서는 불연속점에서의 효과를 최소화시키기 위한 방법으로 집중소자를 회로에 포함시키는 방법과 모서리를 없애는 방법의 실험을 통하여 불연속성 효과를 최소화하는 됨을 확인하였다.

  • PDF

Analysis on Definitions of Continuity Conveyed by School Mathematics and Academic Mathematics (학교수학과 학문수학에서의 연속성 개념 정의의 분석)

  • Kim, Jin Hwan;Park, Kyo Sik
    • Journal of Educational Research in Mathematics
    • /
    • v.27 no.3
    • /
    • pp.375-389
    • /
    • 2017
  • The purpose of this study is to analyze the difference and inter-connectivity between the definition of continuity in school mathematics and the definition of academic mathematics in four perspectives. These difference and inter-connectivity have not analyzed in previous papers. According to this study, the definition of 'continuity and discontinuity at one point' in school mathematics depends on the limit processing but in academic mathematics it depends on the topology of the domain. The target function of the continuous function in school mathematics is a function whose domain is limited to an interval or a union of intervals, but the target function of the continuous function in academic mathematics is all functions. Based on these results, the following two opinions are given in relation to the concept of continuity in school mathematics. First, since the notion of local continuity in school mathematics is based on limit processing, the contents of 2009-revised textbooks that deal with discontinuity at special point not belonging to the domain is appropriate. Here the discontinuity appears as types of infinite discontinuity, removable discontinuity, and step discontinuity. Second, the definition of a general continuous function is proposed to "if there is no discontinuity point in the domain of a function y = f(x), we call the function f a continuous function." This definition allows the discontinuity at special point in non-domain, but is consistent with the definition in academic mathematics.

Bandwidth selection for discontinuity point estimation in density (확률밀도함수의 불연속점 추정을 위한 띠폭 선택)

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
    • /
    • v.23 no.1
    • /
    • pp.79-87
    • /
    • 2012
  • In the case that the probability density function has a discontinuity point, Huh (2002) estimated the location and jump size of the discontinuity point based on the difference between the right and left kernel density estimators using the one-sided kernel function. In this paper, we consider the cross-validation, made by the right and left maximum likelihood cross-validations, for the bandwidth selection in order to estimate the location and jump size of the discontinuity point. This method is motivated by the one-sided cross-validation of Hart and Yi (1998). The finite sample performance is illustrated by simulated example.

Discontinuous log-variance function estimation with log-residuals adjusted by an estimator of jump size (점프크기추정량에 의한 수정된 로그잔차를 이용한 불연속 로그분산함수의 추정)

  • Hong, Hyeseon;Huh, Jib
    • The Korean Journal of Applied Statistics
    • /
    • v.30 no.2
    • /
    • pp.259-269
    • /
    • 2017
  • Due to the nonnegativity of variance, most of nonparametric estimations of discontinuous variance function have used the Nadaraya-Watson estimation with residuals. By the modification of Chen et al. (2009) and Yu and Jones (2004), Huh (2014, 2016a) proposed the estimators of the log-variance function instead of the variance function using the local linear estimator which has no boundary effect. Huh (2016b) estimated the variance function using the adjusted squared residuals by the estimated jump size in the discontinuous variance function. In this paper, we propose an estimator of the discontinuous log-variance function using the local linear estimator with the adjusted log-squared residuals by the estimated jump size of log-variance function like Huh (2016b). The numerical work demonstrates the performance of the proposed method with simulated and real examples.

Improved Coplanar Waveguide-to-Microstrip Right-Angled Transition using an Offset Microstrip Section (Offset Microstrip을 이용한 Coplanar Waveguide-to-Microstrip Right-Angled 전이의 특성 개선)

  • 이맹열;이해영
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
    • /
    • v.13 no.5
    • /
    • pp.445-450
    • /
    • 2002
  • We analyzed and measured a CPW(coplanar waveguide)-to-microstrip right-angled transition. Asymmetric CPW-to-microstrip transitions show significant resonances by the slot mode generation at the discontinuities. The air-bridge just shifting the resonance frequency can not fundamentally suppress the occurrence of the slot mode. So, we proposed the structure using offset microstrip section to eliminate the resonance. The proposed structure may be useful for the application of multi-layed structure.