• Journal of the Korean Data and Information Science Society
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• v.24 no.2
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• pp.211-222
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• 2013

We consider the problem of nonparametrically estimating the conditional quantile function from censored data and propose new estimators here. They are based on local logistic regression technique of Lee et al. (2006) and "double-kernel" technique of Yu and Jones (1998) respectively, which are modified versions under random censoring. We compare those with two existing estimators based on a local linear fits using the check function approach. The comparison is done by a simulation study.

• Journal of the Korean Data and Information Science Society
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• v.21 no.3
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• pp.419-425
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• 2010

Kernel machine learning is gaining a lot of popularities in analyzing large or high dimensional nonlinear data. We use this technique to estimate a GARCH model for predicting the conditional volatility of stock market returns. GARCH models are usually estimated using maximum likelihood (ML) procedures, assuming that the data are normally distributed. In this paper, we show that GARCH models can be estimated using kernel machine learning and that kernel machine has a higher predicting ability than ML methods and support vector machine, when estimating volatility of financial time series data with fat tail.

• The Journal of the Acoustical Society of Korea
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• v.31 no.3
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• pp.188-196
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• 2012

In this paper, we propose a new approach to speaker identification technique which uses an ensemble of multiple classifiers (speaker identifiers). KPCA (kernel principal component analysis) enhances features for each classifier. To reduce the processing time and memory requirements, we select limited number of samples randomly which are used as estimation set for each KPCA basis. The experimental result shows that the proposed approach gives a higher identification accuracy than GKPCA (greedy kernel principal component analysis).

• Journal of the Korean Data and Information Science Society
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• v.21 no.1
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• pp.51-59
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• 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.

• Proceedings of the Korean Institute of Navigation and Port Research Conference
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• 2022.06a
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• pp.426-428
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• 2022

해상 교통량을 정량적으로 평가하고 추출하기 위한 방법으로 선박 AIS 데이터 기반의 밀집도 분석을 활용하고 있다. 밀집도는 단위시간 당 단위면적에 분포하는 선박 통항량을 계산한 것으로, 일반적으로 그리드 셀 내에 존재하는 선박 항적 포인트 개수, 항적도 라인 길이, 선박 척수 등을 계산한 밀집도 분석 방법과 커널 밀도 추정(Kernel Density Estimation) 방법 등이 있다. 하지만, AIS 데이터의 특징상 선박 속력에 따라 수신 주기가 다르기 때문에 항적이 등간격으로 나타나지 않는 문제점이 있으며, 선박의 이동과 시간의 속성으로 인해 각각의 밀집도 분석 방법은 한계점이 존재한다. 따라서 본 연구에서는 실측 AIS 데이터를 이용하여 다양한 방법의 선박 밀집도 분석을 수행하고 이를 비교하였다. 그 결과, 항적도 라인 길이에 의한 밀집도 분석이 가장 정량적인 방법으로 나타났으며 이를 통항 척수로 변환할 수 있는 선박 밀집도 분석을 개선방안으로 제안한다.

• Journal of the Korean Data and Information Science Society
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• v.9 no.1
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• pp.29-36
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• 1998

A Simple, closed form expression is derived for a linear smoothing spline by Eubank (1994, 1997). We introduced his estimater and studied how well examples are fitted to this estimator with the values of minimum generalized cross validation.

• Journal of the Korean Data and Information Science Society
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• v.3 no.1
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• pp.79-90
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• 1992

We consider hazard ratio as a descriptive measure to compare the hazard experience of a treatment group with that of a control group with censored survival data. In this paper, we propose a kernel estimator of hazard ratio. The uniform consistency and asymptotic normality of a kernel estimator are proved by using counting process approach via martingale theory and stochastic integrals.

• Journal of the Korean Data and Information Science Society
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• v.9 no.2
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• pp.95-103
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• 1998

Azzalini and Bowman proposed the pseudo-likelihood ratio test for checking the linear relationship using kernel regression estimator when the error of the regression model follows the normal distribution. We modify their method with the bootstrap technique to construct a new test, and examine the power of our test through simulation. Our method can be applied to the case where the distribution of the error is not normal.

• Journal for History of Mathematics
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• v.17 no.2
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• pp.15-20
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• 2004

We investigate the unbiasedness and consistency as the statistical properties of density estimators. We show histogram, kernel density estimation, and local adaptive smoothing as density smoothing in this paper. Also, the early and recent research on nonparametric density estimation is described and discussed.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.20 no.12
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• pp.663-670
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• 2019

Corrective thermal performance analysis is required for power plants' turbine cycles to determine the performance status of the cycle and improve the economic operation of the power plant. We developed a sectional classification method for the main feed-water flow to make precise corrections for the performance analysis based on the Performance Test Code (PTC) of the American Society of Mechanical Engineers (ASME). The method was developed for the estimation of the turbine cycle performance in a classified section. The classification is based on feature identification of the correlation status of the main feed-water flow measurements. We also developed predictive algorithms for the corrected main feed-water through a Kernel Regression (KR) model for each classified feature area. The method was compared with estimation using an Artificial Neural Network (ANN). The feature classification and predictive model provided more practical and reliable methods for the corrective thermal performance analysis of a turbine cycle.