• Communications for Statistical Applications and Methods
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• 제31권3호
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• pp.337-347
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• 2024

Kernel density estimation is a prevalent technique employed for nonparametric density estimation, enabling direct estimation from the data itself. This estimation involves two crucial elements: selection of the kernel function and the determination of the appropriate bandwidth. The selection of the bandwidth plays an important role in kernel density estimation, which has been developed over the past decade. A range of methods is available for selecting the bandwidth, including the plug-in bandwidth. In this article, the proposed plug-in bandwidth is introduced, which leverages shifted Chebyshev series-based approximation to determine the optimal bandwidth. Through a simulation study, the performance of the suggested bandwidth is analyzed to reveal its favorable performance across a wide range of distributions and sample sizes compared to alternative bandwidths. The proposed bandwidth is also applied for kernel density estimation on real dataset. The outcomes obtained from the proposed bandwidth indicate a favorable selection. Hence, this article serves as motivation to explore additional plug-in bandwidths that rely on function approximations utilizing alternative series expansions.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제11권3호
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• pp.1441-1461
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• 2017

Nowadays, Dynamic Adaptive Streaming over HTTP (DASH) has become very popular in streaming multimedia contents. In DASH, a client estimates current network bandwidth and then determines an appropriate video quality with bitrate matching the estimated bandwidth. Thus, estimating accurately the available bandwidth is a significant premise in the quality of video streaming, especially when network traffic fluctuates substantially. To cope with this challenge, researchers have presented various filters to estimate network bandwidth adaptively. However, experiment results show that current schemes either adapt slowly to network changes or adapt fast but are very sensitive to delay jitter and produce sharply changed estimation. This paper presents a novel bandwidth estimation scheme based on Moving Average Convergence Divergence (MACD). We applied an MACD indicator and its two thresholds to classifying network states into stable state and agile state, based on the network state different filters are applied to estimate network bandwidth. In the paper, we studied the performance of various MACD indicators and the threshold values on bandwidth estimation. Then we used a DASH proxy-based environment to compare the performance of the presented scheme with current well-known schemes. The simulation results illustrate that the MACD-based bandwidth estimation scheme performs superior to existing schemes both in the speed of adaptively to network changes and in stability in bandwidth estimation.

• Journal of the Korean Statistical Society
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• 제20권1호
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• pp.1-28
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• 1991

Considerable progress on the problem of data-driven bandwidth selection in kernel density estimation has been made recently. The goal of this paper is to provide an introduction to the methods currently available, with discussion at both a practical and a nontechnical theoretical level. The main setting considered here is global bandwidth kernel estimation, but some recent results on variable bandwidth kernel estimation are also included.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제12권1호
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• pp.308-324
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• 2018

HTTP adaptive streaming (HAS) is a promising technology for delivering video content over the Internet. HAS-based video streaming solutions rely on bandwidth estimation to select the appropriate video bitrate. Video streaming solutions that consider network conditions provide users with seamless video playback. However, when multiple clients compete for a common bottleneck link, conventional bandwidth estimation schemes that consider only one client overestimate the network bandwidth due to the ON-OFF traffic pattern. The bandwidth overestimation can cause Quality of Experience (QoE) degradation, such as unnecessary changes in video quality, and unfairness of video quality. In this paper, we propose a client-side bandwidth estimation scheme to obtain a better QoE of HAS in the multiple-client environment. The proposed scheme differentiates the client buffer status according to the buffer occupancy, and then estimates the available network bandwidth based on the buffer status and segment throughput. We evaluate the performance of HAS implemented in the ns-3 network simulator. Simulation results show that compared with the conventional schemes, the proposed scheme can enhance the QoE.

• Journal of information and communication convergence engineering
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• 제12권4호
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• pp.221-227
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• 2014

In this paper, we analyze the effect of the coherence bandwidth of wireless channels on leakage suppression methods for discrete Fourier transform (DFT)-based channel estimation in orthogonal frequency division multiplexing (OFDM) systems. Virtual carriers in an OFDM symbol cause orthogonality loss in DFT-based channel estimation, which is referred to as the leakage problem. In order to solve the leakage problem, optimal and suboptimal methods have already been proposed. However, according to our analysis, the performance of these methods highly depends on the coherence bandwidth of wireless channels. If some of the estimated channel frequency responses are placed outside the coherence bandwidth, a channel estimation error occurs and the entire performance worsens in spite of a high signal-to-noise ratio.

• Journal of the Korean Data and Information Science Society
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• 제5권1호
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• pp.11-20
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• 1994

In recent years, nonparametric kernel estimation of regresion function are abundant and widely applicable to many areas of statistics. Most of modern researches concerned with the fixed global bandwidth selection which can be used in the estimation of regression function with all the same value for all x. In this paper, we propose a method for selecting locally varing bandwidth based on bootstrap method in kernel estimation of fixed design regression. Performance of proposed bandwidth selection method for finite sample case is conducted via Monte Carlo simulation study.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2003년도 ICCAS
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• pp.502-507
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• 2003

Toward the development of practical methods for observed data oriented bispectral estimation, an automatic means for determining the smoothing bandwidth of bispectral windows is proposed, that can also provide an associated optimum bispectral estimate of stationary non-Gaussian signals, systematically only from an observed time series datum of finite length. For the conventional non-parametric bispectral estimation, the MSE (mean squared error) of the normalized estimate is reviewed under a certain mixing condition and sufficient data length, mainly from the viewpoint of the inverse relation between its bias and variance with respect to the smoothing bandwidth. Based on the fundamental relation, a systematic method not only for determining the bandwidth, but also for obtaining the optimum bispectral estimate is presented by newly introducing a MSE evaluation index of the estimate only from an observed time series datum of finite length. The effectiveness and fundamental features of the proposed method are illustrated by the basic results of numerical experiments.

• Structural Engineering and Mechanics
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• 제56권3호
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• pp.423-442
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• 2015

This study examines the wavelet transform for output-only system identification of ambient excited engineering structures with emphasis on its utilization for modal parameter estimation of high-order and closely-spaced modes. Sophisticated time-frequency resolution analysis has been carried out by employing the modified complex Morlet wavelet function for better adaption and flexibility of the time-frequency resolution to extract two closely-spaced frequencies. Furthermore, bandwidth refinement techniques such as a bandwidth resolution adaptation, a broadband filtering technique and a narrowband filtering one have been proposed in the study for the special treatments of high-order and closely-spaced modal parameter estimation. Ambient responses of a 5-story steel frame building have been used in the numerical example, using the proposed bandwidth refinement techniques, for estimating the modal parameters of the high-order and closely-spaced modes. The first five natural frequencies and damping ratios of the structure have been estimated; furthermore, the comparison among the various proposed bandwidth refinement techniques has also been examined.

• Journal of the Korean Data and Information Science Society
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• 제9권2호
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• pp.179-188
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• 1998

커널형 회귀함수의 추정법 중에서 국소 다항회귀 추정법이 가장 우수한 것으로 알려져 있다. 국소다항회귀 추정법에서도 다른 종류의 커널추정량과 마찬가지로 평활량이 중요한 역할을 한다. 특히 회귀함수가 복잡한 구조를 가질 때 변수평활량(variable band-width)을 사용하는 것이 타당할 것이다. 본 연구에서는 완전자료기저(fully automatic, fully data-driven) 변수평활량 선택법을 제안한다. 이 선택법은 편향과 분산의 예비추정에 필요한 평활량을 교차타당성 방법으로 선택하여 MSE를 추정하고 그 값을 최소화하는 평활량을 택하는 것이다. 제안된 방법의 우수성을 모의실험을 통하여 확인하였다. 그리고 제안된 방법은 자료점이 성긴(sparse)부분에서 생길 수 있는 문제점 즉 X'X의 비정칙성(non-singularity)을 해결할 수 있는 방법이라는 데에도 큰 의미가 있다.

• Journal of the Korean Statistical Society
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• 제20권1호
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• pp.29-43
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• 1991

Two data-based bandwidth selectors which are optimal in the sense that they achieve n$\^$-$\frac{1}{2}$/ rate of convergence in kernel density estimation are proposed. The proposed bandwidth selectors are constructed by modifying Park and Marron's plug-in method. The first modification is taking Taylor expansion of the mean integrated squared error to two more terms than in the case of plug-in method. The second is estimating more accurately the functionals of the unknown density appeared in the minimizer of the expansion by using higher order kernels. The proposed bandwidth selectors were proved to be optimal in terms of convergence rate. According to small-sample Monte Carlo studies, the proposed bandwidth selectors showed better performance than all the other bandwidth selectors considered in the simulation.