• Title/Summary/Keyword: Jump points

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Estimation of Jump Points in Nonparametric Regression

  • Park, Dong-Ryeon
    • Communications for Statistical Applications and Methods
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    • v.15 no.6
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    • pp.899-908
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    • 2008
  • If the regression function has jump points, nonparametric estimation method based on local smoothing is not statistically consistent. Therefore, when we estimate regression function, it is quite important to know whether it is reasonable to assume that regression function is continuous. If the regression function appears to have jump points, then we should estimate first the location of jump points. In this paper, we propose a procedure which can do both the testing hypothesis of discontinuity of regression function and the estimation of the number and the location of jump points simultaneously. The performance of the proposed method is evaluated through a simulation study. We also apply the procedure to real data sets as examples.

Change-Points with Jump in Nonparametric Regression Functions

  • Kim, Jong-Tae
    • 한국데이터정보과학회:학술대회논문집
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    • 2005.04a
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    • pp.193-199
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    • 2005
  • A simple method is proposed to detect the number of change points with jump discontinuities in nonparamteric regression functions. The proposed estimators are based on a local linear regression fit by the comparison of left and right one-side kernel smoother. Also, the proposed methodology is suggested as the test statistic for detecting of change points and the direction of jump discontinuities.

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Estimation of the Number of Change-Points with Local Linear Fit

  • Kim, Jong-Tae;Choi, Hey-Mi
    • Journal of the Korean Data and Information Science Society
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    • v.13 no.2
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    • pp.251-260
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    • 2002
  • The aim of this paper is to consider of detecting the location, the jump size and the number of change-points in regression functions by using the local linear fit which is one of nonparametric regression techniques. It is obtained the asymptotic properties of the change points and the jump sizes. and the correspondin grates of convergence for change-point estimators.

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Detection of Change-Points by Local Linear Regression Fit;

  • Kim, Jong Tae;Choi, Hyemi;Huh, Jib
    • Communications for Statistical Applications and Methods
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    • v.10 no.1
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    • pp.31-38
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    • 2003
  • A simple method is proposed to detect the number of change points and test the location and size of multiple change points with jump discontinuities in an otherwise smooth regression model. The proposed estimators are based on a local linear regression fit by the comparison of left and right one-side kernel smoother. Our proposed methodology is explained and applied to real data and simulated data.

Bayesian Detection of Multiple Change Points in a Piecewise Linear Function (구분적 선형함수에서의 베이지안 변화점 추출)

  • Kim, Joungyoun
    • The Korean Journal of Applied Statistics
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    • v.27 no.4
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    • pp.589-603
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    • 2014
  • When consecutive data follows different distributions(depending on the time interval) change-point detection infers where the changes occur first and then finds further inferences for each sub-interval. In this paper, we investigate the Bayesian detection of multiple change points. Utilizing the reversible jump MCMC, we can explore parameter spaces with unknown dimensions. In particular, we consider a model where the signal is a piecewise linear function. For the Bayesian inference, we propose a new Bayesian structure and build our own MCMC algorithm. Through the simulation study and the real data analysis, we verified the performance of our method.

REFLECTED DIFFUSION WITH JUMP AND OBLIQUE REFLECTION

  • Kwon, Young-Mee
    • Bulletin of the Korean Mathematical Society
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    • v.35 no.2
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    • pp.269-278
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    • 1998
  • Let ($G,\;{\upsilon}$) be a bounded smooth domain and reflection vector field on $\partial$G, which points uniformly into G. Under the condition that locally for some coordinate system, ${\mid}{\upsilon^i}{\mid}\;i\;=\;1,{\cdot},{\cdot}$,d - 1, where is constant depending on the Lipschitz constant of G, we have tightness for reflected diffusion with jump on G with reflection $\upsilon$ depending only on c. From this, we obtain some properties of L-harmonic function where L is a sum of Laplacian and integro one.

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GIBBS PHENOMENON AND CERTAIN NONHARMONIC FOURIER SERIES

  • Rhee, Jung-Soo
    • Communications of the Korean Mathematical Society
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    • v.26 no.1
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    • pp.89-98
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    • 2011
  • The Fourier series has a rapid oscillation near end points at jump discontinuity which is called the Gibbs phenomenon. There is an overshoot (or undershoot) of approximately 9% at jump discontinuity. In this paper, we prove that a bunch of series representations (certain nonharmonic Fourier series) give good approximations vanishing Gibbs phenomenon. Also we have an application for approximating some shape of upper part of a vehicle in a different way from the method of cubic splines and wavelets.

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
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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.

Nonparametric detection algorithm of discontinuity points in the variance function

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.3
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    • pp.669-678
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    • 2007
  • An algorithm to detect the number of discontinuity points of the variance function in regression model is proposed. The proposed algorithm is based on the left and right one-sided kernel estimators of the second moment function and test statistics of the existence of a discontinuity point coming from the asymptotic distribution of the estimated jump size. The finite sample performance is illustrated by simulated example.

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Effect of Passive Temperature Therapy of the Femoral Muscles on the Countermovement Jump Performance

  • Lee, Jintaek;Panday, Siddhartha Bikram;Byun, Kyungseok;Lee, Jusung;Hwang, Jinny;Moon, Jeheon
    • Korean Journal of Applied Biomechanics
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    • v.29 no.4
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    • pp.227-235
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    • 2019
  • Objective: The purpose of this study was to evaluate the effect of passive-acute temperature therapy of the femoral muscle and dynamic warm-up on the countermovement jump performance. Method: Twenty male track and field athletes from national team underwent three treatments applied on the femoral muscles; cold temperature treatment, thermal treatment and dynamic warm-up. The variables extracted at 2 time points (pre-measurement and post measurement) were the temperature of the left and right femoral muscle, displacement & velocity of centre of mass, peak power out, range of motion and moment & power of the knee joint. Results: There was a statistically significant difference in the temperature of the femoral muscle according to measurement time which was high in the order of thermal treatment, dynamic treatment and cold treatment. The jump height was the highest in the dynamic warm-up with no statistically significant difference for the range of motion of the knee joint. The peak power out at dynamic warm-up and the power of the knee joint were statistically significant according to the treatment and measurement time. Conclusion: Local cold and thermal treatment of femoral muscles at ambient temperature did not improve jump performance, while dynamic warm-up was considered to be effective for maintaining the performance of the activities that require strong muscular power.