• 제목/요약/키워드: Jump points

검색결과 30건 처리시간 0.022초

Estimation of Jump Points in Nonparametric Regression

  • Park, Dong-Ryeon
    • Communications for Statistical Applications and Methods
    • /
    • 제15권6호
    • /
    • pp.899-908
    • /
    • 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
    • /
    • 한국데이터정보과학회 2005년도 춘계학술대회
    • /
    • pp.193-199
    • /
    • 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.

  • PDF

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

  • 김종태;최혜미
    • Journal of the Korean Data and Information Science Society
    • /
    • 제13권2호
    • /
    • pp.251-260
    • /
    • 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.

  • PDF

Detection of Change-Points by Local Linear Regression Fit;

  • Kim, Jong Tae;Choi, Hyemi;Huh, Jib
    • Communications for Statistical Applications and Methods
    • /
    • 제10권1호
    • /
    • pp.31-38
    • /
    • 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.

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

  • 김정연
    • 응용통계연구
    • /
    • 제27권4호
    • /
    • pp.589-603
    • /
    • 2014
  • 본 연구는 시간의 순서에 따라 순차적으로 발생한 신호 자료에 있어서, 변화점 검출을 위한 베이지안 방법을 개발하고자 한다. 특히, Reversible Jump MCMC를 이용하여, 차원이 정해지지 않은 모수 공간을 탐색할 수 있는 효율적인 베이지안 추론 모형을 개발한다. 신호가 각 구간에서 선형함수인 경우에 대한 모형과 이해가 용이한 모형을 제안하고, 추정을 위해 고유의 MCMC알고리즘을 개발하였다. 제안된 방법을 모의실험 자료에 적용함으로써 그 정확성 및 효율성을 검증하였고, 실제 자료에도 적용하여 보았다.

REFLECTED DIFFUSION WITH JUMP AND OBLIQUE REFLECTION

  • Kwon, Young-Mee
    • 대한수학회보
    • /
    • 제35권2호
    • /
    • pp.269-278
    • /
    • 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.

  • PDF

GIBBS PHENOMENON AND CERTAIN NONHARMONIC FOURIER SERIES

  • Rhee, Jung-Soo
    • 대한수학회논문집
    • /
    • 제26권1호
    • /
    • pp.89-98
    • /
    • 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.

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

  • 허집
    • Journal of the Korean Data and Information Science Society
    • /
    • 제21권1호
    • /
    • pp.51-59
    • /
    • 2010
  • 일반화선형모형에서 회귀함수가 하나의 불연속점을 가질 때, Huh (2009)는 하나의 모수를 가지는 지수족의 가능도함수를 한쪽방향커널을 이용하여 그 불연속점의 위치와 점프크기를 추정하였다. 이 논문에서는 미지의 불연속점 수 q개를 가지는 회귀함수인 경우에, Huh (2009)가 제안한 점프크기 추정량의 점근분포를 이용한 가설검정법을 소개하고, 그 가설검정법을 이용한 불연속점 수를 추정하는 알고리듬을 제안하고, 모의실험을 통하여 추정의 정도를 알아보고자 한다.

Nonparametric detection algorithm of discontinuity points in the variance function

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
    • /
    • 제18권3호
    • /
    • pp.669-678
    • /
    • 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.

  • PDF

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
    • 한국운동역학회지
    • /
    • 제29권4호
    • /
    • pp.227-235
    • /
    • 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.