• Title/Summary/Keyword: Kernel Density Estimator

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Stationary Bootstrap for U-Statistics under Strong Mixing

  • Hwang, Eunju;Shin, Dong Wan
    • Communications for Statistical Applications and Methods
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    • v.22 no.1
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    • pp.81-93
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    • 2015
  • Validity of the stationary bootstrap of Politis and Romano (1994) is proved for U-statistics under strong mixing. Weak and strong consistencies are established for the stationary bootstrap of U-statistics. The theory is applied to a symmetry test which is a U-statistic regarding a kernel density estimator. The theory enables the bootstrap confidence intervals of the means of the U-statistics. A Monte-Carlo experiment for bootstrap confidence intervals confirms the asymptotic theory.

Anomaly Detection in Medical Wireless Sensor Networks

  • Salem, Osman;Liu, Yaning;Mehaoua, Ahmed
    • Journal of Computing Science and Engineering
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    • v.7 no.4
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    • pp.272-284
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    • 2013
  • In this paper, we propose a new framework for anomaly detection in medical wireless sensor networks, which are used for remote monitoring of patient vital signs. The proposed framework performs sequential data analysis on a mini gateway used as a base station to detect abnormal changes and to cope with unreliable measurements in collected data without prior knowledge of anomalous events or normal data patterns. The proposed approach is based on the Mahalanobis distance for spatial analysis, and a kernel density estimator for the identification of abnormal temporal patterns. Our main objective is to distinguish between faulty measurements and clinical emergencies in order to reduce false alarms triggered by faulty measurements or ill-behaved sensors. Our experimental results on both real and synthetic medical datasets show that the proposed approach can achieve good detection accuracy with a low false alarm rate (less than 5.5%).

A study on Optimizing Fourier Series Density estimates (퓨리에 급수기법에 의한 밀도함수추정의 최적화 고찰)

  • Kim, Jong-Tae;Lee, Sung-Ho;Kim, Kyung-Moo
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.1
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    • pp.9-20
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    • 1997
  • Several methods are proposed for optimizing Fourier series estimators with respect to Mean Integrated Square Error metrics. Traditionally, such method have followed. one of two basic strategies; A stopping rules or the rules of determine multipliers. A central hypothesis of this study is that better estimates can be obtained by combining the two strategies. A new multiplier sequence is proposed, which used in conjunction with any of the stopping rules, is shown to improve the performance of estimator which relies solely on a stopping rule.

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Development of groundwater level monitoring and forecasting technique for drought analysis (I) - Groundwater drought monitoring using standardized groundwater level index (SGI) (가뭄 분석을 위한 지하수위 모니터링 및 예측기법 개발(I) - 표준지하수지수(SGI)를 이용한 지하수 가뭄 모니터링)

  • Lee, Jeongju;Kang, Shinuk;Jeong, Jihye;Chun, Gunil
    • Journal of Korea Water Resources Association
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    • v.51 no.11
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    • pp.1011-1020
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    • 2018
  • This study aims to develop a drought monitoring scheme based on groundwater which can be exploit for water supply under drought stress. In this context, groundwater level can be used as a proxy for better understanding the temporal evolution of drought state. First, kernel density estimator is presented in the monthly groundwater level over the entire national groundwater stations. The estimated cumulative distribution function is then utilized to map the monthly groundwater level into the standardized groundwater level index (SGI). The SGI for each station was eventually converted into the index for major cities through the Thiessen polygon approach. We provide a drought classification for a given SGI to better characterize the degree of drought condition. Ultimately, we conclude that the proposed monitoring framework enables a more reliable estimation of the drought stress, especially for a limited water supply area.