• Communications for Statistical Applications and Methods
• /
• v.10 no.1
• /
• 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.

• Journal of the Korean Statistical Society
• /
• v.17 no.1
• /
• pp.1-8
• /
• 1988

Kernel estimates of an unknown regression function are studied. Bandwidth selection rule minimizing integrated absolute error loss function is considered. Under some reasonable assumptions, it is shown that the optimal bandwidth is unique and can be computed by using bisection algorithm. Adaptive bandwidth selection rule is proposed.

• 한국데이터정보과학회:학술대회논문집
• /
• 2004.04a
• /
• pp.91-101
• /
• 2004

The turbulent flow is of fundamental interest because the conservation equations for thermodynamics, mass and momentum are linked together. This turbulent flow consists of some coherent time- and space-organized vortical structures. Research has already shown that some dynamic systems and experimental models still cannot provide a good nonlinear analysis of turbulent time series. In the real turbulent flow, very complicated nonlinear behaviors, which are affected by many vague factors are present. In this paper, a kernel-based machine for fuzzy nonlinear regression analysis is proposed to predict the nonlinear time series of turbulent flows. In order to show the practicality and usefulness of this model, we present an example of predicting the near-wall turbulence time series as a verifiable model and compare with fuzzy piecewise regression. The results of practical applications show that the proposed method is appropriate and appears to be useful in nonlinear analysis and in fuzzy environments to predict the turbulence time series.

• Communications for Statistical Applications and Methods
• /
• v.14 no.3
• /
• pp.507-516
• /
• 2007

Multinomial logistic regression is probably the most popular representative of probabilistic discriminative classifiers for multiclass classification problems. In this paper, a kernel variant of multinomial logistic regression is proposed by combining a Newton's method with a bound optimization approach. This formulation allows us to apply highly efficient approximation methods that effectively overcomes conceptual and numerical problems of standard multiclass kernel classifiers. We also provide the approximate cross validation (ACV) method for choosing the hyperparameters which affect the performance of the proposed approach. Experimental results are then presented to indicate the performance of the proposed procedure.

• Journal of the Korean Data and Information Science Society
• /
• v.23 no.4
• /
• pp.749-756
• /
• 2012

An approach widely used for small area estimation is based on linear mixed models. However, when the functional form of the relationship between the response and the input variables is not linear, it may lead to biased estimators of the small area parameters. In this paper we propose M-quantile kernel regression for small area mean estimation allowing nonlinearities in the relationship between the response and the input variables. Numerical studies are presented that show the sample properties of the proposed estimation method.

• Journal of Korea Water Resources Association
• /
• v.41 no.6
• /
• pp.559-564
• /
• 2008

A practical method is derived for determining the unit hydrograph and S-curve from complex storm events by using a smoothed unit kernel approach. The using a unit kernel yields more convenient way of constructing a unit hydrograph and its S-curve than a conventional method. However, with use of real data, the unit kernel oscillates and is unstable so that a unit hydrograph and S-curve cannot easily obtained. The use of non-parametric ridge regression with a Laplacian matrix is suggested for deriving an event averaged unit kernel which reduces the computational efforts when dealing with the Nash instantaneous unit hydrograph as a basis of the kernel. A method changing the unit hydrograph duration is also presented. The procedure shown in this work will play an efficient role when any unit hydrograph works is involved.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• v.12 no.12
• /
• pp.5765-5781
• /
• 2018

Extreme learning machine (ELM) is emerging as a powerful machine learning method in a variety of application scenarios due to its promising advantages of high accuracy, fast learning speed and easy of implementation. However, how to select the optimal hidden layer of ELM is still an open question in the ELM community. Basically, the number of hidden layer nodes is a sensitive hyperparameter that significantly affects the performance of ELM. To address this challenging problem, we propose to adopt multiple kernel learning (MKL) to design a multi-hidden-layer-kernel ELM (MHLK-ELM). Specifically, we first integrate kernel functions with random feature mapping of ELM to design a hidden-layer-kernel ELM (HLK-ELM), which serves as the base of MHLK-ELM. Then, we utilize the MKL method to propose two versions of MHLK-ELMs, called sparse and non-sparse MHLK-ELMs. Both two types of MHLK-ELMs can effectively find out the optimal linear combination of multiple HLK-ELMs for different classification and regression problems. Experimental results on seven data sets, among which three data sets are relevant to classification and four ones are relevant to regression, demonstrate that the proposed MHLK-ELM achieves superior performance compared with conventional ELM and basic HLK-ELM.

• Communications for Statistical Applications and Methods
• /
• v.17 no.3
• /
• pp.451-457
• /
• 2010

This paper considers the problem of nonparametric deconvolution density estimation when sample observa-tions are contaminated by double exponentially distributed errors. Three different deconvolution density estima-tors are introduced: a weighted kernel density estimator, a kernel density estimator based on the support vector regression method in a RKHS, and a classical kernel density estimator. The performance of these deconvolution density estimators is compared by means of a simulation study.

• Communications for Statistical Applications and Methods
• /
• v.4 no.2
• /
• pp.453-463
• /
• 1997

Nonparametric kernel regression has recently gained widespread acceptance as an attractive method for the nonparametric estimation of the mean function from noisy regression data. Also, the practical implementation of kernel method is enhanced by the availability of reliable rule for automatic selection of the bandwidth. In this article, we propose a method for automatic selection of the bandwidth that minimizes the asymptotic mean square error. Then, the estimated bandwidth by the proposed method is compared with the theoretical optimal bandwidth and a bandwidth by plug-in method. Simulation study is performed and shows satisfactory behavior of the proposed method.

• Journal of the Korean Mathematical Society
• /
• v.44 no.3
• /
• pp.525-539
• /
• 2007

Consider the regression model $Y_i=g(x_i)+e_i\;for\;i=1,\;2,\;{\ldots},\;n$, where: (1) $x_i$ are fixed design points, (2) $e_i$ are independent random errors with mean zero, (3) g($\cdot$) is unknown regression function defined on [0, 1]. Under $Y_i$ are censored randomly, we discuss the asymptotic normality of the weighted kernel estimators of g when the censored distribution function is known or unknown.