• Title/Summary/Keyword: Kernel estimator

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Two-step LS-SVR for censored regression

  • Bae, Jong-Sig;Hwang, Chang-Ha;Shim, Joo-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.2
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    • pp.393-401
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    • 2012
  • This paper deals with the estimations of the least squares support vector regression when the responses are subject to randomly right censoring. The estimation is performed via two steps - the ordinary least squares support vector regression and the least squares support vector regression with censored data. We use the empirical fact that the estimated regression functions subject to randomly right censoring are close to the true regression functions than the observed failure times subject to randomly right censoring. The hyper-parameters of model which affect the performance of the proposed procedure are selected by a generalized cross validation function. Experimental results are then presented which indicate the performance of the proposed procedure.

Support vector quantile regression ensemble with bagging

  • Shim, Jooyong;Hwang, Changha
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.3
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    • pp.677-684
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    • 2014
  • Support vector quantile regression (SVQR) is capable of providing more complete description of the linear and nonlinear relationships among random variables. To improve the estimation performance of SVQR we propose to use SVQR ensemble with bagging (bootstrap aggregating), in which SVQRs are trained independently using the training data sets sampled randomly via a bootstrap method. Then, they are aggregated to obtain the estimator of the quantile regression function using the penalized objective function composed of check functions. Experimental results are then presented, which illustrate the performance of SVQR ensemble with bagging.

Nonparametric Estimation of Univariate Binary Regression Function

  • Jung, Shin Ae;Kang, Kee-Hoon
    • International Journal of Advanced Culture Technology
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    • v.10 no.1
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    • pp.236-241
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    • 2022
  • We consider methods of estimating a binary regression function using a nonparametric kernel estimation when there is only one covariate. For this, the Nadaraya-Watson estimation method using single and double bandwidths are used. For choosing a proper smoothing amount, the cross-validation and plug-in methods are compared. In the real data analysis for case study, German credit data and heart disease data are used. We examine whether the nonparametric estimation for binary regression function is successful with the smoothing parameter using the above two approaches, and the performance is compared.

Smoothing parameter selection in semi-supervised learning (준지도 학습의 모수 선택에 관한 연구)

  • Seok, Kyungha
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.4
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    • pp.993-1000
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    • 2016
  • Semi-supervised learning makes it easy to use an unlabeled data in the supervised learning such as classification. Applying the semi-supervised learning on the regression analysis, we propose two methods for a better regression function estimation. The proposed methods have been assumed different marginal densities of independent variables and different smoothing parameters in unlabeled and labeled data. We shows that the overfitted pilot estimator should be used to achieve the fastest convergence rate and unlabeled data may help to improve the convergence rate with well estimated smoothing parameters. We also find the conditions of smoothing parameters to achieve optimal convergence rate.

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.