• Title/Summary/Keyword: Kernel estimator

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The Family Approach to Nonparametric Estimation of the Regression Function (비모수적 회귀함수 추정에 대한 Family Approach)

  • 정성석
    • Journal of Korean Society for Quality Management
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    • v.25 no.4
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    • pp.106-114
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    • 1997
  • The smoothing parameter or bandwidth is crucial to performance of the kernel based regression estimator. So the choice of a "optimal" smoothing parameter produce a single curve estimate. If a single estimate is replaced by a family of estimates, it become easy that we understand what varies with choice of the smoothing parameter. This paper suggests the threshold of the maximum bandwidth and the number of the family members in the regression context.n context.

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A Comparison Study on the Error Criteria in Nonparametric Regression Estimators

  • Chung, Sung-S.
    • Journal of the Korean Data and Information Science Society
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    • v.11 no.2
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    • pp.335-345
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    • 2000
  • Most context use the classical norms on function spaces as the error criteria. Since these norms are all based on the vertical distances between the curves, these can be quite inappropriate from a visual notion of distance. Visual errors in Marron and Tsybakov(1995) correspond more closely to "what the eye sees". Simulation is performed to compare the performance of the regression smoothers in view of MISE and the visual error. It shows that the visual error can be used as a possible candidate of error criteria in the kernel regression estimation.

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Semisupervised support vector quantile regression

  • Seok, Kyungha
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.2
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    • pp.517-524
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    • 2015
  • Unlabeled examples are easier and less expensive to be obtained than labeled examples. In this paper semisupervised approach is used to utilize such examples in an effort to enhance the predictive performance of nonlinear quantile regression problems. We propose a semisupervised quantile regression method named semisupervised support vector quantile regression, which is based on support vector machine. A generalized approximate cross validation method is used to choose the hyper-parameters that affect the performance of estimator. The experimental results confirm the successful performance of the proposed S2SVQR.

Simulation of Hourly Precipitation using Nonhomogeneous Markov Chain Model and Derivation of Rainfall Mass Curve using Transition Probability (비동질성 Markov 모형에 의한 시간강수량 모의 발생과 천이확률을 이용한 강우의 시간분포 유도)

  • Choi, Byung-Kyu;Oh, Tae-Suk;Park, Rae-Gun;Moon, Young-Il
    • Journal of Korea Water Resources Association
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    • v.41 no.3
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    • pp.265-276
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    • 2008
  • The observed data of enough period need for design of hydrological works. But, most hydrological data aren't enough. Therefore in this paper, hourly precipitation generated by nonhomogeneous Markov chain model using variable Kernel density function. First, the Kernel estimator is used to estimate the transition probabilities. Second, wet hours are decided by transition probabilities and random numbers. Third, the amount of precipitation of each hours is calculated by the Kernel density function that estimated from observed data. At the results, observed precipitation data and generated precipitation data have similar statistic. Also, rainfall mass curve is derived by calculated transition probabilities for generation of hourly precipitation.

Comparison Study of Kernel Density Estimation according to Various Bandwidth Selectors (다양한 대역폭 선택법에 따른 커널밀도추정의 비교 연구)

  • Kang, Young-Jin;Noh, Yoojeong
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.32 no.3
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    • pp.173-181
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    • 2019
  • To estimate probabilistic distribution function from experimental data, kernel density estimation(KDE) is mostly used in cases when data is insufficient. The estimated distribution using KDE depends on bandwidth selectors that smoothen or overfit a kernel estimator to experimental data. In this study, various bandwidth selectors such as the Silverman's rule of thumb, rule using adaptive estimates, and oversmoothing rule, were compared for accuracy and conservativeness. For this, statistical simulations were carried out using assumed true models including unimodal and multimodal distributions, and, accuracies and conservativeness of estimating distribution functions were compared according to various data. In addition, it was verified how the estimated distributions using KDE with different bandwidth selectors affect reliability analysis results through simple reliability examples.

Power Comparison between Methods of Empirical Process and a Kernel Density Estimator for the Test of Distribution Change (분포변화 검정에서 경험확률과정과 커널밀도함수추정량의 검정력 비교)

  • Na, Seong-Ryong;Park, Hyeon-Ah
    • Communications for Statistical Applications and Methods
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    • v.18 no.2
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    • pp.245-255
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    • 2011
  • There are two nonparametric methods that use empirical distribution functions and probability density estimators for the test of the distribution change of data. In this paper we investigate the two methods precisely and summarize the results of previous research. We assume several probability models to make a simulation study of the change point analysis and to examine the finite sample behavior of the two methods. Empirical powers are compared to verify which is better for each model.

Design and Implementation of a Grid System META for Executing CFD Analysis Programs on Distributed Environment (분산 환경에서 CFD 분석 프로그램 수행을 위한 그리드 시스템 META 설계 및 구현)

  • Kang, Kyung-Woo;Woo, Gyun
    • The KIPS Transactions:PartA
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    • v.13A no.6 s.103
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    • pp.533-540
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    • 2006
  • This paper describes the design and implementation of a grid system META (Metacomputing Environment using Test-run of Application) which facilitates the execution of a CFD (Computational Fluid Dynamics) analysis program on distributed environment. The grid system META allows the CFD program developers can access the computing resources distributed over the network just like one computer system. The research issues involved in the grid computing include fault-tolerance, computing resource selection, and user-interface design. In this paper, we exploits an automatic resource selection scheme for executing the parallel SPMD (Single Program Multiple Data) application written in MPI (Message Passing Interface). The proposed resource selection scheme is informed from the network latency time and the elapsed time of the kernel loop attained from test-run. The network latency time highly influences the executional performance when a parallel program is distributed and executed over several systems. The elapsed time of the kernel loop can be used as an estimator of the whole execution time of the CFD Program due to a common characteristic of CFD programs. The kernel loop consumes over 90% of the whole execution time of a CFD program.

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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