• Communications for Statistical Applications and Methods
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• v.15 no.6
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• pp.1003-1011
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• 2008

Mixed-effect Poisson regression models are widely used for analysis of correlated count data such as those found in longitudinal studies. In this paper, we consider kernel extensions with semiparametric fixed effects and parametric random effects. The estimation is through the penalized likelihood method based on kernel trick and our focus is on the efficient computation and the effective hyperparameter selection. For the selection of hyperparameters, cross-validation techniques are employed. Examples illustrating usage and features of the proposed method are provided.

• Communications for Statistical Applications and Methods
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• v.16 no.2
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• pp.383-388
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• 2009

In this paper we propose a variance function estimation method based on kernel trick for replicated data or data consisted of sample variances. Newton-Raphson method is used to obtain associated parameter vector. Furthermore, the generalized approximate cross validation function is introduced to select the hyper-parameters which affect the performance of the proposed variance function estimation method. Experimental results are then presented which illustrate the performance of the proposed procedure.

• Kyungpook Mathematical Journal
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• v.50 no.2
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• pp.281-288
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• 2010

By introducing some parameters and using the way of weight function and the technic of real analysis and complex analysis, a new Hilbert-type integral inequality with a best constant factor and a combination kernel involving two mean values is given, which is an extension of Hilbert's integral inequality. As applications, the equivalent form and the reverse forms are considered.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2002.10a
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• pp.599-603
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• 2002

We propose a new meshfree method to be called the fast moving least square reproducing kernel collocation method(FCM). This methodology is composed of the fast moving least square reproducing kernel(FMLSRK) approximation and the point collocation scheme. Using point collocation makes the meshfree method really come true. In this paper, FCM Is shown to be a good method at least to calculate the numerical solutions governed by second order elliptic partial differential equations with geometric singularity or geometric multi-scales. To treat such problems, we use the concept of variable dilation parameter.

• Journal of the Korean Data and Information Science Society
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• v.15 no.1
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• pp.107-117
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• 2004

Change point testing problem is considered. Kernel density estimators are used for constructing proposed change point test statistics. The proposed method can be used to the hypothesis testing of not only parameter change but also distributional change. Bootstrap method is applied to get the sampling distribution of proposed test statistic. Small sample Monte Carlo Simulation were also conducted in order to show the performance of proposed method.

• 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.

• Communications for Statistical Applications and Methods
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• v.2 no.2
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• pp.231-242
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• 1995

In this paper we consider kernel type estimator of the spectral density at a point in the analysis of stationary time series data. The kernel entails choice of smoothing parameter called bandwidth. A data-based bandwidth choice is proposed, and it is obtained by solving an equation similar to Sheather(1986) which relates to the probability density estimation. A Monte Carlo study is done. It reveals that the spectral density estimates using the data-based bandwidths show comparatively good performance.

• Journal of the Korean Data and Information Science Society
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• v.19 no.4
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• pp.1353-1360
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• 2008

An estimating procedure is introduced for the nonlinear mixed-effect Poisson regression, for longitudinal study, where data from different subjects are independent whereas data from same subject are correlated. The proposed procedure provides the estimates of the mean function of the response variables, where the canonical parameter is related to the input vector in a nonlinear form. The generalized cross validation function is introduced to choose optimal hyper-parameters in the procedure. Experimental results are then presented, which indicate the performance of the proposed estimating procedure.

• Nuclear Engineering and Technology
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• v.55 no.11
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• pp.4102-4111
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• 2023

In order to better perform thermal hydraulic calculation and analysis of supercritical water reactor, based on the experimental data of supercritical water, the model training and predictive analysis of the heat transfer coefficient of supercritical water were carried out by using the support vector machine (SVM) algorithm. The changes in the prediction accuracy of the supercritical water heat transfer coefficient are analyzed by the changes of the regularization penalty parameter C, the slack variable epsilon and the Gaussian kernel function parameter gamma. The predicted value of the SVM model obtained after parameter optimization and the actual experimental test data are analyzed for data verification. The research results show that: the normalization of the data has a great influence on the prediction results. The slack variable has a relatively small influence on the accuracy change range of the predicted heat transfer coefficient. The change of gamma has the greatest impact on the accuracy of the heat transfer coefficient. Compared with the calculation results of traditional empirical formula methods, the trained algorithm model using SVM has smaller average error and standard deviations. Using the SVM trained algorithm model, the heat transfer coefficient of supercritical water can be effectively predicted and analyzed.

• Journal of the Korean Operations Research and Management Science Society
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• v.30 no.1
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• pp.55-74
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• 2005

Bankruptcy prediction has drawn a lot of research interests in previous literature, and recent studies have shown that machine learning techniques achieved better performance than traditional statistical ones. This paper employs a relatively new machine learning technique, support vector machines (SVMs). to bankruptcy prediction problem in an attempt to suggest a new model with better explanatory power and stability. To serve this purpose, we use grid search technique using 5-fold cross-validation to find out the optimal values of the parameters of kernel function of SVM. In addition, to evaluate the prediction accuracy of SVM. we compare its performance with multiple discriminant analysis (MDA), logistic regression analysis (Logit), and three-layer fully connected back-propagation neural networks (BPNs). The experiment results show that SVM outperforms the other methods.