• Title/Summary/Keyword: Smoothing parameter

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Goodness-of-Fit Test Based on Smoothing Parameter Selection Criteria

  • Kim, Jong-Tae
    • Communications for Statistical Applications and Methods
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    • v.2 no.1
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    • pp.122-136
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    • 1995
  • The objective of this research is to investigate the problem of goodness-of-fit testing based on nonparametric density estimation with a data-driven smoothing parameter. The small and large sample properties of a new test statistic $\hat{\lambda_a}$ is investigated. The test statistic $\hat{\lambda_a}$ is itself a smoothing parameter which is selected to minimize an estimated MISE for a truncated series estimator of the comparison density function. Therefore, this test statistic leads immediately to a point estimate of the density function th the event that $H_0$ is rejected. The limiting distribution of $\hat{\lambda_a}$ is obtained under the null hypothesis. It is also shown that this test is consistent against fixed alternatives.

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Smoothing Filter Design Applying a Parameter of a Homo-polar Generator (단극발전기의 내부 인자를 적용한 평활필터 설계)

  • Kim, In-Soo;Seong, Se-Jin
    • The Transactions of the Korean Institute of Power Electronics
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    • v.12 no.5
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    • pp.409-415
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    • 2007
  • For satisfying a recommended value of the quality factor which is one of the important elements in a filter design, a new design method of smoothing filter using an internal parameter of a homopolar generator is proposed. The method increases the efficiency and minimizes the size of the smoothing filter by removing the damping resistor. By considering the resonant frequency as well as the quality factor, the new method can improve the stability of the system which has high boosting converters with negative resistance characteristics.

Selection of bandwidth for local linear composite quantile regression smoothing (국소 선형 복합 분위수 회귀에서의 평활계수 선택)

  • Jhun, Myoungshic;Kang, Jongkyeong;Bang, Sungwan
    • The Korean Journal of Applied Statistics
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    • v.30 no.5
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    • pp.733-745
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    • 2017
  • Local composite quantile regression is a useful non-parametric regression method widely used for its high efficiency. Data smoothing methods using kernel are typically used in the estimation process with performances that rely largely on the smoothing parameter rather than the kernel. However, $L_2$-norm is generally used as criterion to estimate the performance of the regression function. In addition, many studies have been conducted on the selection of smoothing parameters that minimize mean square error (MSE) or mean integrated square error (MISE). In this paper, we explored the optimality of selecting smoothing parameters that determine the performance of non-parametric regression models using local linear composite quantile regression. As evaluation criteria for the choice of smoothing parameter, we used mean absolute error (MAE) and mean integrated absolute error (MIAE), which have not been researched extensively due to mathematical difficulties. We proved the uniqueness of the optimal smoothing parameter based on MAE and MIAE. Furthermore, we compared the optimal smoothing parameter based on the proposed criteria (MAE and MIAE) with existing criteria (MSE and MISE). In this process, the properties of the proposed method were investigated through simulation studies in various situations.

Estimation of Smoothing Constant of Minimum Variance and its Application to Industrial Data

  • Takeyasu, Kazuhiro;Nagao, Kazuko
    • Industrial Engineering and Management Systems
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    • v.7 no.1
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    • pp.44-50
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    • 2008
  • Focusing on the exponential smoothing method equivalent to (1, 1) order ARMA model equation, a new method of estimating smoothing constant using exponential smoothing method is proposed. This study goes beyond the usual method of arbitrarily selecting a smoothing constant. First, an estimation of the ARMA model parameter was made and then, the smoothing constants. The empirical example shows that the theoretical solution satisfies minimum variance of forecasting error. The new method was also applied to the stock market price of electrical machinery industry (6 major companies in Japan) and forecasting was accomplished. Comparing the results of the two methods, the new method appears to be better than the ARIMA model. The result of the new method is apparently good in 4 company data and is nearly the same in 2 company data. The example provided shows that the new method is much simpler to handle than ARIMA model. Therefore, the proposed method would be better in these general cases. The effectiveness of this method should be examined in various cases.

Penalized Likelihood Regression: Fast Computation and Direct Cross-Validation

  • Kim, Young-Ju;Gu, Chong
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.05a
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    • pp.215-219
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    • 2005
  • We consider penalized likelihood regression with exponential family responses. Parallel to recent development in Gaussian regression, the fast computation through asymptotically efficient low-dimensional approximations is explored, yielding algorithm that scales much better than the O($n^3$) algorithm for the exact solution. Also customizations of the direct cross-validation strategy for smoothing parameter selection in various distribution families are explored and evaluated.

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Negative Binomial Varying Coefficient Partially Linear Models

  • Kim, Young-Ju
    • Communications for Statistical Applications and Methods
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    • v.19 no.6
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    • pp.809-817
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    • 2012
  • We propose a semiparametric inference for a generalized varying coefficient partially linear model(VCPLM) for negative binomial data. The VCPLM is useful to model real data in that varying coefficients are a special type of interaction between explanatory variables and partially linear models fit both parametric and nonparametric terms. The negative binomial distribution often arise in modelling count data which usually are overdispersed. The varying coefficient function estimators and regression parameters in generalized VCPLM are obtained by formulating a penalized likelihood through smoothing splines for negative binomial data when the shape parameter is known. The performance of the proposed method is then evaluated by simulations.

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.

A Note on Smoothing Distribution Function Estimation

  • Chu, In-Sun;Choi, Jae-Ryong
    • Communications for Statistical Applications and Methods
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    • v.4 no.3
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    • pp.911-915
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    • 1997
  • The purpose of this paper is to consider the problem of selection of optimal smoothing parameter for kernel-type distribution function estimator, which asymptotically minimizes mean Hellinger distance.

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A Study on the Characteristics of Wide Band Matching Connector in Round Coaxial Lines (원형 동축 선로에서 광대역 매칭 커넥터의 특성 연구)

  • Kim, Byeong-Woo
    • Transactions of the Korean Society of Automotive Engineers
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    • v.20 no.5
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    • pp.152-157
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    • 2012
  • In this paper, smoothing plane connector have been proposed as the vehicle connector for the wireless access in vehicular environments (5.925GHz) communication. This smoothing plane connector is designed by considering the properties of critical parameter like smoothing distance of start to end point of contact area. The design simulation and results can be used to determine the most suitable smoothing plane wire dimensions for vehicle communication connector. The optimized WAVE connector inserted the smoothing plane wire has insertion loss less than-0.17dB at 5.925GHz. It provides 20% of insertion loss with good performance. Therefore, the simulated results can be effectively used for optimum design of high frequency connector for vehicle communication.

The Study on the Expential Smoothing Method of the Concatenation Parts in the Speech Waveform (음성 파형분절의 지수함수 스므딩 기법에 관한 연구)

  • 박찬수
    • Proceedings of the Acoustical Society of Korea Conference
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    • 1991.06a
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    • pp.7-10
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    • 1991
  • In a text-to-speech system, sound units (phonemes, words, or phrases, etc.) can be concatenated together to produce required utterance. The quality of the resulting speech is dependent on factors including the phonological/prosodic contour, the quality of basic concatenation units, and how well the units join together. Thus although the quality of each basic sound unit is high, if occur the discontinuity in the concatenation part then the quality of synthesis speech is decrease. To solve this problem, a smoothing operation should be carried out in concatenation parts. But a major problem is that, as yet, no method of parameter smoothing is available for joining the segment together. Thus in this paper, we proposed a new aigorithm that smoothing the unnatural discountinuous parts which can be occured in speech waveform editing. This algorithm used the exponential smoothing method.

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