• 응용통계연구
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• 제32권6호
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• pp.909-922
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• 2019

벌점화 추정 기법 중 adaptive LASSO 방법은 모형 선택과 모수 추정을 동시에 할 수 있는 유명한 방법으로 이미 정상 자기회귀모형에서 연구된 적이 있다. 본 논문에서는 이를 확장하여 확률보행과정과 같은 비정상 자기회귀모형에서 adaptive LASSO 추정량이 갖는 성질을 모의실험을 통해 연구하였다. 다만 비정상 자기회귀모형에서는 단위근의 존재 여부를 판단하는 것과 모형의 차수를 선택하는 것이 가장 중요하므로, 이를 위해 원 자기회귀모형이 아닌 ADF 검정에서 고려하는 회귀모형으로 변환하여 adaptive LASSO를 적용하였다. 일반적으로 Adaptive LASSO를 적용할 때 조절모수의 선택이 가장 중요한 문제이며, 본 논문에서는 교차검증, AIC, BIC 세 가지 방법을 이용하여 조절모수를 선택하였다. 모의실험 결과를 보면, 이 중에서 BIC가 최소가 되도록 선택한 조절모수에 대응되는 adaptive LASSO 추정량이 단위근의 존재 여부를 잘 판단할 뿐만 아니라 자기회귀모형의 차수 또한 비교적 정확하게 선택함을 확인할 수 있다.

• Communications for Statistical Applications and Methods
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• 제4권1호
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• pp.177-183
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• 1997

A data-adaptive order selection procedure is proposed for local polynomial nonparametric regression. For each given polynomial order, bias and variance are estimated and the adaptive polynomial order that has the smallest estimated mean squared error is selected locally at each location point. To estimate mean squared error, empirical bias estimate of Ruppert (1995) and local polynomial variance estimate of Ruppert, Wand, Wand, Holst and Hossjer (1995) are used. Since the proposed method does not require fitting polynomial model of order higher than the model order, it is simpler than the order selection method proposed by Fan and Gijbels (1995b).

• ETRI Journal
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• 제30권1호
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• pp.89-100
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• 2008

We consider the feature recombination technique in a multiband approach to speaker identification and verification. To overcome the ineffectiveness of conventional feature recombination in broadband noisy environments, we propose a new subband feature recombination which uses subband likelihoods and a subband reliable-feature selection technique with an adaptive noise model. In the decision step of speaker recognition, a few very low unreliable feature likelihood scores can cause a speaker recognition system to make an incorrect decision. To overcome this problem, reliable-feature selection adjusts the likelihood scores of an unreliable feature by comparison with those of an adaptive noise model, which is estimated by the maximum a posteriori adaptation technique using noise features directly obtained from noisy test speech. To evaluate the effectiveness of the proposed methods in noisy environments, we use the TIMIT database and the NTIMIT database, which is the corresponding telephone version of TIMIT database. The proposed subband feature recombination with subband reliable-feature selection achieves better performance than the conventional feature recombination system with reliable-feature selection.

• Communications for Statistical Applications and Methods
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• 제26권1호
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• pp.69-78
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• 2019

A structured model with both single-index and varying coefficients is a powerful tool in modeling high dimensional data. It has been widely used because the single-index can overcome the curse of dimensionality and varying coefficients can allow nonlinear interaction effects in the model. For high dimensional index vectors, variable selection becomes an important question in the model building process. In this paper, we propose an efficient estimation and a variable selection method based on a smoothing spline approach in a partially linear single-index-coefficient regression model. We also propose an efficient algorithm for simultaneously estimating the coefficient functions in a data-adaptive lower-dimensional approximation space and selecting significant variables in the index with the adaptive LASSO penalty. The empirical performance of the proposed method is illustrated with simulated and real data examples.

• Journal of Construction Engineering and Project Management
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• 제7권2호
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• pp.1-10
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• 2017

The Clonal Selection Algorithm (CSA) is an algorithm inspired by the human immune system mechanism. In CSA, several parameters needs to be optimized by large amount of sensitivity analysis for the optimal results. They limit the accuracy of the results due to the uncertainty and subjectivity. Adaptive Clonal Selection (ACS), a modified version of CSA, is developed as an algorithm without controls by pre-defined parameters in terms of selection process and mutation strength. In this paper, we discuss the ACS in detail and present its implementation in construction site utilization planning (CSUP). When applied to a developed model published in research literature, it proves that the ACS are capable of searching the optimal layout of temporary facilities on construction site based on the result of objective function, especially when the parameterization process is considered. Although the ACS still needs some improvements, obtaining a promising result when working on a same case study computed by Genetic Algorithm and Electimze algorithm prove its potential in solving more complex construction optimization problems in the future.

• 응용통계연구
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• 제29권1호
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• pp.27-39
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• 2016

본 논문은 다차원의 시계열 자료 분석에서 효율적인 희박벡터자기회귀모형에서의 모수 추정에 대해서 연구한다. 희박벡터자기회귀모형은 영에 가까운 계수를 정확이 영으로 둠으로써 희박성을 확보한다. 따라서 변수 선택과 모수 추정을 한꺼번에 할 수 있는 lasso를 이용한 방법론을 희박벡터자기회귀모형의 추정에 쓸 수 있다. 하지만 Davis 등(2015)에서는 모의실험을 통해 일반적인 lasso의 경우 영이아닌 계수를 참값보다 훨씬 더 많이 찾아 희박성에 약점이 있음을 보고하였다. 이에 따라 본 연구는 희박벡터자기회귀모형에 adaptive lasso를 이용하면 일반 lasso보다 희박성을 비롯한 전반적인 모수의 추정이 매우 유의하게 개선됨을 보인다. 또한 adaptive lasso에서 쓰이는 튜닝 모수들에 대한 선택도 아울러 논의한다.

• 대한음성학회지:말소리
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• 제63호
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• pp.125-137
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• 2007

Recently, many techniques have been proposed to improve the noise robustness for speaker verification. In this paper, we consider the feature recombination technique in multi-band approach. In the conventional feature recombination for speaker verification, to compute the likelihoods of speaker models or universal background model, whole feature components are used. This computation method is not effective in a view point of multi-band approach. To deal with non-effectiveness of the conventional feature recombination technique, we introduce a subband likelihood computation, and propose a modified feature recombination using subband likelihoods. In decision step of speaker verification system in noise environments, a few very low likelihood scores of a speaker model or universal background model cause speaker verification system to make wrong decision. To overcome this problem, a reliable feature selection method is proposed. The low likelihood scores of unreliable feature are substituted by likelihood scores of the adaptive noise model. In here, this adaptive noise model is estimated by maximum a posteriori adaptation technique using noise features directly obtained from noisy test speech. The proposed method using subband-based reliable feature selection obtains better performance than conventional feature recombination system. The error reduction rate is more than 31 % compared with the feature recombination-based speaker verification system.

• Journal of Positioning, Navigation, and Timing
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• 제8권4호
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• pp.193-200
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• 2019

The auto-encoder network which is a good candidate to handle the modeling of the signal strength attenuation is designed for denoising and compensating the distortion of the received data. It provides a non-linear mapping function by iteratively learning the encoder and the decoder. The encoder is the non-linear mapping function, and the decoder demands accurate data reconstruction from the representation generated by the encoder. In addition, the adaptive network width which supports the automatic generation of new hidden nodes and pruning of inconsequential nodes is also implemented in the proposed algorithm for increasing the efficiency of the algorithm. Simulation results show that the proposed method can improve the neural network training surface to achieve the highest possible accuracy of the signal modeling compared with the conventional modeling method.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제7권1호
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• pp.99-118
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• 2013

Electrocardiograms (ECGs) are widely used by clinicians to identify the functional status of the heart. Thus, there is considerable interest in automated systems for real-time monitoring of arrhythmia. However, intra- and inter-patient variability as well as the computational limits of real-time monitoring poses significant challenges for practical implementations. The former requires that the classification model be adjusted continuously, and the latter requires a reduction in the number and types of ECG features, and thus, the computational burden, necessary to classify different arrhythmias. We propose the use of adaptive learning to automatically train the classifier on up-to-date ECG data, and employ adaptive feature selection to define unique feature subsets pertinent to different types of arrhythmia. Experimental results show that this hybrid technique outperforms conventional approaches and is therefore a promising new intelligent diagnostic tool.

• 한국지능시스템학회:학술대회논문집
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• 한국퍼지및지능시스템학회 2001년도 추계학술대회 학술발표 논문집
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• pp.279-282
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• 2001

This paper presents an image contrast enhancement technique for improving the low contrast images using the improved IAFC(Integrated Adaptive Fuzzy Clustering) Model. The low pictorial information of a low contrast image is due to the vagueness or fuzziness of the multivalued levels of brightness rather than randomness. Fuzzy image processing has three main stages, namely, image fuzzification, modification of membership values, and image defuzzification. Using a new model of automatic crossover point selection, optimal crossover point is selected automatically. The problem of crossover point selection can be considered as the two-category classification problem. The improved MEC can classify the image into two classes with unsupervised teaming rule. The proposed method is applied to some experimental images with 256 gray levels and the results are compared with those of the histogram equalization technique. We utilized the index of fuzziness as a measure of image quality. The results show that the proposed method is better than the histogram equalization technique.