• Title/Summary/Keyword: kernel density

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Autoencoder-Based Automotive Intrusion Detection System Using Gaussian Kernel Density Estimation Function (가우시안 커널 밀도 추정 함수를 이용한 오토인코더 기반 차량용 침입 탐지 시스템)

  • Donghyeon Kim;Hyungchul Im;Seongsoo Lee
    • Journal of IKEEE
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    • v.28 no.1
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    • pp.6-13
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    • 2024
  • This paper proposes an approach to detect abnormal data in automotive controller area network (CAN) using an unsupervised learning model, i.e. autoencoder and Gaussian kernel density estimation function. The proposed autoencoder model is trained with only message ID of CAN data frames. Afterwards, by employing the Gaussian kernel density estimation function, it effectively detects abnormal data based on the trained model characterized by the optimally determined number of frames and a loss threshold. It was verified and evaluated using four types of attack data, i.e. DoS attacks, gear spoofing attacks, RPM spoofing attacks, and fuzzy attacks. Compared with conventional unsupervised learning-based models, it has achieved over 99% detection performance across all evaluation metrics.

Smoothing Parameter Selection in Nonparametric Spectral Density Estimation

  • Kang, Kee-Hoon;Park, Byeong-U;Cho, Sin-Sup;Kim, Woo-Chul
    • 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.

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Lagged Cross-Correlation of Probability Density Functions and Application to Blind Equalization

  • Kim, Namyong;Kwon, Ki-Hyeon;You, Young-Hwan
    • Journal of Communications and Networks
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    • v.14 no.5
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    • pp.540-545
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    • 2012
  • In this paper, the lagged cross-correlation of two probability density functions constructed by kernel density estimation is proposed, and by maximizing the proposed function, adaptive filtering algorithms for supervised and unsupervised training are also introduced. From the results of simulation for blind equalization applications in multipath channels with impulsive and slowly varying direct current (DC) bias noise, it is observed that Gaussian kernel of the proposed algorithm cuts out the large errors due to impulsive noise, and the output affected by the DC bias noise can be effectively controlled by the lag ${\tau}$ intrinsically embedded in the proposed function.

A Kernel Density Signal Grouping Based on Radar Frequency Distribution (레이더 주파수 분포 기반 커널 밀도 신호 그룹화 기법)

  • Lee, Dong-Weon;Han, Jin-Woo;Lee, Won-Don
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.48 no.6
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    • pp.124-132
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    • 2011
  • In a modern electronic warfare, radar signal environments become more denser and complex. Therefor the capability of reliable signal analysis techniques is required for ES(Electronic warfare Support) system to identify and analysis individual emitter signals from received signals. In this paper, we propose the new signal grouping algorithm to ensure the reliable signal analysis and to reduce the cost of the signal processing steps in the ES. The proposed grouping algorithm uses KDE(Kernel Density Estimator) and its CDF(Cumulative Distribution Function) to compose windows considering the statistical distribution characteristics based on the radar frequency modulation type. Simulation results show the good performance of the proposed technique in the signal grouping.

Bandwidth selection for discontinuity point estimation in density (확률밀도함수의 불연속점 추정을 위한 띠폭 선택)

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.1
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    • pp.79-87
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    • 2012
  • In the case that the probability density function has a discontinuity point, Huh (2002) estimated the location and jump size of the discontinuity point based on the difference between the right and left kernel density estimators using the one-sided kernel function. In this paper, we consider the cross-validation, made by the right and left maximum likelihood cross-validations, for the bandwidth selection in order to estimate the location and jump size of the discontinuity point. This method is motivated by the one-sided cross-validation of Hart and Yi (1998). The finite sample performance is illustrated by simulated example.

Probabilistic Forecasting of Seasonal Inflow to Reservoir (계절별 저수지 유입량의 확률예측)

  • Kang, Jaewon
    • Journal of Environmental Science International
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    • v.22 no.8
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    • pp.965-977
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    • 2013
  • Reliable long-term streamflow forecasting is invaluable for water resource planning and management which allocates water supply according to the demand of water users. It is necessary to get probabilistic forecasts to establish risk-based reservoir operation policies. Probabilistic forecasts may be useful for the users who assess and manage risks according to decision-making responding forecasting results. Probabilistic forecasting of seasonal inflow to Andong dam is performed and assessed using selected predictors from sea surface temperature and 500 hPa geopotential height data. Categorical probability forecast by Piechota's method and logistic regression analysis, and probability forecast by conditional probability density function are used to forecast seasonal inflow. Kernel density function is used in categorical probability forecast by Piechota's method and probability forecast by conditional probability density function. The results of categorical probability forecasts are assessed by Brier skill score. The assessment reveals that the categorical probability forecasts are better than the reference forecasts. The results of forecasts using conditional probability density function are assessed by qualitative approach and transformed categorical probability forecasts. The assessment of the forecasts which are transformed to categorical probability forecasts shows that the results of the forecasts by conditional probability density function are much better than those of the forecasts by Piechota's method and logistic regression analysis except for winter season data.

On Copas′ Local Likelihood Density Estimator

  • Kim, W.C.;Park, B.U.;Kim, Y.G.
    • Journal of the Korean Statistical Society
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    • v.30 no.1
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    • pp.77-87
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    • 2001
  • Some asymptotic results on the local likelihood density estimator of Copas(1995) are derived when the locally parametric model has several parameters. It turns out that it has the same asymptotic mean squared error as that of Hjort and Jones(1996).

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On Asymptotically Optimal Plug-in Bandwidth Selectors in Kernel Density Estimation

  • Song, Moon-Sup;Seog, Kyung-Ha;Sin sup Cho
    • Journal of the Korean Statistical Society
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    • v.20 no.1
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    • pp.29-43
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    • 1991
  • Two data-based bandwidth selectors which are optimal in the sense that they achieve n$\^$-$\frac{1}{2}$/ rate of convergence in kernel density estimation are proposed. The proposed bandwidth selectors are constructed by modifying Park and Marron's plug-in method. The first modification is taking Taylor expansion of the mean integrated squared error to two more terms than in the case of plug-in method. The second is estimating more accurately the functionals of the unknown density appeared in the minimizer of the expansion by using higher order kernels. The proposed bandwidth selectors were proved to be optimal in terms of convergence rate. According to small-sample Monte Carlo studies, the proposed bandwidth selectors showed better performance than all the other bandwidth selectors considered in the simulation.

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An Automatic Spectral Density Estimate

  • Park, Byeong U.;Cho, Sin-Sup;Kee H. Kang
    • Journal of the Korean Statistical Society
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    • v.23 no.1
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    • pp.79-88
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    • 1994
  • This paper concerns the problem of estimating the spectral density function in the analysis of stationary time series data. A kernel type estimate is considered, which entails choice of bandwidth. A data-driven bandwidth choice is proposed, and it is obtained by plugging some suitable estimates into the unknown parts of a theoretically optimal choice. A theoretical justification is give for this choice in terms of how far it is from the theoretical optimum. Furthermore, an empirical investigation is done. It shows that the data-driven choice yields a reliable spectrum estimate.

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Online Probability Density Estimation of Nonstationary Random Signal using Dynamic Bayesian Networks

  • Cho, Hyun-Cheol;Fadali, M. Sami;Lee, Kwon-Soon
    • International Journal of Control, Automation, and Systems
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    • v.6 no.1
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    • pp.109-118
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    • 2008
  • We present two estimators for discrete non-Gaussian and nonstationary probability density estimation based on a dynamic Bayesian network (DBN). The first estimator is for off line computation and consists of a DBN whose transition distribution is represented in terms of kernel functions. The estimator parameters are the weights and shifts of the kernel functions. The parameters are determined through a recursive learning algorithm using maximum likelihood (ML) estimation. The second estimator is a DBN whose parameters form the transition probabilities. We use an asymptotically convergent, recursive, on-line algorithm to update the parameters using observation data. The DBN calculates the state probabilities using the estimated parameters. We provide examples that demonstrate the usefulness and simplicity of the two proposed estimators.