• Title/Summary/Keyword: kernel estimate

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A comparison of imputation methods using nonlinear models (비선형 모델을 이용한 결측 대체 방법 비교)

  • Kim, Hyein;Song, Juwon
    • The Korean Journal of Applied Statistics
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    • v.32 no.4
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    • pp.543-559
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    • 2019
  • Data often include missing values due to various reasons. If the missing data mechanism is not MCAR, analysis based on fully observed cases may an estimation cause bias and decrease the precision of the estimate since partially observed cases are excluded. Especially when data include many variables, missing values cause more serious problems. Many imputation techniques are suggested to overcome this difficulty. However, imputation methods using parametric models may not fit well with real data which do not satisfy model assumptions. In this study, we review imputation methods using nonlinear models such as kernel, resampling, and spline methods which are robust on model assumptions. In addition, we suggest utilizing imputation classes to improve imputation accuracy or adding random errors to correctly estimate the variance of the estimates in nonlinear imputation models. Performances of imputation methods using nonlinear models are compared under various simulated data settings. Simulation results indicate that the performances of imputation methods are different as data settings change. However, imputation based on the kernel regression or the penalized spline performs better in most situations. Utilizing imputation classes or adding random errors improves the performance of imputation methods using nonlinear models.

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.

Development of methodology for daily rainfall simulation considering distribution of rainfall events in each duration (강우사상의 지속기간별 분포 특성을 고려한 일강우 모의 기법 개발)

  • Jung, Jaewon;Kim, Soojun;Kim, Hung Soo
    • Journal of Korea Water Resources Association
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    • v.52 no.2
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    • pp.141-148
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    • 2019
  • When simulating the daily rainfall amount by existing Markov Chain model, it is general to simulate the rainfall occurrence and to estimate the rainfall amount randomly from the distribution which is similar to the daily rainfall distribution characteristic using Monte Carlo simulation. At this time, there is a limitation that the characteristics of rainfall intensity and distribution by time according to the rainfall duration are not reflected in the results. In this study, 1-day, 2-day, 3-day, 4-day rainfall event are classified, and the rainfall amount is estimated by rainfall duration. In other words, the distributions of the total amount of rainfall event by the duration are set using the Kernel Density Estimation (KDE), the daily rainfall in each day are estimated from the distribution of each duration. Total rainfall amount determined for each event are divided into each daily rainfall considering the type of daily distribution of the rainfall event which has most similar rainfall amount of the observed rainfall using the k-Nearest Neighbor algorithm (KNN). This study is to develop the limitation of the existing rainfall estimation method, and it is expected that this results can use for the future rainfall estimation and as the primary data in water resource design.

Nonparametric Detection of a Discontinuity Point in the Variance Function with the Second Moment Function

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.3
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    • pp.591-601
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    • 2005
  • In this paper we consider detection of a discontinuity point in the variance function. When the mean function is discontinuous at a point, the variance function is usually discontinuous at the point. In this case, we had better estimate the location of the discontinuity point with the mean function rather than the variance function. On the other hand, the variance function only has a discontinuity point. The target function in order to estimate the location can be used the second moment function since the variance function and the second moment function have the same location and jump size of the discontinuity point. We propose a nonparametric detection method of the discontinuity point with the second moment function. We give the asymptotic results of these estimators. Computer simulation demonstrates the improved performance of the method over the existing ones.

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On Benchmarking of Real-time Mechanisms in Various Periodic Tasks for Real-time Embedded Linux (실시간 임베디드 리눅스에서 다양한 주기적 타스크의 실시간 메커니즘 성능 분석)

  • Koh, Jae-Hwan;Choi, Byoung-Wook
    • The Journal of Korea Robotics Society
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    • v.7 no.4
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    • pp.292-298
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    • 2012
  • It is a real-time system that the system correctness depends not only on the correctness of the logical result of the computation but also on the result delivery time. Real-time Operating System (RTOS) is a software that manages the time of a microprocessor to ensure that the most important code runs first so that it is a good building block to design the real-time system. The real-time performance is achieved by using real-time mechanisms through data communication and synchronization of inter-task communication (ITC) between tasks. Therefore, test on the response time of real-time mechanisms is a good measure to predict the performance of real-time systems. This paper aims to analysis the response characteristics of real-time mechanisms in kernel space for real-time embedded Linux: RTAI and Xenomai. The performance evaluations of real-time mechanism depending on the changes of task periods are conducted. Test metrics are jitter of periodic tasks and response time of real-time mechanisms including semaphore, real-time FIFO, Mailbox and Message queue. The periodicity of tasks is relatively consistent for Xenomai but RTAI reveals smaller jitter as an average result. As for real-time mechanisms, semaphore and message transfer mechanism of Xenomai has a superior response to estimate deterministic real-time task execution. But real-time FIFO in RTAI shows faster response. The results are promising to estimate deterministic real-time task execution in implementing real-time systems using real-time embedded Linux.

A-priori Comparative Assessment of the Performance of Adjustment Models for Estimation of the Surface Parameters against Modeling Factors (표면 파라미터 계산시 모델링 인자에 따른 조정계산 추정 성능의 사전 비교분석)

  • Seo, Su-Young
    • Spatial Information Research
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    • v.19 no.2
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    • pp.29-36
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    • 2011
  • This study performed quantitative assessment of the performance of adjustment models by a-priori analysis of the statistics of the surface parameter estimates against modeling factors. Lidar, airborne imagery, and SAR imagery have been used to acquire the earth surface elevation, where the shape properties of the surface need to be determined through neighboring observations around target location. In this study, parameters which are selected to be estimated are elevation, slope, second order coefficient. In this study, several factors which are needed to be specified to compose adjustment models are classified into three types: mathematical functions, kernel sizes, and weighting types. Accordingly, a-priori standard deviations of the parameters are computed for varying adjustment models. Then their corresponding confidence regions for both the standard deviation of the estimate and the estimate itself are calculated in association with probability distributions. Thereafter, the resulting confidence regions are compared to each other against the factors constituting the adjustment models and the quantitative performance of adjustment models are ascertained.

Derivation of Intensity-Duration-Frequency and Flood Frequency Curve by Simulation of Hourly Precipitation using Nonhomogeneous Markov Chain Model (비동질성 Markov 모형의 시간강수량 모의 발생을 이용한 IDF 곡선 및 홍수빈도곡선의 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.251-264
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    • 2008
  • In this study, a nonhomogeneous markov model which is able to simulate hourly rainfall series is developed for estimating reliable hydrologic variables. The proposed approach is applied to simulate hourly rainfall series in Korea. The simulated rainfall is used to estimate the design rainfall and flood in the watershed, and compared to observations in terms of reproducing underlying distributions of the data to assure model's validation. The model shows that the simulated rainfall series reproduce a similar statistical attribute with observations, and expecially maximum value is gradually increased as number of simulation increase. Therefore, with the proposed approach, the non-homogeneous markov model can be used to estimate variables for the purpose of design of hydraulic structures and analyze uncertainties associated with rainfall input in the hydrologic models.

Quality Characteristics of Barley Varieties Related to Enzymatic Activity in Malt (엿기름의 효소활성과 관련한 보리의 품질특성)

  • Lee, Young-Tack;Seo, Se-Jung;Chang, Hak-Gil
    • Korean Journal of Food Science and Technology
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    • v.31 no.6
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    • pp.1421-1426
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    • 1999
  • Sixteen domestic barley varieties and subsequently produced malts were evaluated for quality characteristics. Diastatic power(DP), complementary actions of amylases in malt, had a wide $variation(139{\sim}220^{\circ}L)$ among the barley varieties. Some 6-row barley varieties demonstrated significantly high DP values. ${\beta}-\;and\;{\alpha}-amylase$ activities in malts were also significantly influenced by barley varieties. Diastatic power was highly correlated with ${\beta}-amylase$ activity, indicating that the ${\beta}-amylase$ activity was a predominant factor determining saccharifying action in malt. Amylograph was used to indirectly estimate starch-degrading enzymatic activity, and the reduction in amylograph viscosity was associated with ${\alpha}-amylase$ activity. Barley quality factors in relation to enzymatic activity of malt were analyzed, and the barley variety with lower kernel weight and less plumper kernels tended to produce higher starch-degrading enzyme activity. Potential diastatic power, an estimate of bound ${\beta}-amylase$ in raw barley, was associated with diastatic power in the final malt. Potential diastatic power turned out to be an important factor for predicting good malting barley.

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Indoor Path Recognition Based on Wi-Fi Fingerprints

  • Donggyu Lee;Jaehyun Yoo
    • Journal of Positioning, Navigation, and Timing
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    • v.12 no.2
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    • pp.91-100
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    • 2023
  • The existing indoor localization method using Wi-Fi fingerprinting has a high collection cost and relatively low accuracy, thus requiring integrated correction of convergence with other technologies. This paper proposes a new method that significantly reduces collection costs compared to existing methods using Wi-Fi fingerprinting. Furthermore, it does not require labeling of data at collection and can estimate pedestrian travel paths even in large indoor spaces. The proposed pedestrian movement path estimation process is as follows. Data collection is accomplished by setting up a feature area near an indoor space intersection, moving through the set feature areas, and then collecting data without labels. The collected data are processed using Kernel Linear Discriminant Analysis (KLDA) and the valley point of the Euclidean distance value between two data is obtained within the feature space of the data. We build learning data by labeling data corresponding to valley points and some nearby data by feature area numbers, and labeling data between valley points and other valley points as path data between each corresponding feature area. Finally, for testing, data are collected randomly through indoor space, KLDA is applied as previous data to build test data, the K-Nearest Neighbor (K-NN) algorithm is applied, and the path of movement of test data is estimated by applying a correction algorithm to estimate only routes that can be reached from the most recently estimated location. The estimation results verified the accuracy by comparing the true paths in indoor space with those estimated by the proposed method and achieved approximately 90.8% and 81.4% accuracy in two experimental spaces, respectively.

VALIDATION OF ON-LINE MONITORING TECHNIQUES TO NUCLEAR PLANT DATA

  • Garvey, Jamie;Garvey, Dustin;Seibert, Rebecca;Hines, J. Wesley
    • Nuclear Engineering and Technology
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    • v.39 no.2
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    • pp.133-142
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    • 2007
  • The Electric Power Research Institute (EPRI) demonstrated a method for monitoring the performance of instrument channels in Topical Report (TR) 104965, 'On-Line Monitoring of Instrument Channel Performance.' This paper presents the results of several models originally developed by EPRI to monitor three nuclear plant sensor sets: Pressurizer Level, Reactor Protection System (RPS) Loop A, and Reactor Coolant System (RCS) Loop A Steam Generator (SG) Level. The sensor sets investigated include one redundant sensor model and two non-redundant sensor models. Each model employs an Auto-Associative Kernel Regression (AAKR) model architecture to predict correct sensor behavior. Performance of each of the developed models is evaluated using four metrics: accuracy, auto-sensitivity, cross-sensitivity, and newly developed Error Uncertainty Limit Monitoring (EULM) detectability. The uncertainty estimate for each model is also calculated through two methods: analytic formulas and Monte Carlo estimation. The uncertainty estimates are verified by calculating confidence interval coverages to assure that 95% of the measured data fall within the confidence intervals. The model performance evaluation identified the Pressurizer Level model as acceptable for on-line monitoring (OLM) implementation. The other two models, RPS Loop A and RCS Loop A SG Level, highlight two common problems that occur in model development and evaluation, namely faulty data and poor signal selection