• Title/Summary/Keyword: kernel regression

Search Result 240, Processing Time 0.027 seconds

Estimation of the Number of Change-Points with Local Linear Fit

  • Kim, Jong-Tae;Choi, Hey-Mi
    • Journal of the Korean Data and Information Science Society
    • /
    • v.13 no.2
    • /
    • pp.251-260
    • /
    • 2002
  • The aim of this paper is to consider of detecting the location, the jump size and the number of change-points in regression functions by using the local linear fit which is one of nonparametric regression techniques. It is obtained the asymptotic properties of the change points and the jump sizes. and the correspondin grates of convergence for change-point estimators.

  • PDF

Nonparametric Estimation of Discontinuous Variance Function in Regression Model

  • Kang, Kee-Hoon;Huh, Jib
    • Proceedings of the Korean Statistical Society Conference
    • /
    • 2002.11a
    • /
    • pp.103-108
    • /
    • 2002
  • We consider an estimation of discontinuous variance function in nonparametric heteroscedastic random design regression model. We first propose estimators of a change point and jump size in variance function and then construct an estimator of entire variance function. We examine the rates of convergence of these estimators and give results on their asymptotics. Numerical work reveals that the effectiveness of change point analysis in variance function estimation is quite significant.

  • PDF

AN EFFECTIVE BANDWIDTDTH SELECTOR IN A COMPLICATED KERNEL REGRESSION

  • Oh, Jong-Chul
    • Journal of applied mathematics & informatics
    • /
    • v.3 no.2
    • /
    • pp.205-216
    • /
    • 1996
  • The field of nonparametrics has shown its appeal in re-cent years with anarray of new tools for statistical analysis. As one of those tools nonparametric regression has become a prominent statis-tical research topic and also has been well established as a useful tool. In this article we investigate the biased cross-validation selector, BCV, which is proposed by Oh et al. (1995) for a less smoothing regression function. In the simulation study BCV selector is shown to perform well in parctice with respect to ASE ratio.

The Family Approach to Nonparametric Estimation of the Regression Function (비모수적 회귀함수 추정에 대한 Family Approach)

  • 정성석
    • Journal of Korean Society for Quality Management
    • /
    • v.25 no.4
    • /
    • pp.106-114
    • /
    • 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.

  • PDF

The Rank Transform Method in Nonparametric Fuzzy Regression Model

  • Choi, Seung-Hoe;Lee, Myung-Sook
    • Journal of the Korean Data and Information Science Society
    • /
    • v.15 no.3
    • /
    • pp.617-624
    • /
    • 2004
  • In this article the fuzzy number rank and the fuzzy rank transformation method are introduced in order to analyse the non-parametric fuzzy regression model which cannot be described as a specific functional form such as the crisp data and fuzzy data as a independent and dependent variables respectively. The effectiveness of fuzzy rank transformation methods is compared with other methods through the numerical examples.

  • PDF

Support vector quantile regression for longitudinal data

  • Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
    • /
    • v.21 no.2
    • /
    • pp.309-316
    • /
    • 2010
  • Support vector quantile regression (SVQR) is capable of providing more complete description of the linear and nonlinear relationships among response and input variables. In this paper we propose a weighted SVQR for the longitudinal data. Furthermore, we introduce the generalized approximate cross validation function to select the hyperparameters which affect the performance of SVQR. Experimental results are the presented, which illustrate the performance of the proposed SVQR.

Nonparametric estimation of the discontinuous variance function using adjusted residuals (잔차 수정을 이용한 불연속 분산함수의 비모수적 추정)

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
    • /
    • v.27 no.1
    • /
    • pp.111-120
    • /
    • 2016
  • In usual, the discontinuous variance function was estimated nonparametrically using a kernel type estimator with data sets split by an estimated location of the change point. Kang et al. (2000) proposed the Gasser-$M{\ddot{u}}ller$ type kernel estimator of the discontinuous regression function using the adjusted observations of response variable by the estimated jump size of the change point in $M{\ddot{u}}ller$ (1992). The adjusted observations might be a random sample coming from a continuous regression function. In this paper, we estimate the variance function using the Nadaraya-Watson kernel type estimator using the adjusted squared residuals by the estimated location of the change point in the discontinuous variance function like Kang et al. (2000) did. The rate of convergence of integrated squared error of the proposed variance estimator is derived and numerical work demonstrates the improved performance of the method over the exist one with simulated examples.

Indoor Environment Recognition of Mobile Robot Using SVR (SVR을 이용한 이동로봇의 실내환경 인식)

  • Shim, Jun-Hong;Choi, Jeong-Won
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
    • /
    • v.24 no.8
    • /
    • pp.119-125
    • /
    • 2010
  • This paper proposes a new solution about physical problem of autonomous mobile robots system using ultrasonic sensors. An mobile robot uses several sensors for recognition of its circumstance. However, such sensor data are not accurate all the time. A means of removing the noise that sensor data contains constantly, It is possible for simulation to estimate its circumstance based on ultrasonic sensor data by learning algorithm SVR(Support Vector Regression). To use SVR, it is being selected parameter and kernel which are the component of SVR. Selecting the component of SVR, the most accurate parameter data was selected through the tests because it is not existed determined data. In addition, choosing the kernel uses RBF(Radial Basis Function) kernel which is the most generalized. This paper proposes SVR based algorithm to compensate for the above demerits of ultrasonic sensor through the experimentation under three different environments.

A Study of the Valid Model(Kernel Regression) of Main Feed-Water for Turbine Cycle (주급수 유량의 유효 모델(커널 회귀)에 대한 연구)

  • Yang, Hac-Jin;Kim, Seong-Kun
    • Journal of the Korea Academia-Industrial cooperation Society
    • /
    • v.20 no.12
    • /
    • pp.663-670
    • /
    • 2019
  • Corrective thermal performance analysis is required for power plants' turbine cycles to determine the performance status of the cycle and improve the economic operation of the power plant. We developed a sectional classification method for the main feed-water flow to make precise corrections for the performance analysis based on the Performance Test Code (PTC) of the American Society of Mechanical Engineers (ASME). The method was developed for the estimation of the turbine cycle performance in a classified section. The classification is based on feature identification of the correlation status of the main feed-water flow measurements. We also developed predictive algorithms for the corrected main feed-water through a Kernel Regression (KR) model for each classified feature area. The method was compared with estimation using an Artificial Neural Network (ANN). The feature classification and predictive model provided more practical and reliable methods for the corrective thermal performance analysis of a turbine cycle.