• 제목/요약/키워드: kernel smoothing method

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Analysis of Hagen-Poiseuille Flow Using SPH

  • Min, Oakkey;Moon, Wonjoo;You, Sukbeom
    • Journal of Mechanical Science and Technology
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    • 제16권3호
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    • pp.395-402
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    • 2002
  • This paper shows how to formulate the transient analysis of 2-dimensional Hagen-Poiseuille flow using smoothed particle hydrodynamics (SPH). Treatments of viscosity, particle approximation and boundary conditions are explained. Numerical tests are calculated to examine effects caused by the number of particles, the number of particles per smoothing length, artificial viscosity and time increments for 2-dimensional Hagen-Poiseuille flow. Artificial viscosity for reducing the numerical instability directly affects the velocity of the flow, though effects of the other parameters do not produce as much effect as artificial viscosity. Numerical solutions using SPH show close agreement with the exact ones for the model flow, but SPH parameter must be chosen carefully Numerical solutions indicate that SPH is also an effective method for the analysis of 2-dimensional Hagen-Poiseuille flow.

A Note on Statistical Reports on the Korean Anthropometric Survey

  • Park Jinwoo;Lee Eun-kyung
    • Communications for Statistical Applications and Methods
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    • 제12권2호
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    • pp.425-433
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    • 2005
  • Most of national-wide surveys are summarized by some statistical tables and graphs. In spite of high costs to get statistical results from surveys, we often find some statistical problems in the statistical reports. In this paper, we point out some statistical problems for the Korean Anthropometric Survey report. Also, we suggest some alternatives which may avoid the illustrated problems.

Stationary Bootstrapping for the Nonparametric AR-ARCH Model

  • Shin, Dong Wan;Hwang, Eunju
    • Communications for Statistical Applications and Methods
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    • 제22권5호
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    • pp.463-473
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    • 2015
  • We consider a nonparametric AR(1) model with nonparametric ARCH(1) errors. In order to estimate the unknown function of the ARCH part, we apply the stationary bootstrap procedure, which is characterized by geometrically distributed random length of bootstrap blocks and has the advantage of capturing the dependence structure of the original data. The proposed method is composed of four steps: the first step estimates the AR part by a typical kernel smoothing to calculate AR residuals, the second step estimates the ARCH part via the Nadaraya-Watson kernel from the AR residuals to compute ARCH residuals, the third step applies the stationary bootstrap procedure to the ARCH residuals, and the fourth step defines the stationary bootstrapped Nadaraya-Watson estimator for the ARCH function with the stationary bootstrapped residuals. We prove the asymptotic validity of the stationary bootstrap estimator for the unknown ARCH function by showing the same limiting distribution as the Nadaraya-Watson estimator in the second step.

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

  • 허집
    • Journal of the Korean Data and Information Science Society
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    • 제23권1호
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    • pp.79-87
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    • 2012
  • Huh (2002)는 확률밀도함수가 하나의 불연속점을 가질 때, 한쪽방향커널함수를 이용하여 확률 밀도함수의 오른쪽과 왼쪽 커널추정량을 제시하여 그 차를 최대로 하는 점을 불연속점의 위치추정량으로 제안하였다. 커널추정량의 평활모수인 띠폭의 선택의 중요함은 익히 알려져 있다. 최대가능도 교차타당성은 확률밀도함수의 커널추정량에서 띠폭 선택의 기준으로 널리 쓰여지고 있다. 본 연구에서는 한쪽방향커널함수를 이용한 확률밀도함수의 오른쪽과 왼쪽 커널추정량들의 띠폭의 선택 방법을 Hart와 Yi (1998)의 한쪽방향교차타당성의 방법론을 최대가능도교차타당성에 적용하여 제안하고자 한다. 소표본 모의실험을 통하여 연구결과를 제시하고자 한다.

Hybrid CSA optimization with seasonal RVR in traffic flow forecasting

  • Shen, Zhangguo;Wang, Wanliang;Shen, Qing;Li, Zechao
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제11권10호
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    • pp.4887-4907
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    • 2017
  • Accurate traffic flow forecasting is critical to the development and implementation of city intelligent transportation systems. Therefore, it is one of the most important components in the research of urban traffic scheduling. However, traffic flow forecasting involves a rather complex nonlinear data pattern, particularly during workday peak periods, and a lot of research has shown that traffic flow data reveals a seasonal trend. This paper proposes a new traffic flow forecasting model that combines seasonal relevance vector regression with the hybrid chaotic simulated annealing method (SRVRCSA). Additionally, a numerical example of traffic flow data from The Transportation Data Research Laboratory is used to elucidate the forecasting performance of the proposed SRVRCSA model. The forecasting results indicate that the proposed model yields more accurate forecasting results than the seasonal auto regressive integrated moving average (SARIMA), the double seasonal Holt-Winters exponential smoothing (DSHWES), and the relevance vector regression with hybrid Chaotic Simulated Annealing method (RVRCSA) models. The forecasting performance of RVRCSA with different kernel functions is also studied.

Estimation of Hazard Function and its Associated Factors in Gastric Cancer Patients using Wavelet and Kernel Smoothing Methods

  • Ahmadi, Azadeh;Roudbari, Masoud;Gohari, Mahmood Reza;Hosseini, Bistoon
    • Asian Pacific Journal of Cancer Prevention
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    • 제13권11호
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    • pp.5643-5646
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    • 2012
  • Background and Objectives: Increase of mortality rates of gastric cancer in Iran and the world in recent years reveal necessity of studies on this disease. Here, hazard function for gastric cancer patients was estimated using Wavelet and Kernel methods and some related factors were assessed. Materials and Methods: Ninety-five gastric cancer patients in Fayazbakhsh Hospital between 1996 and 2003 were studied. The effects of age of patients, gender, stage of disease and treatment method on patient's lifetime were assessed. For data analyses, survival analyses using Wavelet method and Log-rank test in R software were used. Results: Nearly 25.3% of patients were female. Fourteen percent had surgery treatment and the rest had treatment without surgery. Three fourths died and the rest were censored. Almost 9.5% of patients were in early stages of the disease, 53.7% in locally advance stage and 36.8% in metastatic stage. Hazard function estimation with the wavelet method showed significant difference for stages of disease (P<0.001) and did not reveal any significant difference for age, gender and treatment method. Conclusion: Only stage of disease had effects on hazard and most patients were diagnosed in late stages of disease, which is possibly one of the most reasons for high hazard rate and low survival. Therefore, it seems to be necessary a public education about symptoms of disease by media and regular tests and screening for early diagnosis.

Sensitivity Study of Smoothed Particle Hydrodynamics

  • Kim, Yoo-Il;Nam, Bo-Woo;Kim, Yong-Hwan
    • Journal of Ship and Ocean Technology
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    • 제11권4호
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    • pp.29-54
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    • 2007
  • Systematic sensitivity analysis of smoothed particle hydrodynamics method (SPH), a gridless Lagrangian particle method, was carried out in this study. Unlike traditional grid-based numerical schemes, systematic sensitivity study for computational parameters is very limited for SPH. In this study, the effect of computational parameters in SPH simulation is explored through two-dimensional dam-breaking and sloshing problem. The parameters to be considered are the speed of sound, the type of kernel function, the frequency of density re-initialization, particle number, smoothing length and pressure extraction method. Through a series of numerical test, detailed information was obtained about how SPH solution can be more stabilized and improved by adjusting computational parameters.

평균제곱상대오차에 기반한 비모수적 예측 (A New Nonparametric Method for Prediction Based on Mean Squared Relative Errors)

  • 정석오;신기일
    • Communications for Statistical Applications and Methods
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    • 제15권2호
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    • pp.255-264
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    • 2008
  • 공변량 값이 주어졌을 때 반응변수의 값을 예측하는 데에는 평균제곱오차를 최소로 하는 것을 고려하는 것이 보통이지만, 최근 Park과 Shin (2005), Jones 등 (2007) 등에서 평균제곱오차대신 평균제곱상대오차에 기반한 예측을 연구한바 있다. 이 논문에서는 Jones 등 (2007)의 방법을 대체할 새로운 비모수적 예측법을 제안하고, 제안된 방법의 유효성을 뒷받침하는 간단한 모의실험 결과를 제공한다.

Partially linear multivariate regression in the presence of measurement error

  • Yalaz, Secil;Tez, Mujgan
    • Communications for Statistical Applications and Methods
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    • 제27권5호
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    • pp.511-521
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    • 2020
  • In this paper, a partially linear multivariate model with error in the explanatory variable of the nonparametric part, and an m dimensional response variable is considered. Using the uniform consistency results found for the estimator of the nonparametric part, we derive an estimator of the parametric part. The dependence of the convergence rates on the errors distributions is examined and demonstrated that proposed estimator is asymptotically normal. In main results, both ordinary and super smooth error distributions are considered. Moreover, the derived estimators are applied to the economic behaviors of consumers. Our method handles contaminated data is founded more effectively than the semiparametric method ignores measurement errors.

엔트로피 최대화를 이용한 새로운 밀도추정자의 설계 (Design of New Density Estimator with Entropy Maximization)

  • 김웅명;이현수
    • 한국정보과학회:학술대회논문집
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    • 한국정보과학회 2005년도 가을 학술발표논문집 Vol.32 No.2 (2)
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    • pp.796-798
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    • 2005
  • 본 연구에서는 엔트로피 이론을 사용하여 ICA(Independent Component Analysis) 점수함수를 생성하는 새로운 밀도추정자(Density Estimator)를 제안한다. 원 신호에 대한 밀도함수의 추정은 적당한 점수함수를 생성하기 위해 필요하고, 미분 가능한 밀도함수인 커널을 이용한 밀도추정법(Kernel Density Estimation)을 이용하여 점수함수를 생성하였다. 보다 빠른 점수함수의 생성을 위해서 식의 형태를 convolution 형태로 표현하였으며, ICA 학습을 위해서 결합엔트로피를 최대화(Joint Entropy Maximization)하는 방향으로 커널의 폭을 학습하였다. 이를 위해서 기울기 강하법(Gradient descent method)를 사용하였으며, 이러한 제약 사항은 새로운 밀도 추정자를 설계하기 위한 기본적인 개념을 나타낸다. 실험결과, 커널의 폭을 담당하는 smoothing parameters들이 일정한 값으로 학습함을 알 수 있었다.

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