• Title/Summary/Keyword: non-parametric

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Prediction Intervals for Day-Ahead Photovoltaic Power Forecasts with Non-Parametric and Parametric Distributions

  • Fonseca, Joao Gari da Silva Junior;Ohtake, Hideaki;Oozeki, Takashi;Ogimoto, Kazuhiko
    • Journal of Electrical Engineering and Technology
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    • v.13 no.4
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    • pp.1504-1514
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    • 2018
  • The objective of this study is to compare the suitability of a non-parametric and 3 parametric distributions in the characterization of prediction intervals of photovoltaic power forecasts with high confidence levels. The prediction intervals of the forecasts are calculated using a method based on recent past data similar to the target forecast input data, and on a distribution assumption for the forecast error. To compare the suitability of the distributions, prediction intervals were calculated using the proposed method and each of the 4 distributions. The calculations were done for one year of day-ahead forecasts of hourly power generation of 432 PV systems. The systems have different sizes and specifications, and are installed in different locations in Japan. The results show that, in general, the non-parametric distribution assumption for the forecast error yielded the best prediction intervals. For example, with a confidence level of 85% the use of the non-parametric distribution assumption yielded a median annual forecast error coverage of 86.9%. This result was close to the one obtained with the Laplacian distribution assumption (87.8% of coverage for the same confidence level). Contrasting with that, using a Gaussian and Hyperbolic distributions yielded median annual forecast error coverage of 89.5% and 90.5%.

Application of machine learning models for estimating house price (단독주택가격 추정을 위한 기계학습 모형의 응용)

  • Lee, Chang Ro;Park, Key Ho
    • Journal of the Korean Geographical Society
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    • v.51 no.2
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    • pp.219-233
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    • 2016
  • In social science fields, statistical models are used almost exclusively for causal explanation, and explanatory modeling has been a mainstream until now. In contrast, predictive modeling has been rare in the fields. Hence, we focus on constructing the predictive non-parametric model, instead of the explanatory model. Gangnam-gu, Seoul was chosen as a study area and we collected single-family house sales data sold between 2011 and 2014. We applied non-parametric models proposed in machine learning area including generalized additive model(GAM), random forest, multivariate adaptive regression splines(MARS) and support vector machines(SVM). Models developed recently such as MARS and SVM were found to be superior in predictive power for house price estimation. Finally, spatial autocorrelation was accounted for in the non-parametric models additionally, and the result showed that their predictive power was enhanced further. We hope that this study will prompt methodology for property price estimation to be extended from traditional parametric models into non-parametric ones.

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Spectral analysis of random process

  • Akizuki, Kageo
    • 제어로봇시스템학회:학술대회논문집
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    • 1994.10a
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    • pp.13-20
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    • 1994
  • The spectrum estimation methods of random processes are expressed in this paper. Beginning with the basic theory, non-parametric and parametric methods are overviewed. As to non-parametric method, numerical calculation method is also discussed. As to parametric method, AR model is a very famous and effective model representing random process. Estimation methods of AR parameters which have been proposed are mentioned here. Wavelet analysis is a recently interested technique in signal processing. An application of wavelet analysis is also shown.

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Design of Non-Parametric Detectors with MMSE (최소평균자승에러 알고리듬을 이용한 non-parametric 검파기 설계)

  • 공형윤
    • Proceedings of the IEEK Conference
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    • 1998.10a
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    • pp.171-174
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    • 1998
  • A class of non-parametric detectors based on quantized m-dimensional noise sample space is introduced. Due to assuming the nongaussian noise as a channel model, it is not easy to design the detector through estimating the unknown functional form of noise; instead equiprobably partitioning m-dimensional noise into a finite number of regions, using a VQ and quantiles obtained by RMSA algorithm is used in this paper to design detectors. To show the comparison of performance between single sample detector and system suggested here, Monte-Carlo simulations were used. The effect of signal pulse shape on the receiver performance is analyzed too.

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A new approach for content-based video retrieval

  • Kim, Nac-Woo;Lee, Byung-Tak;Koh, Jai-Sang;Song, Ho-Young
    • International Journal of Contents
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    • v.4 no.2
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    • pp.24-28
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    • 2008
  • In this paper, we propose a new approach for content-based video retrieval using non-parametric based motion classification in the shot-based video indexing structure. Our system proposed in this paper has supported the real-time video retrieval using spatio-temporal feature comparison by measuring the similarity between visual features and between motion features, respectively, after extracting representative frame and non-parametric motion information from shot-based video clips segmented by scene change detection method. The extraction of non-parametric based motion features, after the normalized motion vectors are created from an MPEG-compressed stream, is effectively fulfilled by discretizing each normalized motion vector into various angle bins, and by considering the mean, variance, and direction of motion vectors in these bins. To obtain visual feature in representative frame, we use the edge-based spatial descriptor. Experimental results show that our approach is superior to conventional methods with regard to the performance for video indexing and retrieval.

Video retrieval method using non-parametric based motion classification (비-파라미터 기반의 움직임 분류를 통한 비디오 검색 기법)

  • Kim Nac-Woo;Choi Jong-Soo
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.43 no.2 s.308
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    • pp.1-11
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    • 2006
  • In this paper, we propose the novel video retrieval algorithm using non-parametric based motion classification in the shot-based video indexing structure. The proposed system firstly gets the key frame and motion information from each shot segmented by scene change detection method, and then extracts visual features and non-parametric based motion information from them. Finally, we construct real-time retrieval system supporting similarity comparison of these spatio-temporal features. After the normalized motion vector fields is created from MPEG compressed stream, the extraction of non-parametric based motion feature is effectively achieved by discretizing each normalized motion vectors into various angle bins, and considering a mean, a variance, and a direction of these bins. We use the edge-based spatial descriptor to extract the visual feature in key frames. Experimental evidence shows that our algorithm outperforms other video retrieval methods for image indexing and retrieval. To index the feature vectors, we use R*-tree structures.

Auto-parametric resonance of framed structures under periodic excitations

  • Li, Yuchun;Gou, Hongliang;Zhang, Long;Chang, Chenyu
    • Structural Engineering and Mechanics
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    • v.61 no.4
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    • pp.497-510
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    • 2017
  • A framed structure may be composed of two sub-structures, which are linked by a hinged joint. One sub-structure is the primary system and the other is the secondary system. The primary system, which is subjected to the periodic external load, can give rise to an auto-parametric resonance of the second system. Considering the geometric-stiffness effect produced by the axially internal force, the element equation of motion is derived by the extended Hamilton's principle. The element equations are then assembled into the global non-homogeneous Mathieu-Hill equations. The Newmark's method is introduced to solve the time-history responses of the non-homogeneous Mathieu-Hill equations. The energy-growth exponent/coefficient (EGE/EGC) and a finite-time Lyapunov exponent (FLE) are proposed for determining the auto-parametric instability boundaries of the structural system. The auto-parametric instabilities are numerically analyzed for the two frames. The influence of relative stiffness between the primary and secondary systems on the auto-parametric instability boundaries is investigated. A phenomenon of the "auto-parametric internal resonance" (the auto-parametric resonance of the second system induced by a normal resonance of the primary system) is predicted through the two numerical examples. The risk of auto-parametric internal resonance is emphasized. An auto-parametric resonance experiment of a ${\Gamma}$-shaped frame is conducted for verifying the theoretical predictions and present calculation method.

Bootstrap simulation for quantification of uncertainty in risk assessment

  • Chang, Ki-Yoon;Hong, Ki-Ok;Pak, Son-Il
    • Korean Journal of Veterinary Research
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    • v.47 no.2
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    • pp.259-263
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    • 2007
  • The choice of input distribution in quantitative risk assessments modeling is of great importance to get unbiased overall estimates, although it is difficult to characterize them in situations where data available are too sparse or small. The present study is particularly concerned with accommodation of uncertainties commonly encountered in the practice of modeling. The authors applied parametric and non-parametric bootstrap simulation methods which consist of re-sampling with replacement, in together with the classical Student-t statistics based on the normal distribution. The implications of these methods were demonstrated through an empirical analysis of trade volume from the amount of chicken and pork meat imported to Korea during the period of 1998-2005. The results of bootstrap method were comparable to the classical techniques, indicating that bootstrap can be an alternative approach in a specific context of trade volume. We also illustrated on what extent the bias corrected and accelerated non-parametric bootstrap method produces different estimate of interest, as compared by non-parametric bootstrap method.

A Research of the Reliability Analysis and Application Method Based on Non-parametric Statistics Using Field Data (야전 운용자료를 이용한 비 모수 통계 기반의 신뢰도 분석 기법 및 활용 방안 연구)

  • Na, Il-Yong
    • Journal of the Korea Institute of Military Science and Technology
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    • v.13 no.4
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    • pp.594-600
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    • 2010
  • In this paper, we introduced non-parametric statisticals method that could analyse the field data and proposed application ways such as repair-part demand forcasting, MTBF estimation and trend analysis, identity comparison with two populations using the analytical results. In addition, we applied that to real field data which has been collected for about ten years from K series tracked vehicle. After that, we compared the results with those using traditional parametric statistical method, and verified the usability of them.

A study comparison of mortality projection using parametric and non-parametric model (모수와 비모수 모형을 활용한 사망률 예측 비교 연구)

  • Kim, Soon-Young;Oh, Jinho
    • The Korean Journal of Applied Statistics
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    • v.30 no.5
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    • pp.701-717
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    • 2017
  • The interest of Korean society and government on future demographic structures is increasing due to rapid aging. Korea's mortality rate is decreasing, but the declined gap is variable. In this study, we compare the Lee-Carter, Lee-Miller, Booth-Maindonald-Smith model and functional data model (FDM) as well as Coherent FDM using non-parametric smoothing technique. We are then examine a reasonable model for projecting on mortality declined rate trend in terms of accuracy of mortality rate by ages and life expectancy. The possibility of using non-parametric techniques for the prediction of mortality in Korea was also examined. Based on the analysis results, FDM and Coherent FDM, which uses the non-parametric technique and reflects the trend of recent data, are excellent. As a result, FDM and Coherent FDM are good fit, and predictability is also excellent assuming no significant future changes.