• Title/Summary/Keyword: nonparametric density estimation

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Confidence Interval for the Difference or Ratio of Two Median Failure Times from Clustered Survival Data

  • Lee, Seung-Yeoun;Jung, Sin-Ho
    • The Korean Journal of Applied Statistics
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    • v.22 no.2
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    • pp.355-364
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    • 2009
  • A simple method is proposed for constructing nonparametric confidence intervals for the difference or ratio of two median failure times. The method applies when clustered survival data with censoring is randomized either (I) under cluster randomization or (II) subunit randomization. This method is simple to calculate and is based on non-parametric density estimation. The proposed method is illustrated with the otology study data and HL-A antigen study data. Moreover, the simulation results are reported for practical sample sizes.

Generalization of Fisher′s linear discriminant analysis via the approach of sliced inverse regression

  • Chen, Chun-Houh;Li, Ker-Chau
    • Journal of the Korean Statistical Society
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    • v.30 no.2
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    • pp.193-217
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    • 2001
  • Despite of the rich literature in discriminant analysis, this complicated subject remains much to be explored. In this article, we study the theoretical foundation that supports Fisher's linear discriminant analysis (LDA) by setting up the classification problem under the dimension reduction framework as in Li(1991) for introducing sliced inverse regression(SIR). Through the connection between SIR and LDA, our theory helps identify sources of strength and weakness in using CRIMCOORDS(Gnanadesikan 1977) as a graphical tool for displaying group separation patterns. This connection also leads to several ways of generalizing LDA for better exploration and exploitation of nonlinear data patterns.

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Bootstrap Simulation for Performance Evaluation of Optical Multifiber Connectors (붓스크랩 기법을 이용한 다심 광커넥터 손실특성 예측)

  • 전오곤;강기훈
    • Journal of Korean Society for Quality Management
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    • v.26 no.4
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    • pp.250-264
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    • 1998
  • The purpose of the thesis is to develop simulation program for forecasting of optical connector. So we can achieve the time and the money saving for making the optical connector. Optical performance (insertion loss) of optical connector mainly relies on 3 misalignment factors-ferrule factor due to mis-manufacture from design, auto-centering effect that is fiber behavior phenomena between hole and fiber, fiber misalignment factor. Simulation use experimental data with auto-centering effect and fiber factor and use pseudo data with ferrule through random number generation because it is developing stage. In this study we a, pp.y kernel density estimation method with experimental data in order to know whether it belong to or not specific parametric distribution family. And we simulate to forecast insertion loss of optical multifiber connector under specific design model using nonparametric bootstrap resampling data and parametric pseudo samples from uniform distribution. We obtain the tolerance specifications of misalignment factors satisfying not exceed in maximum 1.0dB and choose optimal hole diameter.

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A Study on the Point-Mass Filter for Nonlinear State-Space Models (비선형 상태공간 모델을 위한 Point-Mass Filter 연구)

  • Yeongkwon Choe
    • Journal of Industrial Technology
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    • v.43 no.1
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    • pp.57-62
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    • 2023
  • In this review, we introduce the non-parametric Bayesian filtering algorithm known as the point-mass filter (PMF) and discuss recent studies related to it. PMF realizes Bayesian filtering by placing a deterministic grid on the state space and calculating the probability density at each grid point. PMF is known for its robustness and high accuracy compared to other nonparametric Bayesian filtering algorithms due to its uniform sampling. However, a drawback of PMF is its inherently high computational complexity in the prediction phase. In this review, we aim to understand the principles of the PMF algorithm and the reasons for the high computational complexity, and summarize recent research efforts to overcome this challenge. We hope that this review contributes to encouraging the consideration of PMF applications for various systems.

A pooled Bayes test of independence using restricted pooling model for contingency tables from small areas

  • Jo, Aejeong;Kim, Dal Ho
    • Communications for Statistical Applications and Methods
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    • v.29 no.5
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    • pp.547-559
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    • 2022
  • For a chi-squared test, which is a statistical method used to test the independence of a contingency table of two factors, the expected frequency of each cell must be greater than 5. The percentage of cells with an expected frequency below 5 must be less than 20% of all cells. However, there are many cases in which the regional expected frequency is below 5 in general small area studies. Even in large-scale surveys, it is difficult to forecast the expected frequency to be greater than 5 when there is small area estimation with subgroup analysis. Another statistical method to test independence is to use the Bayes factor, but since there is a high ratio of data dependency due to the nature of the Bayesian approach, the low expected frequency tends to decrease the precision of the test results. To overcome these limitations, we will borrow information from areas with similar characteristics and pool the data statistically to propose a pooled Bayes test of independence in target areas. Jo et al. (2021) suggested hierarchical Bayesian pooling models for small area estimation of categorical data, and we will introduce the pooled Bayes factors calculated by expanding their restricted pooling model. We applied the pooled Bayes factors using bone mineral density and body mass index data from the Third National Health and Nutrition Examination Survey conducted in the United States and compared them with chi-squared tests often used in tests of independence.

Condition Assessment for Wind Turbines with Doubly Fed Induction Generators Based on SCADA Data

  • Sun, Peng;Li, Jian;Wang, Caisheng;Yan, Yonglong
    • Journal of Electrical Engineering and Technology
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    • v.12 no.2
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    • pp.689-700
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    • 2017
  • This paper presents an effective approach for wind turbine (WT) condition assessment based on the data collected from wind farm supervisory control and data acquisition (SCADA) system. Three types of assessment indices are determined based on the monitoring parameters obtained from the SCADA system. Neural Networks (NNs) are used to establish prediction models for the assessment indices that are dependent on environmental conditions such as ambient temperature and wind speed. An abnormal level index (ALI) is defined to quantify the abnormal level of the proposed indices. Prediction errors of the prediction models follow a normal distribution. Thus, the ALIs can be calculated based on the probability density function of normal distribution. For other assessment indices, the ALIs are calculated by the nonparametric estimation based cumulative probability density function. A Back-Propagation NN (BPNN) algorithm is used for the overall WT condition assessment. The inputs to the BPNN are the ALIs of the proposed indices. The network structure and the number of nodes in the hidden layer are carefully chosen when the BPNN model is being trained. The condition assessment method has been used for real 1.5 MW WTs with doubly fed induction generators. Results show that the proposed assessment method could effectively predict the change of operating conditions prior to fault occurrences and provide early alarming of the developing faults of WTs.

Multi-focus Image Fusion Technique Based on Parzen-windows Estimates (Parzen 윈도우 추정에 기반한 다중 초점 이미지 융합 기법)

  • Atole, Ronnel R.;Park, Daechul
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.8 no.4
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    • pp.75-88
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    • 2008
  • This paper presents a spatial-level nonparametric multi-focus image fusion technique based on kernel estimates of input image blocks' underlying class-conditional probability density functions. Image fusion is approached as a classification task whose posterior class probabilities, P($wi{\mid}Bikl$), are calculated with likelihood density functions that are estimated from the training patterns. For each of the C input images Ii, the proposed method defines i classes wi and forms the fused image Z(k,l) from a decision map represented by a set of $P{\times}Q$ blocks Bikl whose features maximize the discriminant function based on the Bayesian decision principle. Performance of the proposed technique is evaluated in terms of RMSE and Mutual Information (MI) as the output quality measures. The width of the kernel functions, ${\sigma}$, were made to vary, and different kernels and block sizes were applied in performance evaluation. The proposed scheme is tested with C=2 and C=3 input images and results exhibited good performance.

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The Study on Application of Regional Frequency Analysis using Kernel Density Function (핵밀도 함수를 이용한 지역빈도해석의 적용에 관한 연구)

  • Oh, Tae-Suk;Kim, Jong-Suk;Moon, Young-Il;Yoo, Seung-Yeon
    • Journal of Korea Water Resources Association
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    • v.39 no.10 s.171
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    • pp.891-904
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    • 2006
  • The estimation of the probability precipitation is essential for the design of hydrologic projects. The techniques to calculate the probability precipitation can be determined by the point frequency analysis and the regional frequency analysis. The regional frequency analysis includes index-flood technique and L-moment technique. In the regional frequency analysis, even if the rainfall data passed homogeneity, suitable distributions can be different at each point. However, the regional frequency analysis can supplement the lacking precipitation data. Therefore, the regional frequency analysis has weaknesses compared to parametric point frequency analysis because of suppositions about probability distributions. Therefore, this paper applies kernel density function to precipitation data so that homogeneity is defined. In this paper, The data from 16 rainfall observatories were collected and managed by the Korea Meteorological Administration to achieve the point frequency analysis and the regional frequency analysis. The point frequency analysis applies parametric technique and nonparametric technique, and the regional frequency analysis applies index-flood techniques and L-moment techniques. Also, the probability precipitation was calculated by the regional frequency analysis using variable kernel density function.

Investigating the future changes of extreme precipitation indices in Asian regions dominated by south Asian summer monsoon

  • Deegala Durage Danushka Prasadi Deegala;Eun-Sung Chung
    • Proceedings of the Korea Water Resources Association Conference
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    • 2023.05a
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    • pp.174-174
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    • 2023
  • The impact of global warming on the south Asian summer monsoon is of critical importance for the large population of this region. This study aims to investigate the future changes of the precipitation extremes during pre-monsoon and monsoon, across this region in a more organized regional structure. The study area is divided into six major divisions based on the Köppen-Geiger's climate structure and 10 sub-divisions considering the geographical locations. The future changes of extreme precipitation indices are analyzed for each zone separately using five indices from ETCCDI (Expert Team on Climate Change Detection and Indices); R10mm, Rx1day, Rx5day, R95pTOT and PRCPTOT. 10 global climate model (GCM) outputs from the latest CMIP6 under four combinations of SSP-RCP scenarios (SSP1-2.6, SSP2-4.5, SSP3-7.0, and SSP5-8.5) are used. The GCMs are bias corrected using nonparametric quantile transformation based on the smoothing spline method. The future period is divided into near future (2031-2065) and far future (2066-2100) and then the changes are compared based on the historical period (1980-2014). The analysis is carried out separately for pre-monsoon (March, April, May) and monsoon (June, July, August, September). The methodology used to compare the changes is probability distribution functions (PDF). Kernel density estimation is used to plot the PDFs. For this study we did not use a multi-model ensemble output and the changes in each extreme precipitation index are analyzed GCM wise. From the results it can be observed that the performance of the GCMs vary depending on the sub-zone as well as on the precipitation index. Final conclusions are made by removing the poor performing GCMs and by analyzing the overall changes in the PDFs of the remaining GCMs.

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