• 제목/요약/키워드: nonparametric density estimation

검색결과 49건 처리시간 0.025초

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

  • Lee, Seung-Yeoun;Jung, Sin-Ho
    • 응용통계연구
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    • 제22권2호
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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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    • 제30권2호
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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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붓스크랩 기법을 이용한 다심 광커넥터 손실특성 예측 (Bootstrap Simulation for Performance Evaluation of Optical Multifiber Connectors)

  • 전오곤;강기훈
    • 품질경영학회지
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    • 제26권4호
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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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비선형 상태공간 모델을 위한 Point-Mass Filter 연구 (A Study on the Point-Mass Filter for Nonlinear State-Space Models)

  • 최영권
    • 산업기술연구
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    • 제43권1호
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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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    • 제29권5호
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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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    • 제12권2호
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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.

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

  • ;박대철
    • 한국인터넷방송통신학회논문지
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    • 제8권4호
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    • pp.75-88
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    • 2008
  • 본 논문은 입력 이미지 블록의 클래스 조건부 확률 밀도 함수의 커널 추정에 기반한 공간 영역에서의 다중초점 이미지 융합 기법을 제안한다. 이미지 융합 문제를 시험 패턴으로부터 추정된 유사 밀도 함수에 의해 사후 클래스 확률, P($w_{i}{\mid}B_{ikl}$),을 계산하는 분류 임무로 접근하였다. C개의 입력 이미지 $I_{i}$에 대하여 제안한 방법은 i 클래스 $w_{i}$를 정의하고 베이즈 결정 원리에 기초하여 판별 함수를 최대화하는 PxQ 블록 $B_{ikl}$의 집합에 의해 표현되는 결정 지도로 부터 융합 이미지 Z(k,l)를 형성한다. 출력 화질의 척도로서 RMSE 와 상호 정보량인 MI를 사용하여 제안한 기법의 성능이 평가되었다. 커널 함수의 폭 ${\sigma}$ 도 변화시키고, 다른 종류의 커널과 블록 크기를 변화시켜 가며 성능평가를 수행하였다. 제안한 가법은 C=2 와 C=3에 대하여 시험하였고 시험 결과는 좋은 성능을 보였다.

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

  • 오태석;김종석;문영일;유승연
    • 한국수자원학회논문집
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    • 제39권10호
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    • pp.891-904
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    • 2006
  • 합리적인 수공구조물의 설계를 위해서 확률강우량의 산정은 필수적이며, 확률 강우량을 산정하는 기법은 크게 지점빈도해석과 지역빈도해석으로 구분 지을 수 있다 이 중에서 지역빈도해석은 지점의 부족한 강우자료를 보완하기 위해서 L-모멘트로 확률분포형의 매개변수를 추정하고, 강우 계열의 동질성이 검정된 자료를 빈도분석하여 확률 강우량을 결정하는 기법이다. 이와 같은 지역빈도해석 기법은 매개변수를 선형조합하여 확률분포형의 종류와 크기 및 형상을 결정하여 확률 강우량을 산정하게 된다. 여기서 각 지점별 강우 자료들이 동질성 검정을 통과하였다 하더라도 지점별로 최적의 분포형이 다를 수 있으나, 부족한 강우자료를 보완하기 위해서 동일한 분포형을 따르는 것으로 가정하고 빈도해석을 수행하게 된다. 그러므로 지역빈도해석기법은 확률 분포형을 가정하고 강우자료를 적용하는 과정에서 기존에 매개변수적 빈도해석의 약점을 갖게 된다 따라서 본 연구에서는 변동핵밀도 함수를 동질성이 확보된 강우자료에 적용하여 빈도해석을 수행함으로써 기존의 빈도해석이 가지는 약점을 극복하고자 하였다. 본 연구에서는 기상청에서 관리하는 16개 강우관측소의 강우자료를 수집하여 매년최대 연강우량 계열을 구성해 지점빈도해석과 지역빈도해석을 수행하였다. 지점빈도해석은 매개변수적 기법과 비매개변수적 기법을 모두 적용하였으며, 지역빈도채석은 Index Flood 기법과 L-모멘트 기법을 적용하였다. 또한 변동핵밀도함수를 지역빈도해석에 적용하였으며, 각 기법별로 산정된 확률강우량을 비교 분석하였다.

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
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2023년도 학술발표회
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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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