• Title/Summary/Keyword: smoothing methods

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Exponential Smoothing with an Adaptive Response to Random Level Changes (임의의 수준변화에 적절히 반응할 수 있는 지수이동가중평균법)

  • Jun, Duk-Bin
    • Journal of Korean Institute of Industrial Engineers
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    • v.16 no.2
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    • pp.129-134
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    • 1990
  • Exponential smoothing methods have enjoyed a long history of successful applications and have been used in forecasting for many years. However, it has been long known that one of the deficiencies of the method is an inability to respond quickly to interventions to interruptions, or to large changes in level of the underlying process. An exponential smoothing method adaptive to repeated random level changes is proposed using a change-detection statistic derived from a simple dynamic linear model. The results are compared with Trigg and Leach's and the exponential smoothing methods.

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Smoothing Parameter Selection Using Multifold Cross-Validation in Smoothing Spline Regressions

  • Hong, Changkon;Kim, Choongrak;Yoon, Misuk
    • Communications for Statistical Applications and Methods
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    • v.5 no.2
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    • pp.277-285
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    • 1998
  • The smoothing parameter $\lambda$ in smoothing spline regression is usually selected by minimizing cross-validation (CV) or generalized cross-validation (GCV). But, simple CV or GCV is poor candidate for estimating prediction error. We defined MGCV (Multifold Generalized Cross-validation) as a criterion for selecting smoothing parameter in smoothing spline regression. This is a version of cross-validation using $leave-\kappa-out$ method. Some numerical results comparing MGCV and GCV are done.

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Noise reduction for mesh smoothing of 3D mesh data

  • Hyeon, Dae-Hwan;WhangBo, Taeg-Keun
    • International Journal of Contents
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    • v.5 no.4
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    • pp.1-6
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    • 2009
  • In this paper, we propose a mesh smoothing method for mesh models with noise. The proposed method enables not only the removal of noise from the vertexes but the preservation and smoothing of shape recognized as edges and comers. The magnitude ratio of 2D area and 3D volume in mesh data is adopted for the smoothing of noise. Comparing with previous smoothing methods, this method does not need many iteration of the smoothing process and could preserve the shape of original model. Experimental results demonstrate improved performance of the proposed approach in 3D mesh smoothing.

Prediction and Classification Using Projection Pursuit Regression with Automatic Order Selection

  • Park, Heon Jin;Choi, Daewoo;Koo, Ja-Yong
    • Communications for Statistical Applications and Methods
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    • v.7 no.2
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    • pp.585-596
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    • 2000
  • We developed a macro for prediction and classification using profection pursuit regression based on Friedman (1984b) and Hwang, et al. (1994). In the macro, the order of the Hermite functions can be selected automatically. In projection pursuit regression, we compare several smoothing methods such as super smoothing, smoothing with the Hermite functions. Also, classification methods applied to German credit data are compared.

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ANALYSIS OF A SMOOTHING METHOD FOR SYMMETRIC CONIC LINEAR PROGRAMMING

  • Liu Yong-Jin;Zhang Li-Wei;Wang Yin-He
    • Journal of applied mathematics & informatics
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    • v.22 no.1_2
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    • pp.133-148
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    • 2006
  • This paper proposes a smoothing method for symmetric conic linear programming (SCLP). We first characterize the central path conditions for SCLP problems with the help of Chen-Harker-Kanzow-Smale smoothing function. A smoothing-type algorithm is constructed based on this characterization and the global convergence and locally quadratic convergence for the proposed algorithm are demonstrated.

Comparison Analysis of Methods for Smoothing the Stream Profiles Extracted from Digital Elevation Models and Suggestion of a New Smoothing Method (DEM에서 추출한 하천종단곡선의 평활화 방법 고찰 및 새로운 방법의 제안)

  • Byun, Jongmin;Seong, Yeong Bae
    • Journal of the Korean Geographical Society
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    • v.49 no.3
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    • pp.339-356
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    • 2014
  • Easy access to DEMs and the development of technology treating DEMs make it easier to extract stream longitudinal profiles from DEMs than previously done. Since such profiles possess many problems such as artificial flats and steps, it should be required for them to be smoothed like natural profiles to estimate gradient values along those sections. However smoothing itself comes with much distortion of raw profile from original DEMs. There has been no research evaluating quantitatively the effects due to smoothing process. Here we attempt to quantify the effects of major smoothing methods on raw and real profiles, suggest a new method to overcome the limitations of them, and evaluate it. This study not only suggests a new smoothing method, but also provides a guideline for choosing a proper smoothing method.

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A nonlinear transformation methods for GMM to improve over-smoothing effect

  • Chae, Yi Geun
    • Journal of Advanced Marine Engineering and Technology
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    • v.38 no.2
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    • pp.182-187
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    • 2014
  • We propose nonlinear GMM-based transformation functions in an attempt to deal with the over-smoothing effects of linear transformation for voice processing. The proposed methods adopt RBF networks as a local transformation function to overcome the drawbacks of global nonlinear transformation functions. In order to obtain high-quality modifications of speech signals, our voice conversion is implemented using the Harmonic plus Noise Model analysis/synthesis framework. Experimental results are reported on the English corpus, MOCHA-TIMIT.

Estimation of Smoothing Constant of Minimum Variance and its Application to Industrial Data

  • Takeyasu, Kazuhiro;Nagao, Kazuko
    • Industrial Engineering and Management Systems
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    • v.7 no.1
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    • pp.44-50
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    • 2008
  • Focusing on the exponential smoothing method equivalent to (1, 1) order ARMA model equation, a new method of estimating smoothing constant using exponential smoothing method is proposed. This study goes beyond the usual method of arbitrarily selecting a smoothing constant. First, an estimation of the ARMA model parameter was made and then, the smoothing constants. The empirical example shows that the theoretical solution satisfies minimum variance of forecasting error. The new method was also applied to the stock market price of electrical machinery industry (6 major companies in Japan) and forecasting was accomplished. Comparing the results of the two methods, the new method appears to be better than the ARIMA model. The result of the new method is apparently good in 4 company data and is nearly the same in 2 company data. The example provided shows that the new method is much simpler to handle than ARIMA model. Therefore, the proposed method would be better in these general cases. The effectiveness of this method should be examined in various cases.

Choice of the Kernel Function in Smoothing Moment Restrictions for Dependent Processes

  • Lee, Jin
    • Communications for Statistical Applications and Methods
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    • v.16 no.1
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    • pp.137-141
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    • 2009
  • We study on selecting the kernel weighting function in smoothing moment conditions for dependent processes. For hypothesis testing in Generalized Method of Moments or Generalized Empirical Likelihood context, we find that smoothing moment conditions by Bartlett kernel delivers smallest size distortions based on empirical Edgeworth expansions of the long-run variance estimator.

Edge-Preserving Iterative Reconstruction in Transmission Tomography Using Space-Variant Smoothing (투과 단층촬영에서 공간가변 평활화를 사용한 경계보존 반복연산 재구성)

  • Jung, Ji Eun;Ren, Xue;Lee, Soo-Jin
    • Journal of Biomedical Engineering Research
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    • v.38 no.5
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    • pp.219-226
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    • 2017
  • Penalized-likelihood (PL) reconstruction methods for transmission tomography are known to provide improved image quality for reduced dose level by efficiently smoothing out noise while preserving edges. Unfortunately, however, most of the edge-preserving penalty functions used in conventional PL methods contain at least one free parameter which controls the shape of a non-quadratic penalty function to adjust the sensitivity of edge preservation. In this work, to avoid difficulties in finding a proper value of the free parameter involved in a non-quadratic penalty function, we propose a new adaptive method of space-variant smoothing with a simple quadratic penalty function. In this method, the smoothing parameter is adaptively selected for each pixel location at each iteration by using the image roughness measured by a pixel-wise standard deviation image calculated from the previous iteration. The experimental results demonstrate that our new method not only preserves edges, but also suppresses noise well in monotonic regions without requiring additional processes to select free parameters that may otherwise be included in a non-quadratic penalty function.