• Communications for Statistical Applications and Methods
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• v.22 no.2
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• pp.159-172
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• 2015

This paper considers the problem of reconstructing an underlying signal from noisy data. This paper presents a reconstruction method based on synchrosqueezed wavelet transform recently developed for multiscale representation. Synchrosqueezed wavelet transform based on continuous wavelet transform is efficient to estimate the instantaneous frequency of each component that consist of a signal and to reconstruct components. However, an objective selection method for the optimal number of intrinsic mode type functions is required. The proposed method is obtained by coupling the synchrosqueezed wavelet transform with cross-validation scheme. Simulation studies and musical instrument sounds are used to compare the empirical performance of the proposed method with existing methods.

• Journal of the Korean Data and Information Science Society
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• v.28 no.2
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• pp.461-471
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• 2017

In this paper we propose a feature selection method identifying important features in the semivarying coefficient model. One important issue in semivarying coefficient model is how to estimate the parametric and nonparametric components. Another issue is how to identify important features in the varying and the constant effects. We propose a feature selection method able to address this issue using generalized cross validation functions of the varying coefficient least squares support vector regression (LS-SVR) and the linear LS-SVR. Numerical studies indicate that the proposed method is quite effective in identifying important features in the varying and the constant effects in the semivarying coefficient model.

• Journal of the Korean Data and Information Science Society
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• v.23 no.2
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• pp.385-392
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• 2012

Logistic regression is a well known binary classification method in the field of statistical learning. Mixed-effect regression models are widely used for the analysis of correlated data such as those found in longitudinal studies. We consider kernel extensions with semiparametric fixed effects and parametric random effects for the logistic regression. The estimation is performed through the penalized likelihood method based on kernel trick, and our focus is on the efficient computation and the effective hyperparameter selection. For the selection of optimal hyperparameters, cross-validation techniques are employed. Numerical results are then presented to indicate the performance of the proposed procedure.

• Journal of the Korean Data and Information Science Society
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• v.28 no.5
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• pp.971-980
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• 2017

The varying coefficient regression model has gained lots of attention since it is capable to model dynamic changes of regression coefficients in many regression problems of science. In this paper we propose a varying coefficient regression model that effectively considers the errors on both input and response variables, which utilizes the kernel method in estimating the varying coefficient which is the unknown nonlinear function of smoothing variables. We provide a generalized cross validation method for choosing the hyper-parameters which affect the performance of the proposed model. The proposed method is evaluated through numerical studies.

• Journal of the Korean Data and Information Science Society
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• v.21 no.5
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• pp.959-965
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• 2010

For multiclassification, it is often the case that some variables are not important while some variables are more important than others. We propose a novel algorithm for selecting such relevant variables for multiclassification. This algorithm is base on multiclass least squares support vector machine (LS-SVM), which uses results of multiclass LS-SVM using one-vs-all method. Experimental results are then presented which indicate the performance of the proposed method.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.15 no.12
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• pp.2511-2520
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• 2011

This paper describes the parameter adjustment method of fuzzy membership function to improve the performance of multi-sensor fusion system using adaptive fuzzy-Kalman filter and cross-validation. The adaptive fuzzy-Kanlman filter has two input parameters, variation of accelerometer measurements and residual error of Kalman filter. The filter estimates system noise R and measurement noise Q, then changes the Kalman gain. To evaluate proposed adaptive fuzzy-Kalman filter, we make the two-axis AHRS(Attitude Heading Reference System) using fusion of an accelerometer and a gyro sensor. Then we verified its performance by comparing to NAV420CA-100 to be used in various fields of airborne, marine and land applications.

• Journal of the Korean Data and Information Science Society
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• v.25 no.3
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• pp.677-684
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• 2014

Support vector quantile regression (SVQR) is capable of providing more complete description of the linear and nonlinear relationships among random variables. To improve the estimation performance of SVQR we propose to use SVQR ensemble with bagging (bootstrap aggregating), in which SVQRs are trained independently using the training data sets sampled randomly via a bootstrap method. Then, they are aggregated to obtain the estimator of the quantile regression function using the penalized objective function composed of check functions. Experimental results are then presented, which illustrate the performance of SVQR ensemble with bagging.

• Proceedings of the KOSOMBE Conference
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• v.1991 no.11
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• pp.93-95
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• 1991

As the ensemble averaged dZ/dt signal during exercise is smoothed, it is difficult to find the distinctive marks. The cross correlation function was made use of estmating these marks. LVET was calculated based on the calculated parameters of the characteristic points. For the accuracy validation, LVET calculated by hand, by the ensemble average and the cross correl at ion were compared.

• Journal of the Korean Institute of Intelligent Systems
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• v.11 no.4
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• pp.293-301
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• 2001

This paper reviews three methods to compute a pointwise confidence interval of neuro-fuzzy models and compares their estimation perfonnanee through simulations. The eOITl.putation methods under consideration include stacked generalization using cross-validation, predictive error bar in regressive models, and local reliability measure for the networks employing a local representation scheme. These methods implemented on the neuro-fuzzy models are applied to the problems of simple function approximation and chaotic time series prediction. The results of reliability estimation are compared both quantitatively and qualitatively.

• Communications for Statistical Applications and Methods
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• v.24 no.6
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• pp.673-683
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• 2017

The least absolute shrinkage and selection operator (LASSO) has been a popular regression estimator with simultaneous variable selection. However, LASSO does not have the oracle property and its robust version is needed in the case of heavy-tailed errors or serious outliers. We propose a robust penalized regression estimator which provide a simultaneous variable selection and estimator. It is based on the rank regression and the non-convex penalty function, the smoothly clipped absolute deviation (SCAD) function which has the oracle property. The proposed method combines the robustness of the rank regression and the oracle property of the SCAD penalty. We develop an efficient algorithm to compute the proposed estimator that includes a SCAD estimate based on the local linear approximation and the tuning parameter of the penalty function. Our estimate can be obtained by the least absolute deviation method. We used an optimal tuning parameter based on the Bayesian information criterion and the cross validation method. Numerical simulation shows that the proposed estimator is robust and effective to analyze contaminated data.