• Title/Summary/Keyword: Smoothing function

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A Study on Properties of the survival function Estimators with Weibull approximation

  • 이재만;차영준
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2003년도 춘계학술대회
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    • pp.109-119
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    • 2003
  • In this paper we propose a local smoothing of the Nelson type estimator for the survival function based on an approximation by the Weibull distribution function. It appears that Mean Square Error and Bias of the smoothed estimator of the Nelson type survival function estimator is significantly smaller then that of the smoothed estimator of the Kaplan-Meier survival function estimator.

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위그너-빌 분포함수의 계산시 창문함수의 적용에 의한 바이어스 오차 (The Bias Error due to Windows for the Wigner-Ville Distribution Estimation)

  • 박연규;김양한
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 1995년도 추계학술대회논문집; 한국종합전시장, 24 Nov. 1995
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    • pp.80-85
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    • 1995
  • Too see the effects of finite record on the estimation of WVD in practice, a window which has time varying length is examined. Its length increases linearly with time in the first half of the record, and decreases from the center of the record. The bias error due to this window decreases inversely proportionally to the window length as time increases in the first half. In the second half, the bias error increases and the resolution decreases as time increases. The bias error due to the smoothing of WVD, which is obtained by two-dimensional convolution of the true WVD and the smoothing window, which has fixed lengths along time and frequency axes, is derived for arbitrary smoothing window function. In the case of using a Gaussian window as a smoothing window, the bias error is found to be expressed as an infinite summation of differential operators. It is demonstrated that the derived formula is well applicable to the continuous WVD, but when WVD has some discontinuities, it shows the trend of the error. This is a consequence of the assumption of the derivation, that is the continuity of WVD. For windows other than Gaussian window, the derived equation is shown to be well applicable for the prediction of the bias error.

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지수평활을 이용한 법원 경매 정보 시스템의 낙찰가 예측방법 (A Forecasting Method for Court Auction Information System using Exponential Smoothing)

  • 오갑석
    • 한국컴퓨터정보학회논문지
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    • 제11권5호
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    • pp.59-67
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    • 2006
  • 본 논문에서는 지수평활을 이용한 법원경매 정보 시스템의 낙찰가 예측 방법을 제안하였다. 이 시스템은 권리분석을 위하여 낙찰가를 예측하고, 낙찰예측가에 따라 배당 정보를 제공하도록 설계되어 있으며 이를 구현하기 위하여 물건 자료의 입력 인터페이스와 정보 제공을 위한 웹 인터페이스를 구축하였다. 자료 입력 인터페이스는 자료의 입력, 수정, 삭제 기능을 가지며, 웹 인터페이스는 법원경매 물건을 중심으로 관련 정보를 제공한다. 실시간 정보 제공에 초점을 두고 자동 권리분석이 가능하도록 하기 위하여 낙찰가를 시계열 자료로 표현하여 지수평활을 이용한 낙찰예상가를 예측하는 방법을 제안하고, 기존의 방법과 비교 실험을 통하여 제안방법의 유효성을 검증한다.

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평활(平滑) 모수(母數) 선택(選擇)에 기준(基準)한 적합도(適合度) 검정(檢定) (Goodness-of-Fit Test Based on Smoothing Parameter Selection Criteria)

  • 김종태
    • Journal of the Korean Data and Information Science Society
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    • 제4권
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    • pp.137-146
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    • 1993
  • The Proposed goodness-of-fit test Statistic $\hat{\lambda}_{\alpha}$ derived from the test Statistc in Kim (1992) is itself a smoothing parameter which is selected to minimize an estimated MISE for a truncated series estimator, $d_{\hat{\lambda}{n}}$, of the comparison density function. Therefore, this test statistic leads immediately to a point estimate of the density function in the event that $H_{0}$ is ejected. The limiting distribution of $\hat{\lambda}_{\alpha}$ was obtained under the null hypothesis. It is also shown that this test is consistent against fixed alternatives.

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A FRAMEWORK TO UNDERSTAND THE ASYMPTOTIC PROPERTIES OF KRIGING AND SPLINES

  • Furrer Eva M.;Nychka Douglas W.
    • Journal of the Korean Statistical Society
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    • 제36권1호
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    • pp.57-76
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    • 2007
  • Kriging is a nonparametric regression method used in geostatistics for estimating curves and surfaces for spatial data. It may come as a surprise that the Kriging estimator, normally derived as the best linear unbiased estimator, is also the solution of a particular variational problem. Thus, Kriging estimators can also be interpreted as generalized smoothing splines where the roughness penalty is determined by the covariance function of a spatial process. We build off the early work by Silverman (1982, 1984) and the analysis by Cox (1983, 1984), Messer (1991), Messer and Goldstein (1993) and others and develop an equivalent kernel interpretation of geostatistical estimators. Given this connection we show how a given covariance function influences the bias and variance of the Kriging estimate as well as the mean squared prediction error. Some specific asymptotic results are given in one dimension for Matern covariances that have as their limit cubic smoothing splines.

시계열 예측을 위한 1, 2차 미분 감소 기능의 적응 학습 알고리즘을 갖는 신경회로망 (A neural network with adaptive learning algorithm of curvature smoothing for time-series prediction)

  • 정수영;이민호;이수영
    • 전자공학회논문지C
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    • 제34C권6호
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    • pp.71-78
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    • 1997
  • In this paper, a new neural network training algorithm will be devised for function approximator with good generalization characteristics and tested with the time series prediction problem using santaFe competition data sets. To enhance the generalization ability a constraint term of hidden neuraon activations is added to the conventional output error, which gives the curvature smoothing characteristics to multi-layer neural networks. A hybrid learning algorithm of the error-back propagation and Hebbian learning algorithm with weight decay constraint will be naturally developed by the steepest decent algorithm minimizing the proposed cost function without much increase of computational requriements.

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디지털 영상복원을 위한 SMOSLG 알고리즘 (SMOSLG Algorithm for Digital Image Restoration)

  • 송민구;염준근
    • 한국정보처리학회논문지
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    • 제6권12호
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    • pp.3694-3702
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    • 1999
  • OSL 알고리즘은 복잡한 초월함수 형태의 페널티 함수가 주어지더라도 쉽게 반복 알고리즘이 유도되는 장점을 갖지만, 평활상수의 수렴영역이 제한적인 단점이 있다. 우리는 이 문제를 해결하기 위해서 MPEMG 알고리즘을 제안한 바 있다. 그러나 이 알고리즘은 평활상수의 수렴영역은 확장되었지만 페널티 로그 우도를 증가시키는 수렴속도가 OSL 알고리즘보다 느리다는 문제점을 내포하고 있다. 따라서 본 연구에서는 평활상수의 수렴영역의 확장뿐만 아니라 수렴의 속도도 빠른 SMOSLG 디지털 영상복원 알고리즘을 제안하였고, 영상실험의 결과 제안된 알고리즘이 평활상수의 수렴영역 확장 및 수렴속도가 향상됨을 확인 할 수 있었다.

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최소자승법을 이용한 가려지지 않은 원통형 물체의 자세측정 (Unoccluded Cylindrical Object Pose Measurement Using Least Square Method)

  • 주기세
    • 한국정밀공학회지
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    • 제15권7호
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    • pp.167-174
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    • 1998
  • This paper presents an unoccluded cylindrical object pose measurement using a slit beam laser in which a robot recognizes all of the unoccluded objects from the top of jumbled objects, and picks them up one by one. The elliptical equation parameters of a projected curve edge on a slice are calculated using LSM. The coefficients of standard elliptical equation are compared with these parameters to estimate the object pose. The hamming distances between the estimated coordinates and the calculated ones are extracted as measures to evaluate a local constraint and a smoothing surface curvature. The edges between slices are linked using error function based on the edge types and the hamming distances. The linked edges on slices are compared with the model object's length to recognize the unoccluded object. This proposed method may provide a solution to the automation of part handling in manufacturing environments such as punch press operation or part assembly.

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단조 서포트벡터기계를 이용한 카플란-마이어 생존함수의 평활 (Smoothing Kaplan-Meier estimate using monotone support vector regression)

  • 황창하;심주용
    • Journal of the Korean Data and Information Science Society
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    • 제23권6호
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    • pp.1045-1054
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    • 2012
  • 서포트벡터 기계는 분류 및 비선형 함수추정에서 유용하게 사용되고 있는 통계적 기법이다. 본 논문에서는 두 개의 입력변수와 회귀함수의 단조 관계를 이용하여 단조 서포트벡터기계를 제안하고, Kaplan-Meier의 방법에 의해서 생존함수의 추정값이 주어진 경우 제안된 방법을 이용하여 생존 함수를 평활하는 방법 또한 제안한다. 모의실험에서는 실제 생존함수를 이용하여 Kaplan-Meier의 방법에 의한 생존함수의 추정값과의 성능을 비교함으로써 제안된 방법의 우수성을 보이기로 한다.

Efficiency of Aggregate Data in Non-linear Regression

  • Huh, Jib
    • Communications for Statistical Applications and Methods
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    • 제8권2호
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    • pp.327-336
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    • 2001
  • This work concerns estimating a regression function, which is not linear, using aggregate data. In much of the empirical research, data are aggregated for various reasons before statistical analysis. In a traditional parametric approach, a linear estimation of the non-linear function with aggregate data can result in unstable estimators of the parameters. More serious consequence is the bias in the estimation of the non-linear function. The approach we employ is the kernel regression smoothing. We describe the conditions when the aggregate data can be used to estimate the regression function efficiently. Numerical examples will illustrate our findings.

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