• Title/Summary/Keyword: kernel distribution

검색결과 260건 처리시간 0.718초

Nonparametric kernel calibration and interval estimation (비모수적 커널교정과 구간추정)

  • 이재창;전명식;김대학
    • The Korean Journal of Applied Statistics
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    • 제6권2호
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    • pp.227-235
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    • 1993
  • Calibration relates the estimation of independent variable which rquires more effort or expense than dependent variable does. It would be provided with high accuracy because a little change of the result of independent variable cn cause a serious effect to the human being. Usual statistical analysis assumes the normality of error distribution or linearity of data. It is desirable to analyze the data without those assumptions for the accuracy of the calibration. In this paper, we calibrated the data nonparametrically without those assumptions and derived confidence interval estimate for the independent variable. As a method, we used kernel method which is popular in modern statistical branch. We derived bootstrap confidence interval estimate from the bootstrap confidence band.

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Stationary Bootstrapping for the Nonparametric AR-ARCH Model

  • Shin, Dong Wan;Hwang, Eunju
    • Communications for Statistical Applications and Methods
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    • 제22권5호
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    • pp.463-473
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    • 2015
  • We consider a nonparametric AR(1) model with nonparametric ARCH(1) errors. In order to estimate the unknown function of the ARCH part, we apply the stationary bootstrap procedure, which is characterized by geometrically distributed random length of bootstrap blocks and has the advantage of capturing the dependence structure of the original data. The proposed method is composed of four steps: the first step estimates the AR part by a typical kernel smoothing to calculate AR residuals, the second step estimates the ARCH part via the Nadaraya-Watson kernel from the AR residuals to compute ARCH residuals, the third step applies the stationary bootstrap procedure to the ARCH residuals, and the fourth step defines the stationary bootstrapped Nadaraya-Watson estimator for the ARCH function with the stationary bootstrapped residuals. We prove the asymptotic validity of the stationary bootstrap estimator for the unknown ARCH function by showing the same limiting distribution as the Nadaraya-Watson estimator in the second step.

Comparison of Two Semi-Empirical BRDF algorithms using SPOT/VGT

  • Lee, Chang Suk;Han, Kyung-Soo
    • Korean Journal of Remote Sensing
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    • 제29권3호
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    • pp.307-314
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    • 2013
  • The Bidirectional Reflectance Distribution (BRD) effect is critical to interpret the surface information using remotely sensed data. This effect was caused by geometric relationship between sensor, target and solar that is inevitable effect for data of optical sensor. To remove the BRD effect, semi-empirical BRDF models are widely used. It is faster to calculate than physical models and demanded less observation than empirical models. In this study, Ross-Li kernel and Roujean kernel were used respectively in National Aeronautics and Space Administration (NASA) and European Organization for the Exploitation of Meteorological Satellites (EUMETSAT) that are used to compare each other. The semi-empirical model consists of three parts which are isotropic, geometric and volumetric scattering. Each part contained physical kernel and empirical coefficients that were calculated by statistical method. Red and NIR channel of SPOT/VEGETATION product were used to compute Nadir BRDF Adjusted Reflectance (NBAR) over East Asia area from January 2009 to December 2009. S1 product was provided by VITO that was conducted atmospheric correction using Simplified Method of Atmospheric Correction (SMAC). NBAR was calculated using corrected reflectance of red and NIR. Previous study has revealed that Roujean geometric kernel had unphysical values in large zenith angles. We extracted empirical coefficients in three parts and normalized reflectance to compare both BRDF models. Two points located forest in Korea peninsular and bare land in Gobi desert were selected for comparison. As results of time series analysis, both models showed similar reflectance change pattern and reasonable values. Whereas in case of empirical coefficients comparison, different changes pattern of values were showed in isotropic coefficients.

Probability Density Function of the Tidal Residuals in the Korean Coast (한반도 연안 조위편차의 확률밀도함수)

  • Cho, Hong-Yeon;Kang, Ju-Whan
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • 제24권1호
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    • pp.1-9
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    • 2012
  • Tidal residual is being an important factor by the influence of the climate change in terms of the coastal safety and defense. It is one of the most important factor for the determination of the reference sea level in order to check the safety and performance of the coastal structures in company with the typhoon intensity variation. The probability density function (pdf) of tidal residuals in the Korean coasts have a non-ignorable skewness and high kurtosis. It is highly restricted to the application of the normal pdf assumption as an approximated pdf of tidal residuals. In this study, the pdf of tidal residuals estimated using the Kernel function is suggested as a more reliable and accurate pdf of tidal residuals than the normal function. This suggested pdf shows a good agreement with the empirical cumulative distribution function and histogram. It also gives the more accurate estimation result on the extreme values in comparison with the results based on the normal pdf assumption.

A Study on the Trade Area Analysis Model based on GIS - A Case of Huff probability model - (GIS 기반의 상권분석 모형 연구 - Huff 확률모형을 중심으로 -)

  • Son, Young-Gi;An, Sang-Hyun;Shin, Young-Chul
    • Journal of the Korean Association of Geographic Information Studies
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    • 제10권2호
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    • pp.164-171
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    • 2007
  • This research used GIS spatial analysis model and Huff probability model and achieved trade area analysis of area center. we constructed basic maps that were surveyed according to types of business, number of households etc. using a land registration map of LMIS(Land Management Information System) in Bokdae-dong, Cheongju-si. Kernel density function and NNI(Nearest Neighbor Index) was used to estimate store distribution center area in neighborhood life zones. The center point of area and scale were estimated by means of the center area. Huff probability model was used in abstracting trade areas according to estimated center areas, those was drew map. Therefore, this study describes method that can apply in Huff probability model through kernel density function and NNI of GIS spatial analysis techniques. A trade area was abstracted more exactly by taking advantage of this method, which will can aid merchant for the foundation of small sized enterprises.

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Estimating Discriminatory Power with Non-normality and a Small Number of Defaults

  • Hong, C.S.;Kim, H.J.;Lee, J.L.
    • The Korean Journal of Applied Statistics
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    • 제25권5호
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    • pp.803-811
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    • 2012
  • For credit evaluation models, we extend the study of discriminatory power based on AUC obtained from a ROC curve when the number of defaults is small and distribution functions of the defaults and non-defaults are normal distributions. Since distribution functions do not satisfy normality in real world, the distribution functions of the defaults and non-defaults are assumed as normal mixture distributions based on results that the normal mixture could be better fitted than other distribution estimation methods for non-normal data. By using several AUC statistics, the discriminatory power under such a circumstance is explored and compared with those of normal distributions.

FUZZY TORQUE CONTROL STRATEGY FOR PARALLEL HYBRID ELECTRIC VEHICLES

  • PU J.-H.;YIN C.-L.;ZHANG J.-W.
    • International Journal of Automotive Technology
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    • 제6권5호
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    • pp.529-536
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    • 2005
  • This paper presents a novel design of a fuzzy control strategy (FCS) based on torque distribution for parallel hybrid electric vehicles (HEVs). An empirical load-regulating vehicle operation strategy is developed on the basis of analysis of the components efficiency map data and the overall energy conversion efficiency. The aim of the strategy is to optimize the fuel economy and balance the battery state-of-charge (SOC), while satisfying the vehicle performance and drivability requirements. In order to accomplish this strategy, a fuzzy inference engine with a rule-base extracted from the empirical strategy is designed, which works as the kernel of a fuzzy torque distribution controller to determine the optimal distribution of the driver torque request between the engine and the motor. Simulation results reveal that compared with the conventional strategy which uses precise threshold parameters the proposed FCS improves fuel economy as well as maintains better battery SOC within its operation range.

ON GENERALIZED EXTENDED BETA AND HYPERGEOMETRIC FUNCTIONS

  • Shoukat Ali;Naresh Kumar Regar;Subrat Parida
    • Honam Mathematical Journal
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    • 제46권2호
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    • pp.313-334
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    • 2024
  • In the current study, our aim is to define new generalized extended beta and hypergeometric types of functions. Next, we methodically determine several integral representations, Mellin transforms, summation formulas, and recurrence relations. Moreover, we provide log-convexity, Turán type inequality for the generalized extended beta function and differentiation formulas, transformation formulas, differential and difference relations for the generalized extended hypergeometric type functions. Also, we additionally suggest a generating function. Further, we provide the generalized extended beta distribution by making use of the generalized extended beta function as an application to statistics and obtaining variance, coefficient of variation, moment generating function, characteristic function, cumulative distribution function, and cumulative distribution function's complement.

Analysis of Confidence Interval of Design Wave Height Estimated Using a Finite Number of Data (한정된 자료로 추정한 설계파고의 신뢰구간 분석)

  • Jeong, Weon-Mu;Cho, Hong-Yeon;Kim, Gunwoo
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • 제25권4호
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    • pp.191-199
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    • 2013
  • It is estimated and analyzed that the design wave height and the confidence interval (hereafter CI) according to the return period using the fourteen-year wave data obtained at Pusan New Port. The functions used in the extreme value analysis are the Gumbel function, the Weibull function, and the Kernel function. The CI of the estimated wave heights was predicted using one of the Monte-Carlo simulation methods, the Bootstrap method. The analysis results of the estimated CI of the design wave height indicate that over 150 years of data is necessary in order to satisfy an approximately ${\pm}$10% CI. Also, estimating the number of practically possible data to be around 25~50, the allowable error was found to be approximately ${\pm}$16~22% for Type I PDF and ${\pm}$18~24% for Type III PDF. Whereas, the Kernel distribution method, a typical non-parametric method, shows that the CI of the method is below 40% in comparison with the CI of the other methods and the estimated design wave height is 1.2~1.6 m lower than that of the other methods.

Distribution of Protein, Fat and Ash within the Degermed Brown Rice Kernel (배아를 제거한 현미립내의 일반성분의 분포)

  • Song, Bo-Hyeon;Kim, Dong-Youn;Kim, Sung-Kon;Kim, Yong-Du;Choi, Kap-Seong
    • Applied Biological Chemistry
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    • 제31권1호
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    • pp.1-6
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    • 1988
  • The degermed Japonica and J/Indica brown rites were abrasively milled to give an average yield for each milling of about 5% flour, with 85% of the rice left as residual kernel. The contents of protein, fat and ash were in the highest in fraction I and decreased with each successive milling. The fraction I contained twice as much protein as did the original kernel, 5.7 times as much ash and 11.4 times as much fat. However, no significant differences in the distribution among varieties were noticed. Residual kernels contained 68.7% of protein, 5.1% of fat and 41.8% of ash in the original kernel.

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