• Title/Summary/Keyword: kernel estimation

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Local Bandwidth Selection for Nonparametric Regression

  • Lee, Seong-Woo;Cha, Kyung-Joon
    • Communications for Statistical Applications and Methods
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    • v.4 no.2
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    • pp.453-463
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    • 1997
  • Nonparametric kernel regression has recently gained widespread acceptance as an attractive method for the nonparametric estimation of the mean function from noisy regression data. Also, the practical implementation of kernel method is enhanced by the availability of reliable rule for automatic selection of the bandwidth. In this article, we propose a method for automatic selection of the bandwidth that minimizes the asymptotic mean square error. Then, the estimated bandwidth by the proposed method is compared with the theoretical optimal bandwidth and a bandwidth by plug-in method. Simulation study is performed and shows satisfactory behavior of the proposed method.

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On the Selection of Bezier Points in Bezier Curve Smoothing

  • Kim, Choongrak;Park, Jin-Hee
    • The Korean Journal of Applied Statistics
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    • v.25 no.6
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    • pp.1049-1058
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    • 2012
  • Nonparametric methods are often used as an alternative to parametric methods to estimate density function and regression function. In this paper we consider improved methods to select the Bezier points in Bezier curve smoothing that is shown to have the same asymptotic properties as the kernel methods. We show that the proposed methods are better than the existing methods through numerical studies.

Generalized kernel estimating equation for panel estimation of small area unemployment rates (소지역 실업률의 패널추정을 위한 일반화커널추정방정식)

  • Shim, Jooyong;Kim, Youngwon;Hwang, Changha
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.6
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    • pp.1199-1210
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    • 2013
  • The high unemployment rate is one of the major problems in most countries nowadays. Hence, the demand for small area labor statistics has rapidly increased over the past few years. However, since sample surveys for producing official statistics are mainly designed for large areas, it is difficult to produce reliable statistics at the small area level due to small sample sizes. Most of existing studies about the small area estimation are related with the estimation of parameters based on cross-sectional data. By the way, since many official statistics are repeatedly collected at a regular interval of time, for instance, monthly, quarterly, or yearly, we need an alternative model which can handle this type of panel data. In this paper, we derive the generalized kernel estimating equation which can model time-dependency among response variables and handle repeated measurement or panel data. We compare the proposed estimating equation with the generalized linear model and the generalized estimating equation through simulation, and apply it to estimating the unemployment rates of 25 areas in Gyeongsangnam-do and Ulsan for 2005.

Speaker Identification on Various Environments Using an Ensemble of Kernel Principal Component Analysis (커널 주성분 분석의 앙상블을 이용한 다양한 환경에서의 화자 식별)

  • Yang, Il-Ho;Kim, Min-Seok;So, Byung-Min;Kim, Myung-Jae;Yu, Ha-Jin
    • The Journal of the Acoustical Society of Korea
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    • v.31 no.3
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    • pp.188-196
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    • 2012
  • In this paper, we propose a new approach to speaker identification technique which uses an ensemble of multiple classifiers (speaker identifiers). KPCA (kernel principal component analysis) enhances features for each classifier. To reduce the processing time and memory requirements, we select limited number of samples randomly which are used as estimation set for each KPCA basis. The experimental result shows that the proposed approach gives a higher identification accuracy than GKPCA (greedy kernel principal component analysis).

Development of a Continuous High-Speed Single-Kernel Brown Rice Sorting Machine Based on Rice Protein Content

  • Natsuga, Motoyasu;Nakamura, Akitoshi;Kawano, Sumio
    • Proceedings of the Korean Society of Near Infrared Spectroscopy Conference
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    • 2001.06a
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    • pp.1616-1616
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    • 2001
  • To select kernels for breeding that have required constituent content from either naturally distributed samples or artificially mutated ones, it is necessary to process batch samples in a short time. The constituent content of single-kernel grains such as wheat and rice has been determined using conventional bench type NIR instruments; however, it takes a lot of time and effort. Shizuoka Seiki (Fukuroi-city, Japan) and NFRI (National Food Research Institute) of MAFF (Ministry of Agriculture, forestry and Fisheries of Japan) have jointly developed a continuous high-speed single-kernel brown rice sorting machine based on rice protein content. It consists of several sections such as a feeding mechanism, measuring unit, sorting mechanism and controlling PC. The feeding mechanism picks up single-kernel brown rice from the hopper (maximum of 5kg storage capacity) and sends it to the measuring unit. A spectrum of the brown rice is obtained in the measuring unit, which consists of a near-infrared array sensor. The brown rice is then sorted in the sorting mechanism based on its protein content estimated by the controlling PC. In the present study, measuring speed was approximately 500ms for the full spectrum range and overall sorting speed was approximately 2.8s for one kernel. Accuracy of estimation was approximately SEP=0.5% of dry matter protein content for nonglutinous rice.

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Real-Time Prediction for Product Surface Roughness by Support Vector Regression (서포트벡터 회귀를 이용한 실시간 제품표면거칠기 예측)

  • Choi, Sujin;Lee, Dongju
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.44 no.3
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    • pp.117-124
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    • 2021
  • The development of IOT technology and artificial intelligence technology is promoting the smartization of manufacturing system. In this study, data extracted from acceleration sensor and current sensor were obtained through experiments in the cutting process of SKD11, which is widely used as a material for special mold steel, and the amount of tool wear and product surface roughness were measured. SVR (Support Vector Regression) is applied to predict the roughness of the product surface in real time using the obtained data. SVR, a machine learning technique, is widely used for linear and non-linear prediction using the concept of kernel. In particular, by applying GSVQR (Generalized Support Vector Quantile Regression), overestimation, underestimation, and neutral estimation of product surface roughness are performed and compared. Furthermore, surface roughness is predicted using the linear kernel and the RBF kernel. In terms of accuracy, the results of the RBF kernel are better than those of the linear kernel. Since it is difficult to predict the amount of tool wear in real time, the product surface roughness is predicted with acceleration and current data excluding the amount of tool wear. In terms of accuracy, the results of excluding the amount of tool wear were not significantly different from those including the amount of tool wear.

Nonparametic Kernel Regression model for Rating curve (수위-유량곡선을 위한 비매개 변수적 Kernel 회귀모형)

  • Moon, Young-Il;Cho, Sung-Jin;Chun, Si-Young
    • Journal of Korea Water Resources Association
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    • v.36 no.6
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    • pp.1025-1033
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    • 2003
  • In common with workers in hydrologic fields, scientists and engineers relate one variable to two or more other variables for purposes of predication, optimization, and control. Statistics methods have improved to establish such relationships. Regression, as it is called, is indeed the most commonly used statistics technique in hydrologic fields; relationship between the monitored variable stage and the corresponding discharges(rating curve). Regression methods expressed in the form of mathematical equations which has parameters, so called parametric methods. some times, the establishment of parameters is complicated and uncertain. Many non-parametric regression methods which have not parameters, have been proposed and studied. The most popular of these are kernel regression method. Kernel regression offer a way of estimation the regression function without the specification of a parametric model. This paper conducted comparisons of some bandwidth selection methods which are using the least squares and cross-validation.

On Asymptotically Optimal Plug-in Bandwidth Selectors in Kernel Density Estimation

  • Song, Moon-Sup;Seog, Kyung-Ha;Sin sup Cho
    • Journal of the Korean Statistical Society
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    • v.20 no.1
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    • pp.29-43
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    • 1991
  • Two data-based bandwidth selectors which are optimal in the sense that they achieve n$\^$-$\frac{1}{2}$/ rate of convergence in kernel density estimation are proposed. The proposed bandwidth selectors are constructed by modifying Park and Marron's plug-in method. The first modification is taking Taylor expansion of the mean integrated squared error to two more terms than in the case of plug-in method. The second is estimating more accurately the functionals of the unknown density appeared in the minimizer of the expansion by using higher order kernels. The proposed bandwidth selectors were proved to be optimal in terms of convergence rate. According to small-sample Monte Carlo studies, the proposed bandwidth selectors showed better performance than all the other bandwidth selectors considered in the simulation.

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Estimation of the number of discontinuity points based on likelihood (가능도함수를 이용한 불연속점 수의 추정)

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.1
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    • pp.51-59
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    • 2010
  • In the case that the regression function has a discontinuity point in generalized linear model, Huh (2009) estimated the location and jump size using the log-likelihood weighted the one-sided kernel function. In this paper, we consider estimation of the unknown number of the discontinuity points in the regression function. The proposed algorithm is based on testing of the existence of a discontinuity point coming from the asymptotic distribution of the estimated jump size described in Huh (2009). The finite sample performance is illustrated by simulated example.

Independence test of a continuous random variable and a discrete random variable

  • Yang, Jinyoung;Kim, Mijeong
    • Communications for Statistical Applications and Methods
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    • v.27 no.3
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    • pp.285-299
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    • 2020
  • In many cases, we are interested in identifying independence between variables. For continuous random variables, correlation coefficients are often used to describe the relationship between variables; however, correlation does not imply independence. For finite discrete random variables, we can use the Pearson chi-square test to find independency. For the mixed type of continuous and discrete random variables, we do not have a general type of independent test. In this study, we develop a independence test of a continuous random variable and a discrete random variable without assuming a specific distribution using kernel density estimation. We provide some statistical criteria to test independence under some special settings and apply the proposed independence test to Pima Indian diabetes data. Through simulations, we calculate false positive rates and true positive rates to compare the proposed test and Kolmogorov-Smirnov test.