• Title/Summary/Keyword: parametric function

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On Practical Efficiency of Locally Parametric Nonparametric Density Estimation Based on Local Likelihood Function

  • Kang, Kee-Hoon;Han, Jung-Hoon
    • Communications for Statistical Applications and Methods
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    • v.10 no.2
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    • pp.607-617
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    • 2003
  • This paper offers a practical comparison of efficiency between local likelihood approach and conventional kernel approach in density estimation. The local likelihood estimation procedure maximizes a kernel smoothed log-likelihood function with respect to a polynomial approximation of the log likelihood function. We use two types of data driven bandwidths for each method and compare the mean integrated squares for several densities. Numerical results reveal that local log-linear approach with simple plug-in bandwidth shows better performance comparing to the standard kernel approach in heavy tailed distribution. For normal mixture density cases, standard kernel estimator with the bandwidth in Sheather and Jones(1991) dominates the others in moderately large sample size.

Semiparametric Kernel Fisher Discriminant Approach for Regression Problems

  • Park, Joo-Young;Cho, Won-Hee;Kim, Young-Il
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.3 no.2
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    • pp.227-232
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    • 2003
  • Recently, support vector learning attracts an enormous amount of interest in the areas of function approximation, pattern classification, and novelty detection. One of the main reasons for the success of the support vector machines(SVMs) seems to be the availability of global and sparse solutions. Among the approaches sharing the same reasons for success and exhibiting a similarly good performance, we have KFD(kernel Fisher discriminant) approach. In this paper, we consider the problem of function approximation utilizing both predetermined basis functions and the KFD approach for regression. After reviewing support vector regression, semi-parametric approach for including predetermined basis functions, and the KFD regression, this paper presents an extension of the conventional KFD approach for regression toward the direction that can utilize predetermined basis functions. The applicability of the presented method is illustrated via a regression example.

Development of the Wire EDM CAM System Considering a Variab1e Taper Wire-cut and an Unmanned Wire EDM During the Night (상하이형상 및 야간 무인가공을 고려한 와이어 EDM 전용 CAM 시스템 개발)

  • 유우식;정회민
    • Korean Journal of Computational Design and Engineering
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    • v.6 no.3
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    • pp.206-214
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    • 2001
  • This paper describes the wire EDM (Electric Discharge Machining) CAM system considering a variable taper wire-cut and an unmanned wire EDM during the night. Wire EDM is applicable to all materials that are fairly good electrical conductors, including metals, alloys and most carbide. Thus it provides a relatively simple method for making holes of any desired cross section in materials that are too hard or brittle to be machined by most other methods. In this paper we classify variable taper wire-cut machining patterns and variable taper wire-cut geometries. Also we determine unmanned wire EDM patterns fur the productivity of wire EDM industry. Developed system consists of two modules: 1) Variable taper wire EDM module guarantees the length ratio machining function, the parametric ratio machining function and the marking function. 2) Unmanned wire EDM module guarantees the automatic wire EDM during the night. The proposed system has been tested in the fields and found to be a useful system.

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A Study on Warranty and Quality Assurance Model for Guided Missiles Based on Storage Reliability (저장신뢰도 기반의 유도탄 품질보증모델에 대한 연구)

  • Jung, Sanghoon;Lee, Sangbok
    • Journal of Applied Reliability
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    • v.17 no.2
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    • pp.83-91
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    • 2017
  • Purpose: The purpose of this study is to develop a quality assurance model and to determine appropriate warranty period for a guided missile using its field data. Methods: 10 years of actual firing data is collected from the defense industry company and military. Parametric maximum likelihood estimation for a reliability function is determined with the data. Results: The reliability function estimates average lifetime of the missile. That function shows a user requirement, 80% reliability (lifetime) is come up when 8 years have passed, which is longer than the estimates in the missile's development phase. Conclusion: Quality assurance warranty for a guided missile must be established with actual test data. It is necessary to update and modify the reliability prediction and the warranty period with actual field test data.

Estimation for Functions of Two Parameters in the Pareto Distribution (파레토분포(分布)에서 두 모수(母數)의 함수(函數) 추정(推定))

  • Woo, Jung-Soo;Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • v.1
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    • pp.67-76
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    • 1990
  • For a two-parameter Pareto distribution, the uniformly minimum variance unbiased estimateors(UMVUE) for the function of the two parameters are expressed in terms of confluent hypergeometric function. The variance of the UMVUE is also expressed in terms of hypergeometric function of several variables. UMVUE's for the ${\gamma}th$ moment about zero and several useful parametric functions, and their variances are obtained as special cases. The estimators of Baxter(1980) and Saksena and Johnson(1984) are special cases of our estimator.

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Estimating the Mixture of Proportional Hazards Model with the Constant Baseline Hazards Function

  • Kim Jong-woon;Eo Seong-phil
    • Proceedings of the Korean Reliability Society Conference
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    • 2005.06a
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    • pp.265-269
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    • 2005
  • Cox's proportional hazards model (PHM) has been widely applied in the analysis of lifetime data, and it can be characterized by the baseline hazard function and covariates influencing systems' lifetime, where the covariates describe operating environments (e.g. temperature, pressure, humidity). In this article, we consider the constant baseline hazard function and a discrete random variable of a covariate. The estimation procedure is developed in a parametric framework when there are not only complete data but also incomplete one. The Expectation-Maximization (EM) algorithm is employed to handle the incomplete data problem. Simulation results are presented to illustrate the accuracy and some properties of the estimation results.

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Stochastic analysis of external and parametric dynamical systems under sub-Gaussian Levy white-noise

  • Di Paola, Mario;Pirrotta, Antonina;Zingales, Massimiliano
    • Structural Engineering and Mechanics
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    • v.28 no.4
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    • pp.373-386
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    • 2008
  • In this study stochastic analysis of non-linear dynamical systems under ${\alpha}$-stable, multiplicative white noise has been conducted. The analysis has dealt with a special class of ${\alpha}$-stable stochastic processes namely sub-Gaussian white noises. In this setting the governing equation either of the probability density function or of the characteristic function of the dynamical response may be obtained considering the dynamical system forced by a Gaussian white noise with an uncertain factor with ${\alpha}/2$- stable distribution. This consideration yields the probability density function or the characteristic function of the response by means of a simple integral involving the probability density function of the system under Gaussian white noise and the probability density function of the ${\alpha}/2$-stable random parameter. Some numerical applications have been reported assessing the reliability of the proposed formulation. Moreover a proper way to perform digital simulation of the sub-Gaussian ${\alpha}$-stable random process preventing dynamical systems from numerical overflows has been reported and discussed in detail.

Structural Design of Radial Basis Function-based Polynomial Neural Networks by Using Multiobjective Particle Swarm Optimization (다중 목적 입자 군집 최적화 알고리즘 이용한 방사형 기저 함수 기반 다항식 신경회로망 구조 설계)

  • Kim, Wook-Dong;Oh, Sung-Kwun
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.61 no.1
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    • pp.135-142
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    • 2012
  • In this paper, we proposed a new architecture called radial basis function-based polynomial neural networks classifier that consists of heterogeneous neural networks such as radial basis function neural networks and polynomial neural networks. The underlying architecture of the proposed model equals to polynomial neural networks(PNNs) while polynomial neurons in PNNs are composed of Fuzzy-c means-based radial basis function neural networks(FCM-based RBFNNs) instead of the conventional polynomial function. We consider PNNs to find the optimal local models and use RBFNNs to cover the high dimensionality problems. Also, in the hidden layer of RBFNNs, FCM algorithm is used to produce some clusters based on the similarity of given dataset. The proposed model depends on some parameters such as the number of input variables in PNNs, the number of clusters and fuzzification coefficient in FCM and polynomial type in RBFNNs. A multiobjective particle swarm optimization using crowding distance (MoPSO-CD) is exploited in order to carry out both structural and parametric optimization of the proposed networks. MoPSO is introduced for not only the performance of model but also complexity and interpretability. The usefulness of the proposed model as a classifier is evaluated with the aid of some benchmark datasets such as iris and liver.

Function Approximation Based on a Network with Kernel Functions of Bounds and Locality : an Approach of Non-Parametric Estimation

  • Kil, Rhee-M.
    • ETRI Journal
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    • v.15 no.2
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    • pp.35-51
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    • 1993
  • This paper presents function approximation based on nonparametric estimation. As an estimation model of function approximation, a three layered network composed of input, hidden and output layers is considered. The input and output layers have linear activation units while the hidden layer has nonlinear activation units or kernel functions which have the characteristics of bounds and locality. Using this type of network, a many-to-one function is synthesized over the domain of the input space by a number of kernel functions. In this network, we have to estimate the necessary number of kernel functions as well as the parameters associated with kernel functions. For this purpose, a new method of parameter estimation in which linear learning rule is applied between hidden and output layers while nonlinear (piecewise-linear) learning rule is applied between input and hidden layers, is considered. The linear learning rule updates the output weights between hidden and output layers based on the Linear Minimization of Mean Square Error (LMMSE) sense in the space of kernel functions while the nonlinear learning rule updates the parameters of kernel functions based on the gradient of the actual output of network with respect to the parameters (especially, the shape) of kernel functions. This approach of parameter adaptation provides near optimal values of the parameters associated with kernel functions in the sense of minimizing mean square error. As a result, the suggested nonparametric estimation provides an efficient way of function approximation from the view point of the number of kernel functions as well as learning speed.

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The Effects of Noise/Signal Ratios on Noise/Energy Source Identification in Linear Systems (선형계에 있어서의 잡음/신호비가 소음/진동원 규명에 미치는 영향)

  • 박정석;김광준;이종원
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.15 no.6
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    • pp.1819-1830
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    • 1991
  • The problems associated with noise/energy source identification using multiple input/single output model in linear systems are investigated. Partial coherence function is formulated for the model introducing a virtual force and extraneous noises into the conventional two input/single output system. The analytical results show that the partial coherence function in two input/single output linear system is the function of noise/signal ratios when multiple inputs are mutually coherent and extraneous noises exist. Parametric studies for ordinary and partial coherence functions are carried out to demonstrate the effects of noise/signal ratios for these functions.