학급 규모 자료의 불연속 확률밀도함수의 추정

허집 한국데이터정보과학회 2023 한국데이터정보과학회지 Vol.34 No.1

When the probability density function has a discontinuity point, Huh (2002) proposed a kernel estimator of the location and the jump size of the discontinuity point, and showed their asymptotic properties. The hypothesis testing method for the existence of a discontinuity point was explained using the asymptotic distribution of the proposed jump size estimator. On the other hand, Cline and Hart (1999) proposed a kernel estimator of the discontinuous probability density function using the method of Schuster (1985) because the discontinuity point has the same problem as the boundary point in the kernel estimator. Huh (2002) separated samples based on discontinuity points and estimated the discontinuous probability density function with a boundary kernel function. In this study, we introduce an algorithm for estimating the number of discontinuity points in the probability density function using the hypothesis testing method for the existence of discontinuity point introduced by Huh (2002). By the algorithm, the number of discontinuity points are estimated in the probability density function of the 5th grade class size data in Angrist and Lavy (1999). The probability density function of the class size data is estimated and analyzed using the estimated the number and the locations of discontinuity points. 확률밀도함수가 불연속점을 가지는 경우에 Huh (2002)는 불연속점의 위치와 점프크기의 커널추정량을 제안하고 그들의 점근 성질을 보였다. 더불어, 제안한 점프크기 추정량의 점근 분포로 불연속점의 존재 여부에 대한 가설검접 방법을 설명하였다. 한편, Cline과 Hart (1991)는 불연속점은 커널추정량에서 경계점이 가지는 문제점과 동일한 문제점을 가지고 있기에 Schuster (1985)의 방법을 이용하여 불연속 확률밀도함수의 커널추정량을 제안하였다. Huh (2002)는 불연속점을 기준으로 표본을 분리하여 경계점에서 사용하는 커널함수로 불연속 확률밀도함수를 추정하였다. 본 연구에서는 Huh (2002)의 불연속점 존재 유무에 대한 가설검정 방법을 이용하여 확률밀도함수의 불연속점의 수를 추정하는 알고리듬을 소개하고, 이를 이용하여 Angrist와 Lavy (1999)에서 소개된 이스라엘 공립학교 5학년 학급 규모 자료의 확률밀도함수의 불연속점 수를 추정한다. 추정된 불연속점 수와 불연속점의 위치를 이용하여 학급 규모 자료의 확률밀도함수를 추정하고 분석하고자 한다.

계절별 저수지 유입량의 확률예측

강재원 ( Jae Won Kang ) 한국환경과학회 2013 한국환경과학회지 Vol.22 No.8

Reliable long-term streamflow forecasting is invaluable for water resource planning and management which allocates water supply according to the demand of water users. It is necessary to get probabilistic forecasts to establish risk-based reservoir operation policies. Probabilistic forecasts may be useful for the users who assess and manage risks according to decision-making responding forecasting results. Probabilistic forecasting of seasonal inflow to Andong dam is performed and assessed using selected predictors from sea surface temperature and 500 hPa geopotential height data. Categorical probability forecast by Piechota`s method and logistic regression analysis, and probability forecast by conditional probability density function are used to forecast seasonal inflow. Kernel density function is used in categorical probability forecast by Piechota`s method and probability forecast by conditional probability density function. The results of categorical probability forecasts are assessed by Brier skill score. The assessment reveals that the categorical probability forecasts are better than the reference forecasts. The results of forecasts using conditional probability density function are assessed by qualitative approach and transformed categorical probability forecasts. The assessment of the forecasts which are transformed to categorical probability forecasts shows that the results of the forecasts by conditional probability density function are much better than those of the forecasts by Piechota`s method and logistic regression analysis except for winter season data.

New type of gamma kernel density estimator

Fauzi Rizky Reza,Maesono Yoshihiko 한국통계학회 2020 Journal of the Korean Statistical Society Vol.49 No.3

We discuss a new kernel type estimator for density function fX (x) with nonnegative support. Here, we use a type of gamma density as a kernel function and modify it with expansions of exponential and logarithmic functions. Our modified gamma kernel density estimator is not only free of the boundary bias, but the variance is also in smaller orders, which are O(n−1h−1/4) in the interior and O(n−1h−3/4) in the boundary region. Furthermore, the optimal orders of its mean squared error are O(n−8/9) in the interior and O(n−8/11) in the boundary region. Simulation results that demonstrate the proposed method’s performances are also presented.

한반도 연안 조위편차의 확률밀도함수

조홍연(Cho, Hong-Yeon),강주환(Kang, Ju-Whan) 한국해안해양공학회 2012 한국해안해양공학회 논문집 Vol.24 No.1

조위편차는 최근 기후변화에 의한 영향으로 연안 안전 방재 측면에서 매우 중요한 인자로 부각되고 있다. 태풍강도 등과 더불어 변화가 예상되는 조위편차는 해안구조물의 안전 및 기능검토에 필요한 기준해수면 결정에 기여하는 중요한 인자이다. 우리나라 연안 조위편차의 확률밀도함수는 음 양의 왜도와 정규분포보다 큰 돌도를 가지는 분포로, 정규분포로 근사화하는 방법은 한계가 있기 때문에 본 연구에서는 비모수적 방법인 Kernel 함수를 이용하여 확률밀도함수를 추정 제안하였다. 본 연구에서 제안된 확률밀도함수는 조위편차자료의 분포와 매우 우수한 일치수준을 보이고 있으며, 다양한 극값 추정에도 높은 수준의 정도를 보여주고 있다. 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.

ECG Denoising by Modeling Wavelet Sub-Band Coefficients using Kernel Density Estimation

Ardhapurkar, Shubhada,Manthalkar, Ramchandra,Gajre, Suhas Korea Information Processing Society 2012 Journal of information processing systems Vol.8 No.4

Discrete wavelet transforms are extensively preferred in biomedical signal processing for denoising, feature extraction, and compression. This paper presents a new denoising method based on the modeling of discrete wavelet coefficients of ECG in selected sub-bands with Kernel density estimation. The modeling provides a statistical distribution of information and noise. A Gaussian kernel with bounded support is used for modeling sub-band coefficients and thresholds and is estimated by placing a sliding window on a normalized cumulative density function. We evaluated this approach on offline noisy ECG records from the Cardiovascular Research Centre of the University of Glasgow and on records from the MIT-BIH Arrythmia database. Results show that our proposed technique has a more reliable physical basis and provides improvement in the Signal-to-Noise Ratio (SNR) and Percentage RMS Difference (PRD). The morphological information of ECG signals is found to be unaffected after employing denoising. This is quantified by calculating the mean square error between the feature vectors of original and denoised signal. MSE values are less than 0.05 for most of the cases.

On the Selection of Bezier Points in Bezier Curve Smoothing

Kim, Choongrak,Park, Jin-Hee The Korean Statistical Society 2012 응용통계연구 Vol.25 No.6

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.

비동질성 마코프 모형에 의한 서울 일강수 결측자료 확충 방안 연구

문영일,차영일 서울시립대학교 산업기술연구소 1999 산업기술연구소논문집 Vol.7 No.-

This paper presents nonhomogeneous transition probabilities to describe nonhomogeneous status based on nonhomogeneous Markov chain's systematic concept using a expanded nonparametric kernel density function. The daily transition probability of a nonhomogeneous Markov model is applied to precipitation data in Seoul. precipitation data for missing years in Seoul are obtained by using the PDF of the kernel function of the recorded data. Simulated daily precipitation data from the model are shown to preserve the frequency structure of the wet spell length, dry spell length, and wet day precipitation at the both the seasonal and annual time scales.

비동질성 Markov 모형에 의한 시간강수량 모의 발생과 천이확률을 이용한 강우의 시간분포 유도

최병규,오태석,박래건,문영일 한국수자원학회 2008 한국수자원학회논문집 Vol.41 No.3

수공구조물의 설계를 위해서는 충분한 기간의 관측자료가 필요하지만, 우리나라의 수문자료는 대부분 충분한 수의 관측자료를 보유하고 있지 못하는 실정이다. 따라서 본 연구에서는 핵밀도함수를 이용한 비동질성 Markov 모형을 통해 시간강수량 자료를 모의하였다. 첫 번째로 시간강수량 자료에 변동핵밀도함수를 이용하여 천이확률을 산정하였으며, 두 번째로 난수와 천이확률을 통해 강수가 발생하는 시간을 결정하였다. 세 번째로 강수가 발생한 시간의 강수량의 크기를 핵밀 The observed data of enough period need for design of hydrological works. But, most hydrological data aren't enough. Therefore in this paper, hourly precipitation generated by nonhomogeneous Markov chain model using variable Kernel density function. First

Climatic Preferences for Argentine ant, Linepithema humile, by Analyzing Long-term Monthly Climatic Data in the Habitat

Jae-Min JUNG,Dae-Hyeon BYEON,Jae-Woo SONG,Se-Hyun KIM,Sunhee YOON,Wang-Hee LEE 한국생물공학회 2021 한국생물공학회 학술대회 Vol.2021 No.4

Argentine ant has currently spread to many countries, including Europe and Asia, and are causing economic losses as well as negative impacts on the indigenous species. In particular, native ants have been deprived of their habitat because of the invasion of Argentine ant. For this reason, it can be an effective approach to analyze the climate in the regions where Argentine ant established so that the potential areas exposed to its invasion is to be selected in advance. The occurrence data for Argentine ant was obtained from Global Biodiversity Information Facility (GBIF), and the climatic variables (the monthly maximum temperature, minimum temperature and rainfall) located in occurrence coordinates were investigated using a histogram and kernel density function. As a result, it was found that Argentine ant established mainly in the region where the monthly maximum temperature, the monthly minimum temperature, and the monthly rainfall were approximately 21°C, 8°C, and less than 200 mm, respectively. In addition, it was found that Argentine ant would rarely occur high rainfall-areas. As the possibility of Argentine ant invasion is high due to worldwide trades; thus, a basic data to assess its invasive risk might be necessary. In this point of view, this study can provide very initial insight for characterizing the favorable climatic conditions for Argentine ant, and can be applied into evaluating the potential risk areas in South Korea.

사과 농가의 위험태도 및 최적출하시기 추정 : 월별도매가격과 저장비용 중심으로

유창환 ( Chang-hwan Yu ),김민주 ( Min-ju Kim ),이상래 ( Sang-lae Lee ) 한국식품유통학회 2016 食品流通硏究 Vol.33 No.2

This study aims to prepare plans to decide safe and efficient shipping dates for apple growers, and preserve the incomes of agri-businesses by estimating absolute risk aversion coefficient of apple growers and deducing appropriate shipping dates for each risk aversion pattern using wholesale prices. In this study, for the above purpose, risk aversion pattern, optimum shipping dates for each risk aversion pattern etc. were organized by surveying on farms located in Daegu-Gyeongbuk Province which is the chief producing place of apples. The result showed that the ratios of risk aversion farms, risk neutral farms, and risk favoring farms were 62.6%, 20.5%, and 16.8% respectively and the ratio of risk aversion farms was the highest. In addition, simulation analysis and optimum shipping dates for each risk aversion farm were deduced using Kernel Density Function. It was assumed that the optimum shipping dates to receive the best sales availability were from the harvest season to the next Feb. for risk aversion farms, and from Aug. till using up the stock after shipping some on early post-harvest period for risk favoring farms. Reflected the study result on farm-training and agriculture development policy, farms would be efficiently managed such as income preservation, optimum shipping dates, and sales availability, etc.