scholarly journals Nonparametric estimation of the measure of functional dependence

2021 ◽  
Vol 6 (12) ◽  
pp. 13488-13502
Author(s):  
Qingsong Shan ◽  
◽  
Qianning Liu

<abstract><p>In this paper, we propose a beta kernel estimator to measure functional dependence (MFD). The MFD not only can measure the strength of linear or monotonic relationships, but it is also suitable for more complicated functional dependence. We derive the asymptotic distribution of the proposed estimator and then use several simulated examples to compare our estimator with the traditional measures. Our simulation results demonstrate that beta kernel provides high accuracy in estimation. A real data example is also given to illustrate one possible application of the new estimator.</p></abstract>

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Ibrahim M. Almanjahie ◽  
Salim Bouzebda ◽  
Zouaoui Chikr Elmezouar ◽  
Ali Laksaci

Abstract The main purpose of the present paper is to investigate the problem of the nonparametric estimation of the expectile regression in which the response variable is scalar while the covariate is a random function. More precisely, an estimator is constructed by using the k Nearest Neighbor procedures (kNN). The main contribution of this study is the establishment of the Uniform consistency in Number of Neighbors (UNN) of the constructed estimator. The usefulness of our result for the smoothing parameter automatic selection is discussed. Short simulation results show that the finite sample performance of the proposed estimator is satisfactory in moderate sample sizes. We finally examine the implementation of this model in practice with a real data in financial risk analysis.


Sensors ◽  
2021 ◽  
Vol 21 (4) ◽  
pp. 1090
Author(s):  
Wenxu Wang ◽  
Damián Marelli ◽  
Minyue Fu

A popular approach for solving the indoor dynamic localization problem based on WiFi measurements consists of using particle filtering. However, a drawback of this approach is that a very large number of particles are needed to achieve accurate results in real environments. The reason for this drawback is that, in this particular application, classical particle filtering wastes many unnecessary particles. To remedy this, we propose a novel particle filtering method which we call maximum likelihood particle filter (MLPF). The essential idea consists of combining the particle prediction and update steps into a single one in which all particles are efficiently used. This drastically reduces the number of particles, leading to numerically feasible algorithms with high accuracy. We provide experimental results, using real data, confirming our claim.


Author(s):  
Mohadese Jahanian ◽  
Amin Ramezani ◽  
Ali Moarefianpour ◽  
Mahdi Aliari Shouredeli

One of the most significant systems that can be expressed by partial differential equations (PDEs) is the transmission pipeline system. To avoid the accidents that originated from oil and gas pipeline leakage, the exact location and quantity of leakage are required to be recognized. The designed goal is a leakage diagnosis based on the system model and the use of real data provided by transmission line systems. Nonlinear equations of the system have been extracted employing continuity and momentum equations. In this paper, the extended Kalman filter (EKF) is used to detect and locate the leakage and to attenuate the negative effects of measurement and process noises. Besides, a robust extended Kalman filter (REKF) is applied to compensate for the effect of parameter uncertainty. The quantity and the location of the occurred leakage are estimated along the pipeline. Simulation results show that REKF has better estimations of the leak and its location as compared with that of EKF. This filter is robust against process noise, measurement noise, parameter uncertainties, and guarantees a higher limit for the covariance of state estimation error as well. It is remarkable that simulation results are evaluated by OLGA software.


Author(s):  
Quang Thanh Tran ◽  
Li Jun Hao ◽  
Quang Khai Trinh

Wireless traffic prediction plays an important role in network planning and management, especially for real-time decision making and short-term prediction. Systems require high accuracy, low cost, and low computational complexity prediction methods. Although exponential smoothing is an effective method, there is a lack of use with cellular networks and research on data traffic. The accuracy and suitability of this method need to be evaluated using several types of traffic. Thus, this study introduces the application of exponential smoothing as a method of adaptive forecasting of cellular network traffic for cases of voice (in Erlang) and data (in megabytes or gigabytes). Simple and Error, Trend, Seasonal (ETS) methods are used for exponential smoothing. By investigating the effect of their smoothing factors in describing cellular network traffic, the accuracy of forecast using each method is evaluated. This research comprises a comprehensive analysis approach using multiple case study comparisons to determine the best fit model. Different exponential smoothing models are evaluated for various traffic types in different time scales. The experiments are implemented on real data from a commercial cellular network, which is divided into a training data part for modeling and test data part for forecasting comparison. This study found that ETS framework is not suitable for hourly voice traffic, but it provides nearly the same results with Holt–Winter’s multiplicative seasonal (HWMS) in both cases of daily voice and data traffic. HWMS is presumably encompassed by ETC framework and shows good results in all cases of traffic. Therefore, HWMS is recommended for cellular network traffic prediction due to its simplicity and high accuracy.  


2020 ◽  
Vol 49 (1) ◽  
pp. 1-23
Author(s):  
Shunpu Zhang ◽  
Zhong Li ◽  
Zhiying Zhang

Estimation of distribution functions has many real-world applications. We study kernel estimation of a distribution function when the density function has compact support. We show that, for densities taking value zero at the endpoints of the support, the kernel distribution estimator does not need boundary correction. Otherwise, boundary correction is necessary. In this paper, we propose a boundary distribution kernel estimator which is free of boundary problem and provides non-negative and non-decreasing distribution estimates between zero and one. Extensive simulation results show that boundary distribution kernel estimator provides better distribution estimates than the existing boundary correction methods. For practical application of the proposed methods, a data-dependent method for choosing the bandwidth is also proposed.


2016 ◽  
Vol 41 (2) ◽  
Author(s):  
Omar Eidous ◽  
M.K. Shakhatreh

A double kernel method as an alternative to the classical kernel method is proposed to estimate the population abundance by using line transect sampling. The proposed method produces an estimator that is essentially a kernel type of estimator use the kernel estimator twice to improve the performances of the classical kernel estimator. The feasibility of using bootstrap techniques to estimate the bias and variance of the proposed estimator is also addressed. Some numerical examples based on simulated and real data are presented. The results show that the proposed estimator outperforms existingclassical kernel estimator in most considered cases.


2021 ◽  
pp. 096228022110370
Author(s):  
Brice Ozenne ◽  
Esben Budtz-Jørgensen ◽  
Julien Péron

The benefit–risk balance is a critical information when evaluating a new treatment. The Net Benefit has been proposed as a metric for the benefit–risk assessment, and applied in oncology to simultaneously consider gains in survival and possible side effects of chemotherapies. With complete data, one can construct a U-statistic estimator for the Net Benefit and obtain its asymptotic distribution using standard results of the U-statistic theory. However, real data is often subject to right-censoring, e.g. patient drop-out in clinical trials. It is then possible to estimate the Net Benefit using a modified U-statistic, which involves the survival time. The latter can be seen as a nuisance parameter affecting the asymptotic distribution of the Net Benefit estimator. We present here how existing asymptotic results on U-statistics can be applied to estimate the distribution of the net benefit estimator, and assess their validity in finite samples. The methodology generalizes to other statistics obtained using generalized pairwise comparisons, such as the win ratio. It is implemented in the R package BuyseTest (version 2.3.0 and later) available on Comprehensive R Archive Network.


2013 ◽  
Vol 760-762 ◽  
pp. 567-571
Author(s):  
Hong Chao Wu ◽  
Wei Hua Xiao ◽  
Jian Feng Pu

The real-time radar signal sorting is one of the key technologies for electronic reconnaissance, first analyzes the defects of traditional main sorting algorithms, and then proposes a comprehensive main sorting algorithm. The method first uses the SDIF algorithm to sort PRI fixed and PRI stagger radar signal, then uses dynamic expansion association method to search PRI jitter radar signal. When using the SDIF algorithm, in order to improve the efficiency of extraction of PRI, first taking amplitude pretreatment, then only accumulate the signals whose amplitude meet certain requirements. After extracting PRI, extract to the original full pulse sequence. Simulation results show that the method of sorting has high accuracy and good real-time.


2012 ◽  
Vol 466-467 ◽  
pp. 1329-1333
Author(s):  
Jing Mu ◽  
Chang Yuan Wang

We present the new filters named iterated cubature Kalman filter (ICKF). The ICKF is implemented easily and involves the iterate process for fully exploiting the latest measurement in the measurement update so as to achieve the high accuracy of state estimation We apply the ICKF to state estimation for maneuver reentry vehicle. Simulation results indicate ICKF outperforms over the unscented Kalman filter and square root cubature Kalman filter in state estimation accuracy.


2013 ◽  
Vol 534 ◽  
pp. 197-205
Author(s):  
Kiichi Niitsu ◽  
Masato Sakurai ◽  
Naohiro Harigai ◽  
Daiki Hirabayashi ◽  
Daiki Oki ◽  
...  

This work presents the analytical study on jitter accumulation in interleaved phase frequency detectors for high-accuracy on-chip jitter measurements. Jitter accumulation in phase frequency detector degrades the accuracy of on-chip jitter measurements, and required to be mitigated. In order to analyze and estimate the jitter accumulation in phase frequency detectors, SPICE simulation was performed with 65 nm CMOS technology. Simulation results show that, with a 50 mV power supply noise injection, jitter accumulation can be reduced from 1.03 ps to 0.49 ps (52% reduction) by using an interleaved architecture.


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