optimal bandwidth
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2021 ◽  
Vol 14 (2) ◽  
pp. 206-215
Author(s):  
Tiani Wahyu Utami ◽  
Aisyah Lahdji

Coronavirus disease 2019 (COVID-19) is an infectious disease caused by the severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) which was recently discovered. Coronavirus disease is now a pandemic that occurs in many countries in the world, one of which is Indonesia. One of the cities in Indonesia that has found many COVID cases is Semarang city, located in Central Java. Data on cases of COVID patients in Semarang City which are measured daily do not form a certain distribution pattern. We can build a model with a flexible statistical approach without any assumptions that must be used, namely the nonparametric regression. The nonparametric regression in this research using Local Polynomial Kernel approach. Determination of the polynomial order and optimal bandwidth in Local Polynomial Kernel Regression modeling use the GCV (Generalized Cross Validation) method. The data used this research are data on the number of COVID patients daily cases in Semarang, Indonesia. Based on the results of the application of the COVID patient daily cases in Semarang City, the optimal bandwidth value is 0.86 and the polynomial order is 4 with the minimum GCV is 3179.568 so that the model estimation results the MSE is 2922.22 and the determination coefficient is 97%. The estimation results show the highest number of Corona in the Semarang City at the beginning of July 2020. After the corona case increased in July, while the corona case in August decreased.


2021 ◽  
Author(s):  
Yongjun Sun ◽  
Liaoping Zhang ◽  
Zujun Liu

Abstract In this paper, the scenario in which multiple unmanned aerial vehicles (UAVs) provide service to ground users is considered. Under the condition of satisfying the minimum rate per user and system load balance, the user association, bandwidth allocation and three dimensional (3D) deployment of multi-UAV networks are optimized jointly to minimize the total downlink transmit power of UAVs. Since the problem is hard to solve directly, it is decomposed into three sub-problems, and then the problem is solved by alternating iteration algorithm. First, when the UAV’s location is determined, a modified K-means algorithm is used to obtain balanced user clustering. Then, when the user association and UAV’s 3D deployment are determined, the convex optimization method is used to obtain the optimal bandwidth allocation. Finally, when the user association and optimal bandwidth allocation are determined, a modified differential evolution algorithm is proposed to optimize the 3D location of the UAVs. Simulation results show that the proposed algorithm can effectively reduce the transmit power of UAVs compared with the existing algorithms under the conditions of satisfying the minimum rate of ground users and system load balance.


2021 ◽  
Vol 2021 ◽  
pp. 1-11
Author(s):  
Weijie Zhou ◽  
Huihui Tao ◽  
Feifei Wang ◽  
Weiqiang Pan

In this paper, the optimal bandwidth parameter is investigated in the GPH algorithm. Firstly, combining with the stylized facts of financial time series, we generate long memory sequences by using the ARFIMA (1, d, 1) process. Secondly, we use the Monte Carlo method to study the impact of the GPH algorithm on existence test, persistence or antipersistence judgment of long memory, and the estimation accuracy of the long memory parameter. The results show that the accuracy of above three factors in the long memory test reached a relatively high level within the bandwidth parameter interval of 0.5 < a < 0.7. For different lengths of time series, bandwidth parameter a = 0.6 can be used as the optimal choice of the GPH estimation. Furthermore, we give the calculation accuracy of the GPH algorithm on existence, persistence or antipersistence of long memory, and long memory parameter d when a = 0.6.


Mathematics ◽  
2021 ◽  
Vol 9 (16) ◽  
pp. 2004
Author(s):  
Yi Jin ◽  
Yulin He ◽  
Defa Huang

The nature of the kernel density estimator (KDE) is to find the underlying probability density function (p.d.f) for a given dataset. The key to training the KDE is to determine the optimal bandwidth or Parzen window. All the data points share a fixed bandwidth (scalar for univariate KDE and vector for multivariate KDE) in the fixed KDE (FKDE). In this paper, we propose an improved variable KDE (IVKDE) which determines the optimal bandwidth for each data point in the given dataset based on the integrated squared error (ISE) criterion with the L2 regularization term. An effective optimization algorithm is developed to solve the improved objective function. We compare the estimation performance of IVKDE with FKDE and VKDE based on ISE criterion without L2 regularization on four univariate and four multivariate probability distributions. The experimental results show that IVKDE obtains lower estimation errors and thus demonstrate the effectiveness of IVKDE.


Entropy ◽  
2021 ◽  
Vol 23 (3) ◽  
pp. 266
Author(s):  
Juhui Wei ◽  
Zhangming He ◽  
Jiongqi Wang ◽  
Dayi Wang ◽  
Xuanying Zhou

Weak fault signals, high coupling data, and unknown faults commonly exist in fault diagnosis systems, causing low detection and identification performance of fault diagnosis methods based on T2 statistics or cross entropy. This paper proposes a new fault diagnosis method based on optimal bandwidth kernel density estimation (KDE) and Jensen–Shannon (JS) divergence distribution for improved fault detection performance. KDE addresses weak signal and coupling fault detection, and JS divergence addresses unknown fault detection. Firstly, the formula and algorithm of the optimal bandwidth of multidimensional KDE are presented, and the convergence of the algorithm is proved. Secondly, the difference in JS divergence between the data is obtained based on the optimal KDE and used for fault detection. Finally, the fault diagnosis experiment based on the bearing data from Case Western Reserve University Bearing Data Center is conducted. The results show that for known faults, the proposed method has 10% and 2% higher detection rate than T2 statistics and the cross entropy method, respectively. For unknown faults, T2 statistics cannot effectively detect faults, and the proposed method has approximately 15% higher detection rate than the cross entropy method. Thus, the proposed method can effectively improve the fault detection rate.


2021 ◽  
Vol 3 (2) ◽  
pp. 85
Author(s):  
Febriolah Lamusu ◽  
Tedy Machmud ◽  
Resmawan Resmawan

<p>Nadaraya-Watson Estimator with kernel approach depends on two-parameter, those are kernel function and bandwidth choice. However, between the two of them, bandwidth choice gave a huge impact on the result of the estimation. By minimizing the value of Mean Square Error (MSE), Cross-Validation (CV) and Generalized Cross-Validation (GCV) gave the optimal bandwidth value. In this research, corn production was considered as the dependent variable, while the planted area, harvested area, and the fertilizer as the independent variable. The result of this research showed that Nadaraya-Watson Estimator with Generalized Cross-Validation gives a better corn production estimation with optimal bandwidth value 742392,2, with and  with MSE 202583,9.</p><p><strong>Keywords</strong>: kernel, estimator Nadaraya-Watson, cross validation, generalized cross validation.</p>


2020 ◽  
pp. 1-13
Author(s):  
Qiying Wang ◽  
Peter C. B. Phillips

Abstract We study optimal bandwidth selection in nonparametric cointegrating regression where the regressor is a stochastic trend process driven by short or long memory innovations. Unlike stationary regression, the optimal bandwidth is found to be a random sequence which depends on the sojourn time of the process. All random sequences $h_{n}$ that lie within a wide band of rates as the sample size $n\rightarrow \infty $ have the property that local level and local linear kernel estimates are asymptotically normal, which enables inference and conveniently corresponds to limit theory in the stationary regression case. This finding reinforces the distinctive flexibility of data-based nonparametric regression procedures for nonstationary nonparametric regression. The present results are obtained under exogenous regressor conditions, which are restrictive but which enable flexible data-based methods of practical implementation in nonparametric predictive regressions within that environment.


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