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Probability distribution of wind power volatility based on the moving average method and improved nonparametric kernel density estimation 被引量:4
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作者 Peizhe Xin Ying Liu +2 位作者 Nan Yang Xuankun Song Yu Huang 《Global Energy Interconnection》 2020年第3期247-258,共12页
In the process of large-scale,grid-connected wind power operations,it is important to establish an accurate probability distribution model for wind farm fluctuations.In this study,a wind power fluctuation modeling met... In the process of large-scale,grid-connected wind power operations,it is important to establish an accurate probability distribution model for wind farm fluctuations.In this study,a wind power fluctuation modeling method is proposed based on the method of moving average and adaptive nonparametric kernel density estimation(NPKDE)method.Firstly,the method of moving average is used to reduce the fluctuation of the sampling wind power component,and the probability characteristics of the modeling are then determined based on the NPKDE.Secondly,the model is improved adaptively,and is then solved by using constraint-order optimization.The simulation results show that this method has a better accuracy and applicability compared with the modeling method based on traditional parameter estimation,and solves the local adaptation problem of traditional NPKDE. 展开更多
关键词 Moving average method Signal decomposition Wind power fluctuation characteristics kernel density estimation Constrained order optimization
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Improved Logistic Regression Algorithm Based on Kernel Density Estimation for Multi-Classification with Non-Equilibrium Samples
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作者 Yang Yu Zeyu Xiong +1 位作者 Yueshan Xiong Weizi Li 《Computers, Materials & Continua》 SCIE EI 2019年第7期103-117,共15页
Logistic regression is often used to solve linear binary classification problems such as machine vision,speech recognition,and handwriting recognition.However,it usually fails to solve certain nonlinear multi-classifi... Logistic regression is often used to solve linear binary classification problems such as machine vision,speech recognition,and handwriting recognition.However,it usually fails to solve certain nonlinear multi-classification problem,such as problem with non-equilibrium samples.Many scholars have proposed some methods,such as neural network,least square support vector machine,AdaBoost meta-algorithm,etc.These methods essentially belong to machine learning categories.In this work,based on the probability theory and statistical principle,we propose an improved logistic regression algorithm based on kernel density estimation for solving nonlinear multi-classification.We have compared our approach with other methods using non-equilibrium samples,the results show that our approach guarantees sample integrity and achieves superior classification. 展开更多
关键词 Logistic regression MULTI-CLASSIFICATION kernel function density estimation NON-EQUILIBRIUM
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Performance Evaluation of Various Functions for Kernel Density Estimation
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作者 Youngsung Soh Yongsuk Hae +2 位作者 Aamer Mehmood Raja Hadi Ashraf Intaek Kim 《Open Journal of Applied Sciences》 2013年第1期58-64,共7页
There have been vast amount of studies on background modeling to detect moving objects. Two recent reviews[1,2] showed that kernel density estimation(KDE) method and Gaussian mixture model(GMM) perform about equally b... There have been vast amount of studies on background modeling to detect moving objects. Two recent reviews[1,2] showed that kernel density estimation(KDE) method and Gaussian mixture model(GMM) perform about equally best among possible background models. For KDE, the selection of kernel functions and their bandwidths greatly influence the performance. There were few attempts to compare the adequacy of functions for KDE. In this paper, we evaluate the performance of various functions for KDE. Functions tested include almost everyone cited in the literature and a new function, Laplacian of Gaussian(LoG) is also introduced for comparison. All tests were done on real videos with vary-ing background dynamics and results were analyzed both qualitatively and quantitatively. Effect of different bandwidths was also investigated. 展开更多
关键词 BACKGROUND Model kernel density estimation kernel FUNCTIONS
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ASYMPTOTIC NORMALITY OF KERNEL ESTIMATES OF A DENSITY FUNCTION UNDER ASSOCIATION DEPENDENCE
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作者 林正炎 《Acta Mathematica Scientia》 SCIE CSCD 2003年第3期345-350,共6页
Let {Xn, n≥1} be a strictly stationary sequence of random variables, which are either associated or negatively associated, f(.) be their common density. In this paper, the author shows a central limit theorem for a k... Let {Xn, n≥1} be a strictly stationary sequence of random variables, which are either associated or negatively associated, f(.) be their common density. In this paper, the author shows a central limit theorem for a kernel estimate of f(.) under certain regular conditions. 展开更多
关键词 Associated random variables negatively associated random variables kernel estimate of a density function central limit theorem
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APPROXIMATION RATES OF ERROR DISTRIBUTION OF DOUBLE KERNEL ESTIMATES OF CONDITIONAL DENSITY
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作者 XueLiugen CaiGuoliang 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2000年第4期425-432,共8页
In this paper, the normal approximation rate and the random weighting approximation rate of error distribution of the kernel estimator of conditional density function f(y|x) are studied. The results may be used to... In this paper, the normal approximation rate and the random weighting approximation rate of error distribution of the kernel estimator of conditional density function f(y|x) are studied. The results may be used to construct the confidence interval of f(y|x) . 展开更多
关键词 Conditional density function double kernel estimator random weighting method approximation rate.
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基于Bootstrap方法的VaR计算 被引量:19
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作者 叶五一 缪柏其 吴振翔 《系统工程学报》 CSCD 2004年第5期528-531,共4页
介绍了非参数方法中的Bootstrap方法在估计样本分位点时的应用,其中在随机抽取子样时应用了MCMC方法,最后将该方法应用到了金融资产VaR的计算上.由于金融资产收益率的分布往往不能用参数方法准确的估计,Bootstrap作为非参数方法克服了... 介绍了非参数方法中的Bootstrap方法在估计样本分位点时的应用,其中在随机抽取子样时应用了MCMC方法,最后将该方法应用到了金融资产VaR的计算上.由于金融资产收益率的分布往往不能用参数方法准确的估计,Bootstrap作为非参数方法克服了这种局限,并改进了历史模拟方法.文章对欧元/人民币、日元/人民币两种汇率进行了VaR的计算的实证分析,计算了VaR的点估计和区间估计,并比较了几种计算方法,得到了一些有意义的结果. 展开更多
关键词 bootstrap方法 MCMC方法 核密度估计 在险价值VAR 样本分位点 金融资产
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进口铁矿砷量特征的内核密度分析与Bootstrap代表值估计 被引量:4
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作者 纪雷 孙健 +3 位作者 林雨霏 蔡发 杜恒清 王岩 《分析试验室》 CAS CSCD 北大核心 2007年第1期12-16,共5页
对进口铁矿中的砷量进行了总体统计分析,在数据统计分布特征研究基础上,使用内核密度估计对进口铁矿砷量进行数据多态性分析,使用boot-strap对原始数据样本值重复取样以获得稳健的砷量代表值估计及标准偏差,证明以bootstrap重新取样样... 对进口铁矿中的砷量进行了总体统计分析,在数据统计分布特征研究基础上,使用内核密度估计对进口铁矿砷量进行数据多态性分析,使用boot-strap对原始数据样本值重复取样以获得稳健的砷量代表值估计及标准偏差,证明以bootstrap重新取样样本分布的均值与标准偏差作为有限单次样本代表值是合理、有效的。 展开更多
关键词 铁矿 代表值 统计学描述 内核密度估计 bootstrap
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多维密度核估计的Bootstrap逼近 被引量:2
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作者 李德旺 陈兴 +1 位作者 喻达磊 徐达明 《西南大学学报(自然科学版)》 CAS CSCD 北大核心 2007年第11期34-37,共4页
在一定条件下证得多维密度核估计的Bootstrap逼近成立.
关键词 多维密度 核估计 bootstrap逼近
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概率密度核估计的Bootstrap逼近 被引量:2
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作者 徐达明 唐安民 +1 位作者 李德旺 陈兴 《云南民族大学学报(自然科学版)》 CAS 2007年第4期295-297,共3页
从概率密度函数为f的总体中,随机抽取一列独立同分布的样本X1,…,Xn,并在μ=EX1的条件下,研究密度概率函数θ=f(μ)的核型估计fn(x)的Bootstrap逼近问题.
关键词 密度函数 核估计 bootstrap 正态逼近
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基于Bootstrap方法的VaR区间估计 被引量:11
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作者 曾翀 万建平 《经济数学》 北大核心 2009年第1期58-63,共6页
本文介绍了非参数方法中基于自助法的三种区间的估计方法,并将它们应用到金融资产的VaR计算上.自助法很好地克服了历史模拟法的一些局限性.本文对上证综合指数(IA0001)进行了VaR计算的实证分析,计算了VaR点估计和区间估计,并比较了几种... 本文介绍了非参数方法中基于自助法的三种区间的估计方法,并将它们应用到金融资产的VaR计算上.自助法很好地克服了历史模拟法的一些局限性.本文对上证综合指数(IA0001)进行了VaR计算的实证分析,计算了VaR点估计和区间估计,并比较了几种计算方法各自的特点,得出了一些有意义的结果. 展开更多
关键词 自助-t法 百分位法 修正百分位法 核密度估计 在险价值VAR
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比估计的Bootstrap置信区间 被引量:1
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作者 乔舰 景平 汪金芳 《河南科技大学学报(自然科学版)》 CAS 2004年第6期85-89,共5页
先用常见Bootstrap-t方法、BCa方法,然后用自己提出的函数无偏Bootstrap研究了比估计的置信区间,并以比估计的Fieller区间作为标准比较上述三种方法,指出了函数无偏Bootstrap的适用性。
关键词 估计 置信区间 无偏 函数 方法
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矿产品水分含量代表值Bootstrap模拟取样估计 被引量:1
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作者 纪雷 林雨霏 +3 位作者 孙健 蔡发 杜恒清 程刚 《分析科学学报》 CAS CSCD 2007年第4期475-477,共3页
在对矿产品水分含量基础统计学特征描述的基础上,采用内核密度估计对水分含量数据多态性进行了分析,根据双态分布的特点,使用Bootstrap模拟取样方法对试验样本值模拟重复取样,以多次Bootstrap模拟取样的均值与标准偏差作为矿产品水分含... 在对矿产品水分含量基础统计学特征描述的基础上,采用内核密度估计对水分含量数据多态性进行了分析,根据双态分布的特点,使用Bootstrap模拟取样方法对试验样本值模拟重复取样,以多次Bootstrap模拟取样的均值与标准偏差作为矿产品水分含量有限样本代表值及标准偏差的稳健估计,实践证明Bootstrap模拟取样估计对矿产品水分含量代表值的估计是有效的,该项研究为矿产品水分含量代表值的准确评估提供了一种新方法。 展开更多
关键词 矿产品 水分 代表值 统计学描述 内核密度估计 gootstrap模拟取样方法
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密度泛函核估计的Bootstrap逼近
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作者 田金文 高谦 《数学杂志》 CSCD 1997年第4期455-458,共4页
设X1,…,Xn是从分布密度函数为f的总体中抽取的id样本,μ=EX1°本文研究了密度泛函θ=f(μ)的核型估计fn(x)(其x=1n∑ni=1Xn,fn(x)为通常的Rosenblat-Parzen核估计,Bo... 设X1,…,Xn是从分布密度函数为f的总体中抽取的id样本,μ=EX1°本文研究了密度泛函θ=f(μ)的核型估计fn(x)(其x=1n∑ni=1Xn,fn(x)为通常的Rosenblat-Parzen核估计,Bootstrap逼近问题. 展开更多
关键词 密度泛函 核估计 bootstrap逼近
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基于Bootstrap法的核估计逼近
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作者 李德旺 夏开萍 +2 位作者 喻达磊 徐达明 陈兴 《赣南师范学院学报》 2007年第3期45-47,共3页
从分布密度函数为f的总体中抽取独立同分布的样本X1,…,Xn,μ=EX1研究密度泛函θ=f(μ)的核型估计fn()的Bootstrap逼近问题.
关键词 核估计 bootstrap逼近 统计方法
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基于Bootstrap的小样本可靠性评估方法 被引量:5
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作者 张震 刘俭辉 +1 位作者 赵成 剡昌锋 《兰州理工大学学报》 CAS 北大核心 2022年第1期39-44,共6页
针对小样本情况下,采用极大似然估计Mle法求解分布参数会产生较大误差的问题,基于Bootstrap数据扩充的思想提出了B-mle法,减小了参数估计的误差.首先,利用Bootstrap法对小样本数据重抽样产生多组再生样本,达到扩充数据样本的目的;其次,... 针对小样本情况下,采用极大似然估计Mle法求解分布参数会产生较大误差的问题,基于Bootstrap数据扩充的思想提出了B-mle法,减小了参数估计的误差.首先,利用Bootstrap法对小样本数据重抽样产生多组再生样本,达到扩充数据样本的目的;其次,对再生样本采用极大似然估计求解分布参数,得到多组参数的极大似然估计值,并采用核密度估计方法直接从参数估计值求解得到概率密度函数;最后,在给定置信水平下,确定参数的置信区间,得到可靠度的置信区间,并通过Monte Carlo法验证B-mle法的可行性和可信性.利用B-mle法对柱塞泵失效数据进行可靠性的评估,得到不同置信水平下Weibull分布形状参数、尺度参数以及可靠度的置信区间. 展开更多
关键词 极大似然估计 bootstrap 核密度估计 概率密度函数 Monte Carlo模拟
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股市收益分布非对称性特征检验——基于改良Bootstrap方法
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作者 黄世祥 《中南财经政法大学研究生学报》 2015年第3期44-51,共8页
金融资产收益分布的非对称性在金融理论研究和金融实践中都有重要意义。本文对List提出的基于Bootstrap思想的金融资产收益分布非对称性测度方法进行改良,并探索上证综指、沪深300、中小板指数和创业板指数四种代表性股价指数收益的非... 金融资产收益分布的非对称性在金融理论研究和金融实践中都有重要意义。本文对List提出的基于Bootstrap思想的金融资产收益分布非对称性测度方法进行改良,并探索上证综指、沪深300、中小板指数和创业板指数四种代表性股价指数收益的非对称性特征。研究结果表明:上证综指收益分布具有对称特征,沪深300指数收益分布具有渐近对称特征,另外两种指数收益分布具有明显的非对称特征。本文还通过估计核密度曲线,对方法稳健性进行检验,证明Bootstrap方法比偏度系数法更有效。 展开更多
关键词 非对称性 bootstrap方法 核密度估计
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A new early warning method for dam displacement behavior based on non-normal distribution function 被引量:2
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作者 Zhen-xiang Jiang Hui Chen 《Water Science and Engineering》 EI CAS CSCD 2022年第2期170-178,共9页
Traditional methods for early warning of dam displacements usually assume that residual displacements follow a normal distribution.This assumption deviates from the reality,thereby affecting the reliability of early w... Traditional methods for early warning of dam displacements usually assume that residual displacements follow a normal distribution.This assumption deviates from the reality,thereby affecting the reliability of early warning results and leading to misjudgments of dam displacement behavior.To solve this problem,this study proposed an early warning method using a non-normal distribution function.A new early warning index was developed using cumulative distribution function(CDF)values.The method of kernel density estimation was used to calculate the CDF values of residual displacements at a single point.The copula function was used to compute the CDF values of residual displacements at multiple points.Numerical results showed that,with residual displacements in a non-normal distribution,the early warning method proposed in this study accurately reflected the dam displacement behavior and effectively reduced the frequency of false alarms.This method is expected to aid in the safe operation of dams. 展开更多
关键词 Non-normal distribution Dam displacement Early warning index kernel density estimation Copula function
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Numerical simulation of hydraulic fracturing and associated microseismicity using finite-discrete element method 被引量:11
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作者 Qi Zhao Andrea Lisjak +2 位作者 Omid Mahabadi Qinya Liu Giovanni Grasselli 《Journal of Rock Mechanics and Geotechnical Engineering》 SCIE CSCD 2014年第6期574-581,共8页
Hydraulic fracturing (HF) technique has been extensively used for the exploitation of unconventional oiland gas reservoirs. HF enhances the connectivity of less permeable oil and gas-bearing rock formationsby fluid ... Hydraulic fracturing (HF) technique has been extensively used for the exploitation of unconventional oiland gas reservoirs. HF enhances the connectivity of less permeable oil and gas-bearing rock formationsby fluid injection, which creates an interconnected fracture network and increases the hydrocarbonproduction. Meanwhile, microseismic (MS) monitoring is one of the most effective approaches to evaluatesuch stimulation process. In this paper, the combined finite-discrete element method (FDEM) isadopted to numerically simulate HF and associated MS. Several post-processing tools, includingfrequency-magnitude distribution (b-value), fractal dimension (D-value), and seismic events clustering,are utilized to interpret numerical results. A non-parametric clustering algorithm designed specificallyfor FDEM is used to reduce the mesh dependency and extract more realistic seismic information.Simulation results indicated that at the local scale, the HF process tends to propagate following the rockmass discontinuities; while at the reservoir scale, it tends to develop in the direction parallel to themaximum in-situ stress. 2014 Institute of Rock and Soil Mechanics, Chinese Academy of Sciences. Production and hosting byElsevier B.V. All rights reserved. 展开更多
关键词 Hydraulic fracturing(HF) Numerical simulation Microseismic(MS) Finite-discrete element method(FDEM) Clustering kernel density estimation(KDE)
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Kernel Density Estimation Based Multiphase Fuzzy Region Competition Method for Texture Image Segmentation 被引量:1
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作者 Fang Li Michael K.Ng 《Communications in Computational Physics》 SCIE 2010年第8期623-641,共19页
In this paper,we propose a multiphase fuzzy region competition model for texture image segmentation.In the functional,each region is represented by a fuzzy membership function and a probability density function that i... In this paper,we propose a multiphase fuzzy region competition model for texture image segmentation.In the functional,each region is represented by a fuzzy membership function and a probability density function that is estimated by a nonparametric kernel density estimation.The overall algorithm is very efficient as both the fuzzy membership function and the probability density function can be implemented easily.We apply the proposed method to synthetic and natural texture images,and synthetic aperture radar images.Our experimental results have shown that the proposed method is competitive with the other state-of-the-art segmentation methods. 展开更多
关键词 TEXTURE multiphase region competition kernel density estimation fuzzy membership function total variation
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基于“纵横向”拉开档次法和Kernel密度估计的图书情报类核心期刊的学术影响力研究 被引量:1
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作者 郑万腾 李雨蒙 《情报杂志》 CSSCI 北大核心 2019年第5期109-115,168,共8页
[目的/意义]为了有效评判图书情报类20种核心期刊的学术影响力,以期为主办单位正确认识期刊学术交流、渗透和利用现状及可能存在的问题,以便优化办刊模式提供一定的数据支撑和意见参考。[方法/过程]笔者采用"纵横向"拉开档次... [目的/意义]为了有效评判图书情报类20种核心期刊的学术影响力,以期为主办单位正确认识期刊学术交流、渗透和利用现状及可能存在的问题,以便优化办刊模式提供一定的数据支撑和意见参考。[方法/过程]笔者采用"纵横向"拉开档次法和Kernel密度估计对图书情报类20种核心期刊2005-2016年学术影响力进行测算和动态演化的深度刻画。[结果/结论]研究发现:a.2005-2016年20种图书情报类核心期刊的学术影响力呈现W型上探下潜波动上升演化的状态,波动振幅较显著;b.不同期刊的学术影响力呈现阶梯型层级分布格局,层级间差异显著,层内差异较少,整体上图书馆类期刊学术影响力要优于情报类期刊;c.2005-2016年图书情报核心期刊学术影响力的高斯Kernel密度分布曲线呈现迂回运动状态,2011年是分割点,在此之前,不同期刊学术影响力稳步上升且差距逐渐缩小,而在此之后,不同期刊学术影响力不断下滑变且两级分化严重。 展开更多
关键词 图书情报 核心期刊 “纵横向”拉开档次法 kernel密度估计 学术影响力 动态评估
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