Search results for: linear machine
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2888

Search results for: linear machine

2288 Application of Granular Computing Paradigm in Knowledge Induction

Authors: Iftikhar U. Sikder

Abstract:

This paper illustrates an application of granular computing approach, namely rough set theory in data mining. The paper outlines the formalism of granular computing and elucidates the mathematical underpinning of rough set theory, which has been widely used by the data mining and the machine learning community. A real-world application is illustrated, and the classification performance is compared with other contending machine learning algorithms. The predictive performance of the rough set rule induction model shows comparative success with respect to other contending algorithms.

Keywords: Concept approximation, granular computing, reducts, rough set theory, rule induction.

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2287 Improved Stability Criteria for Neural Networks with Two Additive Time-Varying Delays

Authors: Miaomiao Yang, Shouming Zhong

Abstract:

This paper studies the problem of stability criteria for neural networks with two additive time-varying delays.A new Lyapunov-Krasovskii function is constructed and some new delay dependent stability criterias are derived in the terms of linear matrix inequalities(LMI), zero equalities and reciprocally convex approach.The several stability criterion proposed in this paper is simpler and effective. Finally,numerical examples are provided to demonstrate the feasibility and effectiveness of our results.

Keywords: Stability, Neural networks, Linear Matrix Inequalities (LMI) , Lyapunov function, Time-varying delays

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2286 A Study of the Effectiveness of the Routing Decision Support Algorithm

Authors: Wayne Goodridge, Alexander Nikov, Ashok Sahai

Abstract:

Multi criteria decision making (MCDM) methods like analytic hierarchy process, ELECTRE and multi-attribute utility theory are critically studied. They have irregularities in terms of the reliability of ranking of the best alternatives. The Routing Decision Support (RDS) algorithm is trying to improve some of their deficiencies. This paper gives a mathematical verification that the RDS algorithm conforms to the test criteria for an effective MCDM method when a linear preference function is considered.

Keywords: Decision support systems, linear preference function, multi-criteria decision-making algorithm, analytic hierarchy process.

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2285 Optimal Controller Design for Linear Magnetic Levitation Rail System

Authors: Tooraj Hakim Elahi, Abdolamir Nekoubin

Abstract:

In many applications, magnetic suspension systems are required to operate over large variations in air gap. As a result, the nonlinearities inherent in most types of suspensions have a significant impact on performance. Specifically, it may be difficult to design a linear controller which gives satisfactory performance, stability, and disturbance rejection over a wide range of operating points. in this paper an optimal controller based on discontinuous mathematical model of the system for an electromagnetic suspension system which is applied in magnetic trains has been designed . Simulations show that the new controller can adapt well to the variance of suspension mass and gap, and keep its dynamic performance, thus it is superior to the classic controller.

Keywords: Magnetic Levitation, optimal controller, mass and gap

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2284 New Approaches on Stability Analysis for Neural Networks with Time-Varying Delay

Authors: Qingqing Wang, Shouming Zhong

Abstract:

Utilizing the Lyapunov functional method and combining linear matrix inequality (LMI) techniques and integral inequality approach (IIA) to analyze the global asymptotic stability for delayed neural networks (DNNs),a new sufficient criterion ensuring the global stability of DNNs is obtained.The criteria are formulated in terms of a set of linear matrix inequalities,which can be checked efficiently by use of some standard numercial packages.In order to show the stability condition in this paper gives much less conservative results than those in the literature,numerical examples are considered.

Keywords: Neural networks, Globally asymptotic stability , LMI approach , IIA approach , Time-varying delay.

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2283 A Genetic Algorithm to Schedule the Flow Shop Problem under Preventive Maintenance Activities

Authors: J. Kaabi, Y. Harrath

Abstract:

This paper studied the flow shop scheduling problem under machine availability constraints. The machines are subject to flexible preventive maintenance activities. The nonresumable scenario for the jobs was considered. That is, when a job is interrupted by an unavailability period of a machine it should be restarted from the beginning. The objective is to minimize the total tardiness time for the jobs and the advance/tardiness for the maintenance activities. To solve the problem, a genetic algorithm was developed and successfully tested and validated on many problem instances. The computational results showed that the new genetic algorithm outperforms another earlier proposed algorithm. 

Keywords: Flow shop scheduling, maintenance, genetic algorithm, priority rules.

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2282 A Partially Accelerated Life Test Planning with Competing Risks and Linear Degradation Path under Tampered Failure Rate Model

Authors: Fariba Azizi, Firoozeh Haghighi, Viliam Makis

Abstract:

In this paper, we propose a method to model the relationship between failure time and degradation for a simple step stress test where underlying degradation path is linear and different causes of failure are possible. It is assumed that the intensity function depends only on the degradation value. No assumptions are made about the distribution of the failure times. A simple step-stress test is used to shorten failure time of products and a tampered failure rate (TFR) model is proposed to describe the effect of the changing stress on the intensities. We assume that some of the products that fail during the test have a cause of failure that is only known to belong to a certain subset of all possible failures. This case is known as masking. In the presence of masking, the maximum likelihood estimates (MLEs) of the model parameters are obtained through an expectation-maximization (EM) algorithm by treating the causes of failure as missing values. The effect of incomplete information on the estimation of parameters is studied through a Monte-Carlo simulation. Finally, a real example is analyzed to illustrate the application of the proposed methods.

Keywords: Expectation-maximization (EM) algorithm, cause of failure, intensity, linear degradation path, masked data, reliability function.

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2281 New Stabilization for Switched Neutral Systems with Perturbations

Authors: Lianglin Xiong, Shouming Zhong, Mao Ye

Abstract:

This paper addresses the stabilization issues for a class of uncertain switched neutral systems with nonlinear perturbations. Based on new classes of piecewise Lyapunov functionals, the stability assumption on all the main operators or the convex combination of coefficient matrices is avoid, and a new switching rule is introduced to stabilize the neutral systems. The switching rule is designed from the solution of the so-called Lyapunov-Metzler linear matrix inequalities. Finally, three simulation examples are given to demonstrate the significant improvements over the existing results.

Keywords: Switched neutral system, piecewise Lyapunov functional, nonlinear perturbation, Lyapunov-Metzler linear matrix inequality.

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2280 A New Recognition Scheme for Machine- Printed Arabic Texts based on Neural Networks

Authors: Z. Shaaban

Abstract:

This paper presents a new approach to tackle the problem of recognizing machine-printed Arabic texts. Because of the difficulty of recognizing cursive Arabic words, the text has to be normalized and segmented to be ready for the recognition stage. The new scheme for recognizing Arabic characters depends on multiple parallel neural networks classifier. The classifier has two phases. The first phase categories the input character into one of eight groups. The second phase classifies the character into one of the Arabic character classes in the group. The system achieved high recognition rate.

Keywords: Neural Networks, character recognition, feature extraction, multiple networks, Arabic text.

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2279 The Statistical Properties of Filtered Signals

Authors: Ephraim Gower, Thato Tsalaile, Monageng Kgwadi, Malcolm Hawksford.

Abstract:

In this paper, the statistical properties of filtered or convolved signals are considered by deriving the resulting density functions as well as the exact mean and variance expressions given a prior knowledge about the statistics of the individual signals in the filtering or convolution process. It is shown that the density function after linear convolution is a mixture density, where the number of density components is equal to the number of observations of the shortest signal. For circular convolution, the observed samples are characterized by a single density function, which is a sum of products.

Keywords: Circular Convolution, linear Convolution, mixture density function.

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2278 Efficiency of Robust Heuristic Gradient Based Enumerative and Tunneling Algorithms for Constrained Integer Programming Problems

Authors: Vijaya K. Srivastava, Davide Spinello

Abstract:

This paper presents performance of two robust gradient-based heuristic optimization procedures based on 3n enumeration and tunneling approach to seek global optimum of constrained integer problems. Both these procedures consist of two distinct phases for locating the global optimum of integer problems with a linear or non-linear objective function subject to linear or non-linear constraints. In both procedures, in the first phase, a local minimum of the function is found using the gradient approach coupled with hemstitching moves when a constraint is violated in order to return the search to the feasible region. In the second phase, in one optimization procedure, the second sub-procedure examines 3n integer combinations on the boundary and within hypercube volume encompassing the result neighboring the result from the first phase and in the second optimization procedure a tunneling function is constructed at the local minimum of the first phase so as to find another point on the other side of the barrier where the function value is approximately the same. In the next cycle, the search for the global optimum commences in both optimization procedures again using this new-found point as the starting vector. The search continues and repeated for various step sizes along the function gradient as well as that along the vector normal to the violated constraints until no improvement in optimum value is found. The results from both these proposed optimization methods are presented and compared with one provided by popular MS Excel solver that is provided within MS Office suite and other published results.

Keywords: Constrained integer problems, enumerative search algorithm, Heuristic algorithm, tunneling algorithm.

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2277 Real-time Network Anomaly Detection Systems Based on Machine-Learning Algorithms

Authors: Zahra Ramezanpanah, Joachim Carvallo, Aurelien Rodriguez

Abstract:

This paper aims to detect anomalies in streaming data using machine learning algorithms. In this regard, we designed two separate pipelines and evaluated the effectiveness of each separately. The first pipeline, based on supervised machine learning methods, consists of two phases. In the first phase, we trained several supervised models using the UNSW-NB15 data set. We measured the efficiency of each using different performance metrics and selected the best model for the second phase. At the beginning of the second phase, we first, using Argus Server, sniffed a local area network. Several types of attacks were simulated and then sent the sniffed data to a running algorithm at short intervals. This algorithm can display the results of each packet of received data in real-time using the trained model. The second pipeline presented in this paper is based on unsupervised algorithms, in which a Temporal Graph Network (TGN) is used to monitor a local network. The TGN is trained to predict the probability of future states of the network based on its past behavior. Our contribution in this section is introducing an indicator to identify anomalies from these predicted probabilities.

Keywords: Cyber-security, Intrusion Detection Systems, Temporal Graph Network, Anomaly Detection.

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2276 Lean Production to Increase Reproducibility and Work Safety in the Laser Beam Melting Process Chain

Authors: C. Bay, A. Mahr, H. Groneberg, F. Döpper

Abstract:

Additive Manufacturing processes are becoming increasingly established in the industry for the economic production of complex prototypes and functional components. Laser beam melting (LBM), the most frequently used Additive Manufacturing technology for metal parts, has been gaining in industrial importance for several years. The LBM process chain – from material storage to machine set-up and component post-processing – requires many manual operations. These steps often depend on the manufactured component and are therefore not standardized. These operations are often not performed in a standardized manner, but depend on the experience of the machine operator, e.g., levelling of the build plate and adjusting the first powder layer in the LBM machine. This lack of standardization limits the reproducibility of the component quality. When processing metal powders with inhalable and alveolar particle fractions, the machine operator is at high risk due to the high reactivity and the toxic (e.g., carcinogenic) effect of the various metal powders. Faulty execution of the operation or unintentional omission of safety-relevant steps can impair the health of the machine operator. In this paper, all the steps of the LBM process chain are first analysed in terms of their influence on the two aforementioned challenges: reproducibility and work safety. Standardization to avoid errors increases the reproducibility of component quality as well as the adherence to and correct execution of safety-relevant operations. The corresponding lean method 5S will therefore be applied, in order to develop approaches in the form of recommended actions that standardize the work processes. These approaches will then be evaluated in terms of ease of implementation and their potential for improving reproducibility and work safety. The analysis and evaluation showed that sorting tools and spare parts as well as standardizing the workflow are likely to increase reproducibility. Organizing the operational steps and production environment decreases the hazards of material handling and consequently improves work safety.

Keywords: Additive manufacturing, lean production, reproducibility, work safety.

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2275 An Optimized Design of Non-uniform Filterbank

Authors: Ram Kumar Soni, Alok Jain, Rajiv Saxena

Abstract:

The tree structured approach of non-uniform filterbank (NUFB) is normally used in perfect reconstruction (PR). The PR is not always feasible due to certain limitations, i.e, constraints in selecting design parameters, design complexity and some times output is severely affected by aliasing error if necessary and sufficient conditions of PR is not satisfied perfectly. Therefore, there has been generalized interest of researchers to go for near perfect reconstruction (NPR). In this proposed work, an optimized tree structure technique is used for the design of NPR non-uniform filterbank. Window functions of Blackman family are used to design the prototype FIR filter. A single variable linear optimization is used to minimize the amplitude distortion. The main feature of the proposed design is its simplicity with linear phase property.

Keywords: Tree structure, NUFB, QMF, NPR.

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2274 Human Detection using Projected Edge Feature

Authors: Jaedo Kim, Youngjoon Han, Hernsoo Hahn

Abstract:

The purpose of this paper is to detect human in images. This paper proposes a method for extracting human body feature descriptors consisting of projected edge component series. The feature descriptor can express appearances and shapes of human with local and global distribution of edges. Our method evaluated with a linear SVM classifier on Daimler-Chrysler pedestrian dataset, and test with various sub-region size. The result shows that the accuracy level of proposed method similar to Histogram of Oriented Gradients(HOG) feature descriptor and feature extraction process is simple and faster than existing methods.

Keywords: Human detection, Projected edge descriptor, Linear SVM, Local appearance feature

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2273 Crude Oil Price Prediction Using LSTM Networks

Authors: Varun Gupta, Ankit Pandey

Abstract:

Crude oil market is an immensely complex and dynamic environment and thus the task of predicting changes in such an environment becomes challenging with regards to its accuracy. A number of approaches have been adopted to take on that challenge and machine learning has been at the core in many of them. There are plenty of examples of algorithms based on machine learning yielding satisfactory results for such type of prediction. In this paper, we have tried to predict crude oil prices using Long Short-Term Memory (LSTM) based recurrent neural networks. We have tried to experiment with different types of models using different epochs, lookbacks and other tuning methods. The results obtained are promising and presented a reasonably accurate prediction for the price of crude oil in near future.

Keywords: Crude oil price prediction, deep learning, LSTM, recurrent neural networks.

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2272 Model Predictive Control of Turbocharged Diesel Engine with Exhaust Gas Recirculation

Authors: U. Yavas, M. Gokasan

Abstract:

Control of diesel engine’s air path has drawn a lot of attention due to its multi input-multi output, closed coupled, non-linear relation. Today, precise control of amount of air to be combusted is a must in order to meet with tight emission limits and performance targets. In this study, passenger car size diesel engine is modeled by AVL Boost RT, and then simulated with standard, industry level PID controllers. Finally, linear model predictive control is designed and simulated. This study shows the importance of modeling and control of diesel engines with flexible algorithm development in computer based systems.

Keywords: Predictive control, engine control, engine modeling, PID control, feedforward compensation.

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2271 A High Quality Speech Coder at 600 bps

Authors: Yong Zhang, Ruimin Hu

Abstract:

This paper presents a vocoder to obtain high quality synthetic speech at 600 bps. To reduce the bit rate, the algorithm is based on a sinusoidally excited linear prediction model which extracts few coding parameters, and three consecutive frames are grouped into a superframe and jointly vector quantization is used to obtain high coding efficiency. The inter-frame redundancy is exploited with distinct quantization schemes for different unvoiced/voiced frame combinations in the superframe. Experimental results show that the quality of the proposed coder is better than that of 2.4kbps LPC10e and achieves approximately the same as that of 2.4kbps MELP and with high robustness.

Keywords: Speech coding, Vector quantization, linear predicition, Mixed sinusoidal excitation

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2270 Conditions for Fault Recovery of Interconnected Asynchronous Sequential Machines with State Feedback

Authors: Jung–Min Yang

Abstract:

In this paper, fault recovery for parallel interconnected asynchronous sequential machines is studied. An adversarial input can infiltrate into one of two submachines comprising parallel composition of the considered asynchronous sequential machine, causing an unauthorized state transition. The control objective is to elucidate the condition for the existence of a corrective controller that makes the closed-loop system immune against any occurrence of adversarial inputs. In particular, an efficient existence condition is presented that does not need the complete modeling of the interconnected asynchronous sequential machine.

Keywords: Asynchronous sequential machines, parallel composition, corrective control, fault tolerance.

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2269 Double Clustering as an Unsupervised Approach for Order Picking of Distributed Warehouses

Authors: Hsin-Yi Huang, Ming-Sheng Liu, Jiun-Yan Shiau

Abstract:

Planning the order picking lists for warehouses to achieve some operational performances is a significant challenge when the costs associated with logistics are relatively high, and it is especially important in e-commerce era. Nowadays, many order planning techniques employ supervised machine learning algorithms. However, to define features for supervised machine learning algorithms is not a simple task. Against this background, we consider whether unsupervised algorithms can enhance the planning of order-picking lists. A double zone picking approach, which is based on using clustering algorithms twice, is developed. A simplified example is given to demonstrate the merit of our approach.

Keywords: order picking, warehouse, clustering, unsupervised learning

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2268 Design, Simulation and Experimental Realization of Nonlinear Controller for GSC of DFIG System

Authors: R.K. Behera, S.Behera

Abstract:

In a wind power generator using doubly fed induction generator (DFIG), the three-phase pulse width modulation (PWM) voltage source converter (VSC) is used as grid side converter (GSC) and rotor side converter (RSC). The standard linear control laws proposed for GSC provides not only instablity against comparatively large-signal disturbances, but also the problem of stability due to uncertainty of load and variations in parameters. In this paper, a nonlinear controller is designed for grid side converter (GSC) of a DFIG for wind power application. The nonlinear controller is designed based on the input-output feedback linearization control method. The resulting closed-loop system ensures a sufficient stability region, make robust to variations in circuit parameters and also exhibits good transient response. Computer simulations and experimental results are presented to confirm the effectiveness of the proposed control strategy.

Keywords: Doubly fed Induction Generator, grid side converter, machine side converter, dc link, feedback linearization.

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2267 Design and Manufacturing of a Propeller for Axial-Flow Fan

Authors: D. Almazo, M. Toledo, C. Rodríguez

Abstract:

This work presents a methodology for the design and manufacture of propellers oriented to the experimental verification of theoretical results based on the combined model. The design process begins by using algorithms in Matlab which output data contain the coordinates of the points that define the blade airfoils, in this case the NACA 6512 airfoil was used. The modeling for the propeller blade was made in NX7, through the imported files in Matlab and with the help of surfaces. Later, the hub and the clamps were also modeled. Finally, NX 7 also made possible to create post-processed files to the required machine. It is possible to find the block of numbers with G & M codes about the type of driver on the machine. The file extension is .ptp. These files made possible to manufacture the blade, and the hub of the propeller.

Keywords: Airfoil, CAM, manufacturing, mathematical algorithm, numeric control, propeller design, simulation.

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2266 A Bayesian Kernel for the Prediction of Protein- Protein Interactions

Authors: Hany Alashwal, Safaai Deris, Razib M. Othman

Abstract:

Understanding proteins functions is a major goal in the post-genomic era. Proteins usually work in context of other proteins and rarely function alone. Therefore, it is highly relevant to study the interaction partners of a protein in order to understand its function. Machine learning techniques have been widely applied to predict protein-protein interactions. Kernel functions play an important role for a successful machine learning technique. Choosing the appropriate kernel function can lead to a better accuracy in a binary classifier such as the support vector machines. In this paper, we describe a Bayesian kernel for the support vector machine to predict protein-protein interactions. The use of Bayesian kernel can improve the classifier performance by incorporating the probability characteristic of the available experimental protein-protein interactions data that were compiled from different sources. In addition, the probabilistic output from the Bayesian kernel can assist biologists to conduct more research on the highly predicted interactions. The results show that the accuracy of the classifier has been improved using the Bayesian kernel compared to the standard SVM kernels. These results imply that protein-protein interaction can be predicted using Bayesian kernel with better accuracy compared to the standard SVM kernels.

Keywords: Bioinformatics, Protein-protein interactions, Bayesian Kernel, Support Vector Machines.

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2265 Matching-Based Cercospora Leaf Spot Detection in Sugar Beet

Authors: Rong Zhou, Shun’ich Kaneko, Fumio Tanaka, Miyuki Kayamori, Motoshige Shimizu

Abstract:

In this paper, we propose a robust disease detection method, called adaptive orientation code matching (Adaptive OCM), which is developed from a robust image registration algorithm: orientation code matching (OCM), to achieve continuous and site-specific detection of changes in plant disease. We use two-stage framework for realizing our research purpose; in the first stage, adaptive OCM was employed which could not only realize the continuous and site-specific observation of disease development, but also shows its excellent robustness for non-rigid plant object searching in scene illumination, translation, small rotation and occlusion changes and then in the second stage, a machine learning method of support vector machine (SVM) based on a feature of two dimensional (2D) xy-color histogram is further utilized for pixel-wise disease classification and quantification. The indoor experiment results demonstrate the feasibility and potential of our proposed algorithm, which could be implemented in real field situation for better observation of plant disease development.

Keywords: Cercospora Leaf Spot (CLS), Disease detection, Image processing, Orientation Code Matching (OCM), Support Vector Machine (SVM).

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2264 Comparing Emotion Recognition from Voice and Facial Data Using Time Invariant Features

Authors: Vesna Kirandziska, Nevena Ackovska, Ana Madevska Bogdanova

Abstract:

The problem of emotion recognition is a challenging problem. It is still an open problem from the aspect of both intelligent systems and psychology. In this paper, both voice features and facial features are used for building an emotion recognition system. A Support Vector Machine classifiers are built by using raw data from video recordings. In this paper, the results obtained for the emotion recognition are given, and a discussion about the validity and the expressiveness of different emotions is presented. A comparison between the classifiers build from facial data only, voice data only and from the combination of both data is made here. The need for a better combination of the information from facial expression and voice data is argued.

Keywords: Emotion recognition, facial recognition, signal processing, machine learning.

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2263 Non-Linear Numerical Modeling of the Interaction of Twin Tunnels-Structure

Authors: A. Bayoumi, M. Abdallah, F. Hage Chehade

Abstract:

Structures on the ground surface bear impact from the tunneling-induced settlement, especially when twin tunnels are constructed. The tunneling influence on the structure is considered as a critical issue based on the construction procedure and relative position of tunnels. Lebanon is suffering from a traffic phenomenon caused by the lack of transportation systems. After several traffic counts and geotechnical investigations in Beirut city, efforts aim for the construction of tunneling systems. In this paper, we present a non-linear numerical modeling of the effect of the twin tunnels constructions on the structures located at soil surface for a particular site in Beirut. A parametric study, which concerns the geometric configuration of tunnels, the distance between their centers, the construction order, and the position of the structure, is performed. The tunnel-soil-structure interaction is analyzed by using the non-linear finite element modeling software PLAXIS 2D. The results of the surface settlement and the bending moment of the structure reveal significant influence when the structure is moved away, especially in vertical aligned tunnels.

Keywords: Bending moment, construction procedure, elastic modulus, relative position, soil, structure location, surface settlement, twin tunnels.

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2262 The Relations between the Fractal Properties of the River Networks and the River Flow Time Series

Authors: M. H. Fattahi, H. Jahangiri

Abstract:

All the geophysical phenomena including river networks and flow time series are fractal events inherently and fractal patterns can be investigated through their behaviors. A non-linear system like a river basin can well be analyzed by a non-linear measure such as the fractal analysis. A bilateral study is held on the fractal properties of the river network and the river flow time series. A moving window technique is utilized to scan the fractal properties of them. Results depict both events follow the same strategy regarding to the fractal properties. Both the river network and the time series fractal dimension tend to saturate in a distinct value.

Keywords: river flow time series, fractal, river networks

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2261 Modeling Language for Constructing Solvers in Machine Learning: Reductionist Perspectives

Authors: Tsuyoshi Okita

Abstract:

For a given specific problem an efficient algorithm has been the matter of study. However, an alternative approach orthogonal to this approach comes out, which is called a reduction. In general for a given specific problem this reduction approach studies how to convert an original problem into subproblems. This paper proposes a formal modeling language to support this reduction approach in order to make a solver quickly. We show three examples from the wide area of learning problems. The benefit is a fast prototyping of algorithms for a given new problem. It is noted that our formal modeling language is not intend for providing an efficient notation for data mining application, but for facilitating a designer who develops solvers in machine learning.

Keywords: Formal language, statistical inference problem, reduction.

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2260 Delay-Independent Closed-Loop Stabilization of Neutral System with Infinite Delays

Authors: I. Davies, O. L. C. Haas

Abstract:

In this paper, the problem of stability and stabilization for neutral delay-differential systems with infinite delay is investigated. Using Lyapunov method, new delay-independent sufficient condition for the stability of neutral systems with infinite delay is obtained in terms of linear matrix inequality (LMI). Memory-less state feedback controllers are then designed for the stabilization of the system using the feasible solution of the resulting LMI, which are easily solved using any optimization algorithms. Numerical examples are given to illustrate the results of the proposed methods.

Keywords: Infinite delays, Lyapunov method, linear matrix inequality, neutral systems, stability.

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2259 Orthogonal Polynomial Density Estimates: Alternative Representation and Degree Selection

Authors: Serge B. Provost, Min Jiang

Abstract:

The density estimates considered in this paper comprise a base density and an adjustment component consisting of a linear combination of orthogonal polynomials. It is shown that, in the context of density approximation, the coefficients of the linear combination can be determined either from a moment-matching technique or a weighted least-squares approach. A kernel representation of the corresponding density estimates is obtained. Additionally, two refinements of the Kronmal-Tarter stopping criterion are proposed for determining the degree of the polynomial adjustment. By way of illustration, the density estimation methodology advocated herein is applied to two data sets.

Keywords: kernel density estimation, orthogonal polynomials, moment-based methodologies, density approximation.

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