A kernel density estimator is proposed when tile data are subject to censorship in multivariate case. The asymptotic normality, strong convergence and asymptotic optimal bandwidth which minimize the mean square error ...A kernel density estimator is proposed when tile data are subject to censorship in multivariate case. The asymptotic normality, strong convergence and asymptotic optimal bandwidth which minimize the mean square error of the estimator are studied.展开更多
A kernel-type estimator of the quantile function Q（p） = inf{t：F（t） ≥ p}, 0 ≤ p ≤ 1, is proposed based on the kernel smoother when the data are subjected to random truncation. The Bahadur-type representations o...A kernel-type estimator of the quantile function Q（p） = inf{t：F（t） ≥ p}, 0 ≤ p ≤ 1, is proposed based on the kernel smoother when the data are subjected to random truncation. The Bahadur-type representations of the kernel smooth estimator are established, and from Bahadur representations the authors can show that this estimator is strongly consistent, asymptotically normal, and weakly convergent.展开更多
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
Monitoring sensors in complex engineering environments often record abnormal data,leading to significant positioning errors.To reduce the influence of abnormal arrival times,we introduce an innovative,outlier-robust l...Monitoring sensors in complex engineering environments often record abnormal data,leading to significant positioning errors.To reduce the influence of abnormal arrival times,we introduce an innovative,outlier-robust localization method that integrates kernel density estimation(KDE)with damping linear correction to enhance the precision of microseismic/acoustic emission(MS/AE)source positioning.Our approach systematically addresses abnormal arrival times through a three-step process:initial location by 4-arrival combinations,elimination of outliers based on three-dimensional KDE,and refinement using a linear correction with an adaptive damping factor.We validate our method through lead-breaking experiments,demonstrating over a 23%improvement in positioning accuracy with a maximum error of 9.12 mm(relative error of 15.80%)—outperforming 4 existing methods.Simulations under various system errors,outlier scales,and ratios substantiate our method’s superior performance.Field blasting experiments also confirm the practical applicability,with an average positioning error of 11.71 m(relative error of 7.59%),compared to 23.56,66.09,16.95,and 28.52 m for other methods.This research is significant as it enhances the robustness of MS/AE source localization when confronted with data anomalies.It also provides a practical solution for real-world engineering and safety monitoring applications.展开更多
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
In this article, we investigate the density of the solution to a class of stochastic functional differential equations by means of Malliavin calculus. Our aim is to provide upper and lower Gaussian estimates for the d...In this article, we investigate the density of the solution to a class of stochastic functional differential equations by means of Malliavin calculus. Our aim is to provide upper and lower Gaussian estimates for the density.展开更多
Let (X,Y) be an R^d×R^1 valued random vector (X_1,Y_1),…, (X_n,Y_n) be a random sample drawn from (X,Y), and let E|Y|<∞. The regression function m(x)=E(Y|X=x) for x∈R^d is estimated by where, and h_n is a p...Let (X,Y) be an R^d×R^1 valued random vector (X_1,Y_1),…, (X_n,Y_n) be a random sample drawn from (X,Y), and let E|Y|<∞. The regression function m(x)=E(Y|X=x) for x∈R^d is estimated by where, and h_n is a positive number depending upon n only, nad K is a given nonnegative function on R^d. In the paper, we study the L_p convergence rate of kernel estimate m_n(x) of m(x) in suitable condition, and improve and extend the results of Wei Lansheng.展开更多
In the paper,we study the strong uniform consistency for the kernal estimates of random window w■th of density function and its derivatives under the condition that the sequence{X_n}of the ■ are the identically Φ-m...In the paper,we study the strong uniform consistency for the kernal estimates of random window w■th of density function and its derivatives under the condition that the sequence{X_n}of the ■ are the identically Φ-mixing random variabks.展开更多
Let X be a d-dimensional random vector with unknown density function f(z) = f (z1, ..., z(d)), and let f(n) be teh nearest neighbor estimator of f proposed by Loftsgaarden and Quesenberry (1965). In this paper, we est...Let X be a d-dimensional random vector with unknown density function f(z) = f (z1, ..., z(d)), and let f(n) be teh nearest neighbor estimator of f proposed by Loftsgaarden and Quesenberry (1965). In this paper, we established the law of the iterated logarithm of f(n) for general case of d greater-than-or-equal-to 1, which gives the exact pointwise strong convergence rate of f(n).展开更多
Aiming at the large cost of calculating variable bandwidth kernel particle filter and the high complexity of its algorithm,a self-adjusting kernel function particle filter is presented. Kernel density estimation is fa...Aiming at the large cost of calculating variable bandwidth kernel particle filter and the high complexity of its algorithm,a self-adjusting kernel function particle filter is presented. Kernel density estimation is facilitated to iterate and obtain new particle set. And the standard deviation of particle is introduced in the kernel bandwidth. According to the characteristics of particle distribution,the bandwidth is dynamically adjusted,and the particle distribution can thus be more close to the posterior probability density model of the system. Meanwhile,the kernel density is used to estimate the weight of updating particle and the system state. The simulation results show the feasibility and effectiveness of the proposed algorithm.展开更多
One-class support vector machine （OCSVM） and support vector data description （SVDD） are two main domain-based one-class （kernel） classifiers. To reveal their relationship with density estimation in the case of t...One-class support vector machine （OCSVM） and support vector data description （SVDD） are two main domain-based one-class （kernel） classifiers. To reveal their relationship with density estimation in the case of the Gaussian kernel, OCSVM and SVDD are firstly unified into the framework of kernel density estimation, and the essential relationship between them is explicitly revealed. Then the result proves that the density estimation induced by OCSVM or SVDD is in agreement with the true density. Meanwhile, it can also reduce the integrated squared error （ISE）. Finally, experiments on several simulated datasets verify the revealed relationships.展开更多
A robust low-carbon economic optimal scheduling method that considers source-load uncertainty and hydrogen energy utilization is developed.The proposed method overcomes the challenge of source-load random fluctuations...A robust low-carbon economic optimal scheduling method that considers source-load uncertainty and hydrogen energy utilization is developed.The proposed method overcomes the challenge of source-load random fluctuations in integrated energy systems(IESs)in the operation scheduling problem of integrated energy production units(IEPUs).First,to solve the problem of inaccurate prediction of renewable energy output,an improved robust kernel density estimation method is proposed to construct a data-driven uncertainty output set of renewable energy sources statistically and build a typical scenario of load uncertainty using stochastic scenario reduction.Subsequently,to resolve the problem of insufficient utilization of hydrogen energy in existing IEPUs,a robust low-carbon economic optimal scheduling model of the source-load interaction of an IES with a hydrogen energy system is established.The system considers the further utilization of energy using hydrogen energy coupling equipment(such as hydrogen storage devices and fuel cells)and the comprehensive demand response of load-side schedulable resources.The simulation results show that the proposed robust stochastic optimization model driven by data can effectively reduce carbon dioxide emissions,improve the source-load interaction of the IES,realize the efficient use of hydrogen energy,and improve system robustness.展开更多
In order to obtain accurate conflict risks in terminal airspace design,the concept and calculation model of potential conflict frequency for intersected routes are proposed.Conflict frequency is represented by the pro...In order to obtain accurate conflict risks in terminal airspace design,the concept and calculation model of potential conflict frequency for intersected routes are proposed.Conflict frequency is represented by the product of horizontal conflict frequency and vertical conflict probability.The horizontal conflict frequency is derived from the probability density distribution of conflicts in a period of time.Based on the recorded radar trajectory data,the concept and model of ROUTE distance are proposed,and the probability density function of aircraft height at a specified ROUTE distance is deduced by kernel density estimation.Furthermore,vertical conflict probability and its horizontal distribution are achieved.Examples of three intersected arrival and departure route design schemes are studied.Compared with scheme 1,the conflict frequency values of the other two improved schemes decrease to53% and 24%,respectively.The results show that the model can quantify potential conflict frequency of intersected routes.展开更多
针对核密度估计载荷外推全局固定带宽的局限性,提出一种基于KANN-DBSCAN(K-average nearest neighbor density-based spatial clustering of applications with noise)改进带宽取值的核密度估计(kernel density estimation, KDE)载荷外...针对核密度估计载荷外推全局固定带宽的局限性,提出一种基于KANN-DBSCAN(K-average nearest neighbor density-based spatial clustering of applications with noise)改进带宽取值的核密度估计(kernel density estimation, KDE)载荷外推方法。通过KANN-DBSCAN聚类算法对载荷数据进行分组聚类,采用拇指法求得不同簇间的最优带宽,然后进行核密度估计,再采用蒙特卡洛模拟进行外推。以某电动汽车在用户道路的实测载荷数据为应用对象,对外推方法的合理性进行检验。从统计参数检验量、拟合度检验和伪损伤检验3个指标对外推效果进行评估。结果表明:相比固定带宽的核密度估计外推方法,基于KANN-DBSCSN核密度估计的外推方法获得的外推载荷在统计参数上与实测载荷更为接近,均值、标准差和最大值的误差分别仅为1.9%、 4.3%和1.9%;幅值累计频次曲线拟合度R2均大于0.99,伪损伤均接近1。结果验证了该聚类方法在核密度估计载荷外推的有效性,有助于编制汽车在用户道路上的载荷谱,为具有相似载荷分布特点的机械零部件载荷外推提供了参考。展开更多
由于烧结过程中存在众多不确定性因素,使得机理分析和点预测结果的可靠性不足.基于此提出随机森林-极限树-核密度估计(random forest-extreme tree-kernel density estimation,RF-ET-KDE)算法对物理指标(粒度、水分)进行区间预测.首先,...由于烧结过程中存在众多不确定性因素,使得机理分析和点预测结果的可靠性不足.基于此提出随机森林-极限树-核密度估计(random forest-extreme tree-kernel density estimation,RF-ET-KDE)算法对物理指标(粒度、水分)进行区间预测.首先,采用数据预处理和特征选择操作筛选出最适合建模的特征变量.其次,使用基于Stacking的RF-ET算法对指标进行点预测,该算法使得模型有较高的准确性和泛化性.然后,采用KDE算法计算指标的预测误差,得到了一定置信水平下的分布区间和区间预测结果.最后,用所建模型与其余组合模型进行对比.结果表明,RF-ET算法有较高的点预测效果,KDE算法可以很好地量化指标的误差,可以得到较高可靠度的区间预测结果.展开更多
文摘A kernel density estimator is proposed when tile data are subject to censorship in multivariate case. The asymptotic normality, strong convergence and asymptotic optimal bandwidth which minimize the mean square error of the estimator are studied.
基金Zhou's research was partially supported by the NNSF of China (10471140, 10571169)Wu's research was partially supported by NNSF of China (0571170)
文摘A kernel-type estimator of the quantile function Q（p） = inf{t：F（t） ≥ p}, 0 ≤ p ≤ 1, is proposed based on the kernel smoother when the data are subjected to random truncation. The Bahadur-type representations of the kernel smooth estimator are established, and from Bahadur representations the authors can show that this estimator is strongly consistent, asymptotically normal, and weakly convergent.
文摘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.
基金the financial support provided by the National Key Research and Development Program for Young Scientists(No.2021YFC2900400)Postdoctoral Fellowship Program of China Postdoctoral Science Foundation(CPSF)(No.GZB20230914)+2 种基金National Natural Science Foundation of China(No.52304123)China Postdoctoral Science Foundation(No.2023M730412)Chongqing Outstanding Youth Science Foundation Program(No.CSTB2023NSCQ-JQX0027).
文摘Monitoring sensors in complex engineering environments often record abnormal data,leading to significant positioning errors.To reduce the influence of abnormal arrival times,we introduce an innovative,outlier-robust localization method that integrates kernel density estimation(KDE)with damping linear correction to enhance the precision of microseismic/acoustic emission(MS/AE)source positioning.Our approach systematically addresses abnormal arrival times through a three-step process:initial location by 4-arrival combinations,elimination of outliers based on three-dimensional KDE,and refinement using a linear correction with an adaptive damping factor.We validate our method through lead-breaking experiments,demonstrating over a 23%improvement in positioning accuracy with a maximum error of 9.12 mm(relative error of 15.80%)—outperforming 4 existing methods.Simulations under various system errors,outlier scales,and ratios substantiate our method’s superior performance.Field blasting experiments also confirm the practical applicability,with an average positioning error of 11.71 m(relative error of 7.59%),compared to 23.56,66.09,16.95,and 28.52 m for other methods.This research is significant as it enhances the robustness of MS/AE source localization when confronted with data anomalies.It also provides a practical solution for real-world engineering and safety monitoring applications.
基金supported by Science and Technology project of the State Grid Corporation of China“Research on Active Development Planning Technology and Comprehensive Benefit Analysis Method for Regional Smart Grid Comprehensive Demonstration Zone”National Natural Science Foundation of China(51607104)
文摘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.
基金supported by Viet Nam National Foundation for Science and Technology Development(NAFOSTED) under grant number 101.03-2015.15supported by the Vietnam National University,Hanoi(QG.16.09)
文摘In this article, we investigate the density of the solution to a class of stochastic functional differential equations by means of Malliavin calculus. Our aim is to provide upper and lower Gaussian estimates for the density.
文摘Let (X,Y) be an R^d×R^1 valued random vector (X_1,Y_1),…, (X_n,Y_n) be a random sample drawn from (X,Y), and let E|Y|<∞. The regression function m(x)=E(Y|X=x) for x∈R^d is estimated by where, and h_n is a positive number depending upon n only, nad K is a given nonnegative function on R^d. In the paper, we study the L_p convergence rate of kernel estimate m_n(x) of m(x) in suitable condition, and improve and extend the results of Wei Lansheng.
基金supported by Natural Science Foun■ion of Henan P■visial Commission of Bdusation
文摘In the paper,we study the strong uniform consistency for the kernal estimates of random window w■th of density function and its derivatives under the condition that the sequence{X_n}of the ■ are the identically Φ-mixing random variabks.
基金Research supported by National Natural Science Foundation of China.
文摘Let X be a d-dimensional random vector with unknown density function f(z) = f (z1, ..., z(d)), and let f(n) be teh nearest neighbor estimator of f proposed by Loftsgaarden and Quesenberry (1965). In this paper, we established the law of the iterated logarithm of f(n) for general case of d greater-than-or-equal-to 1, which gives the exact pointwise strong convergence rate of f(n).
基金Supported by the National Natural Science Foundation of China(60972059)the General Project of Science and Technology of Xuzhou City(XM12B002)
文摘Aiming at the large cost of calculating variable bandwidth kernel particle filter and the high complexity of its algorithm,a self-adjusting kernel function particle filter is presented. Kernel density estimation is facilitated to iterate and obtain new particle set. And the standard deviation of particle is introduced in the kernel bandwidth. According to the characteristics of particle distribution,the bandwidth is dynamically adjusted,and the particle distribution can thus be more close to the posterior probability density model of the system. Meanwhile,the kernel density is used to estimate the weight of updating particle and the system state. The simulation results show the feasibility and effectiveness of the proposed algorithm.
基金Supported by the National Natural Science Foundation of China(60603029)the Natural Science Foundation of Jiangsu Province(BK2007074)the Natural Science Foundation for Colleges and Universities in Jiangsu Province(06KJB520132)~~
文摘One-class support vector machine （OCSVM） and support vector data description （SVDD） are two main domain-based one-class （kernel） classifiers. To reveal their relationship with density estimation in the case of the Gaussian kernel, OCSVM and SVDD are firstly unified into the framework of kernel density estimation, and the essential relationship between them is explicitly revealed. Then the result proves that the density estimation induced by OCSVM or SVDD is in agreement with the true density. Meanwhile, it can also reduce the integrated squared error （ISE）. Finally, experiments on several simulated datasets verify the revealed relationships.
基金supported by the National Key Research and Development Project of China(2018YFE0122200).
文摘A robust low-carbon economic optimal scheduling method that considers source-load uncertainty and hydrogen energy utilization is developed.The proposed method overcomes the challenge of source-load random fluctuations in integrated energy systems(IESs)in the operation scheduling problem of integrated energy production units(IEPUs).First,to solve the problem of inaccurate prediction of renewable energy output,an improved robust kernel density estimation method is proposed to construct a data-driven uncertainty output set of renewable energy sources statistically and build a typical scenario of load uncertainty using stochastic scenario reduction.Subsequently,to resolve the problem of insufficient utilization of hydrogen energy in existing IEPUs,a robust low-carbon economic optimal scheduling model of the source-load interaction of an IES with a hydrogen energy system is established.The system considers the further utilization of energy using hydrogen energy coupling equipment(such as hydrogen storage devices and fuel cells)and the comprehensive demand response of load-side schedulable resources.The simulation results show that the proposed robust stochastic optimization model driven by data can effectively reduce carbon dioxide emissions,improve the source-load interaction of the IES,realize the efficient use of hydrogen energy,and improve system robustness.
基金Supported by the National Natural Science Foundation of China(61039001)the State Technology Supporting Plan(2011BAH24B08)
文摘In order to obtain accurate conflict risks in terminal airspace design,the concept and calculation model of potential conflict frequency for intersected routes are proposed.Conflict frequency is represented by the product of horizontal conflict frequency and vertical conflict probability.The horizontal conflict frequency is derived from the probability density distribution of conflicts in a period of time.Based on the recorded radar trajectory data,the concept and model of ROUTE distance are proposed,and the probability density function of aircraft height at a specified ROUTE distance is deduced by kernel density estimation.Furthermore,vertical conflict probability and its horizontal distribution are achieved.Examples of three intersected arrival and departure route design schemes are studied.Compared with scheme 1,the conflict frequency values of the other two improved schemes decrease to53% and 24%,respectively.The results show that the model can quantify potential conflict frequency of intersected routes.
文摘针对核密度估计载荷外推全局固定带宽的局限性,提出一种基于KANN-DBSCAN(K-average nearest neighbor density-based spatial clustering of applications with noise)改进带宽取值的核密度估计(kernel density estimation, KDE)载荷外推方法。通过KANN-DBSCAN聚类算法对载荷数据进行分组聚类,采用拇指法求得不同簇间的最优带宽,然后进行核密度估计,再采用蒙特卡洛模拟进行外推。以某电动汽车在用户道路的实测载荷数据为应用对象,对外推方法的合理性进行检验。从统计参数检验量、拟合度检验和伪损伤检验3个指标对外推效果进行评估。结果表明:相比固定带宽的核密度估计外推方法,基于KANN-DBSCSN核密度估计的外推方法获得的外推载荷在统计参数上与实测载荷更为接近,均值、标准差和最大值的误差分别仅为1.9%、 4.3%和1.9%;幅值累计频次曲线拟合度R2均大于0.99,伪损伤均接近1。结果验证了该聚类方法在核密度估计载荷外推的有效性,有助于编制汽车在用户道路上的载荷谱,为具有相似载荷分布特点的机械零部件载荷外推提供了参考。
文摘由于烧结过程中存在众多不确定性因素,使得机理分析和点预测结果的可靠性不足.基于此提出随机森林-极限树-核密度估计(random forest-extreme tree-kernel density estimation,RF-ET-KDE)算法对物理指标(粒度、水分)进行区间预测.首先,采用数据预处理和特征选择操作筛选出最适合建模的特征变量.其次,使用基于Stacking的RF-ET算法对指标进行点预测,该算法使得模型有较高的准确性和泛化性.然后,采用KDE算法计算指标的预测误差,得到了一定置信水平下的分布区间和区间预测结果.最后,用所建模型与其余组合模型进行对比.结果表明,RF-ET算法有较高的点预测效果,KDE算法可以很好地量化指标的误差,可以得到较高可靠度的区间预测结果.
