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Consistency of kernel density estimators for causal processes 被引量:3
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作者 LIN ZhengYan ZHAO YueXu 《Science China Mathematics》 SCIE 2014年第5期1083-1108,共26页
Using the blocking techniques and m-dependent methods,the asymptotic behavior of kernel density estimators for a class of stationary processes,which includes some nonlinear time series models,is investigated.First,the... Using the blocking techniques and m-dependent methods,the asymptotic behavior of kernel density estimators for a class of stationary processes,which includes some nonlinear time series models,is investigated.First,the pointwise and uniformly weak convergence rates of the deviation of kernel density estimator with respect to its mean(and the true density function)are derived.Secondly,the corresponding strong convergence rates are investigated.It is showed,under mild conditions on the kernel functions and bandwidths,that the optimal rates for the i.i.d.density models are also optimal for these processes. 展开更多
关键词 kernel density estimator consistency rate dependent measure causal process
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Large Deviations and Moderate Deviations for Kernel Density Estimators of Directional Data 被引量:1
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作者 Fu Qing GAO Li Na LI 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2010年第5期937-950,共14页
Let fn be the non-parametric kernel density estimator of directional data based on a kernel function K and a sequence of independent and identically distributed random variables taking values in d-dimensional unit sp... Let fn be the non-parametric kernel density estimator of directional data based on a kernel function K and a sequence of independent and identically distributed random variables taking values in d-dimensional unit sphere Sd-1. It is proved that if the kernel function is a function with bounded variation and the density function f of the random variables is continuous, then large deviation principle and moderate deviation principle for {sup x∈sd-1 |fn(x) - E(fn(x))|, n ≥ 1} hold. 展开更多
关键词 kernel density estimator directional data moderate deviations large deviations
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A KERNEL ESTIMATOR OF A DENSITY FUNCTION IN MULTIVARIATE CASE FROM RANDOMLY CENSORED DATA
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作者 周勇 《Acta Mathematica Scientia》 SCIE CSCD 1996年第2期170-180,共11页
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
关键词 kernel density estimator asymptotic normality product-limit estimator mean square error and censored data.
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Enhancing microseismic/acoustic emission source localization accuracy with an outlier-robust kernel density estimation approach 被引量:1
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作者 Jie Chen Huiqiong Huang +4 位作者 Yichao Rui Yuanyuan Pu Sheng Zhang Zheng Li Wenzhong Wang 《International Journal of Mining Science and Technology》 SCIE EI CAS CSCD 2024年第7期943-956,共14页
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
关键词 Microseismic source/acoustic emission(MS/AE) kernel density estimation(KDE) Damping linear correction Source location Abnormal arrivals
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Bayesian Classifier Based on Robust Kernel Density Estimation and Harris Hawks Optimisation
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作者 Bi Iritie A-D Boli Chenghao Wei 《International Journal of Internet and Distributed Systems》 2024年第1期1-23,共23页
In real-world applications, datasets frequently contain outliers, which can hinder the generalization ability of machine learning models. Bayesian classifiers, a popular supervised learning method, rely on accurate pr... In real-world applications, datasets frequently contain outliers, which can hinder the generalization ability of machine learning models. Bayesian classifiers, a popular supervised learning method, rely on accurate probability density estimation for classifying continuous datasets. However, achieving precise density estimation with datasets containing outliers poses a significant challenge. This paper introduces a Bayesian classifier that utilizes optimized robust kernel density estimation to address this issue. Our proposed method enhances the accuracy of probability density distribution estimation by mitigating the impact of outliers on the training sample’s estimated distribution. Unlike the conventional kernel density estimator, our robust estimator can be seen as a weighted kernel mapping summary for each sample. This kernel mapping performs the inner product in the Hilbert space, allowing the kernel density estimation to be considered the average of the samples’ mapping in the Hilbert space using a reproducing kernel. M-estimation techniques are used to obtain accurate mean values and solve the weights. Meanwhile, complete cross-validation is used as the objective function to search for the optimal bandwidth, which impacts the estimator. The Harris Hawks Optimisation optimizes the objective function to improve the estimation accuracy. The experimental results show that it outperforms other optimization algorithms regarding convergence speed and objective function value during the bandwidth search. The optimal robust kernel density estimator achieves better fitness performance than the traditional kernel density estimator when the training data contains outliers. The Naïve Bayesian with optimal robust kernel density estimation improves the generalization in the classification with outliers. 展开更多
关键词 CLASSIFICATION Robust kernel density Estimation M-ESTIMATION Harris Hawks Optimisation Algorithm Complete Cross-Validation
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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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Kernel density estimation and marginalized-particle based probability hypothesis density filter for multi-target tracking 被引量:3
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作者 张路平 王鲁平 +1 位作者 李飚 赵明 《Journal of Central South University》 SCIE EI CAS CSCD 2015年第3期956-965,共10页
In order to improve the performance of the probability hypothesis density(PHD) algorithm based particle filter(PF) in terms of number estimation and states extraction of multiple targets, a new probability hypothesis ... In order to improve the performance of the probability hypothesis density(PHD) algorithm based particle filter(PF) in terms of number estimation and states extraction of multiple targets, a new probability hypothesis density filter algorithm based on marginalized particle and kernel density estimation is proposed, which utilizes the idea of marginalized particle filter to enhance the estimating performance of the PHD. The state variables are decomposed into linear and non-linear parts. The particle filter is adopted to predict and estimate the nonlinear states of multi-target after dimensionality reduction, while the Kalman filter is applied to estimate the linear parts under linear Gaussian condition. Embedding the information of the linear states into the estimated nonlinear states helps to reduce the estimating variance and improve the accuracy of target number estimation. The meanshift kernel density estimation, being of the inherent nature of searching peak value via an adaptive gradient ascent iteration, is introduced to cluster particles and extract target states, which is independent of the target number and can converge to the local peak position of the PHD distribution while avoiding the errors due to the inaccuracy in modeling and parameters estimation. Experiments show that the proposed algorithm can obtain higher tracking accuracy when using fewer sampling particles and is of lower computational complexity compared with the PF-PHD. 展开更多
关键词 particle filter with probability hypothesis density marginalized particle filter meanshift kernel density estimation multi-target tracking
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AN EFFECTIVE IMAGE RETRIEVAL METHOD BASED ON KERNEL DENSITY ESTIMATION OF COLLAGE ERROR AND MOMENT INVARIANTS 被引量:1
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作者 Zhang Qin Huang Xiaoqing +2 位作者 Liu Wenbo Zhu Yongjun Le Jun 《Journal of Electronics(China)》 2013年第4期391-400,共10页
In this paper, we propose a new method that combines collage error in fractal domain and Hu moment invariants for image retrieval with a statistical method - variable bandwidth Kernel Density Estimation (KDE). The pro... In this paper, we propose a new method that combines collage error in fractal domain and Hu moment invariants for image retrieval with a statistical method - variable bandwidth Kernel Density Estimation (KDE). The proposed method is called CHK (KDE of Collage error and Hu moment) and it is tested on the Vistex texture database with 640 natural images. Experimental results show that the Average Retrieval Rate (ARR) can reach into 78.18%, which demonstrates that the proposed method performs better than the one with parameters respectively as well as the commonly used histogram method both on retrieval rate and retrieval time. 展开更多
关键词 Fractal Coding (FC) Hu moment invariant kernel density Estimation (KDE) Variableoptimized bandwidth Image retrieval
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Diversity Sampling Based Kernel Density Estimation for Background Modeling
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作者 毛燕芬 施鹏飞 《Journal of Shanghai University(English Edition)》 CAS 2005年第6期506-509,共4页
A novel diversity-sampling based nonparametric multi-modal background model is proposed. Using the samples having more popular and various intensity values in the training sequence, a nonparametric model is built for ... A novel diversity-sampling based nonparametric multi-modal background model is proposed. Using the samples having more popular and various intensity values in the training sequence, a nonparametric model is built for background subtraction. According to the related intensifies, different weights are given to the distinct samples in kernel density estimation. This avoids repeated computation using all samples, and makes computation more efficient in the evaluation phase. Experimental results show the validity of the diversity- sampling scheme and robustness of the proposed model in moving objects segmentation. The proposed algorithm can be used in outdoor surveillance systems. 展开更多
关键词 background subtraction diversity sampling kernel density estimation multi-modal background model
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Improved estimator of the continuous-time kernel estimator
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作者 程建强 沈浩 何幼桦 《Journal of Shanghai University(English Edition)》 CAS 2010年第6期442-451,共10页
There have been many papers presenting kernel density estimators for a strictly stationary continuous time process observed over the time interval [0, T ]. However the estimators do not satisfy the property of mean-sq... There have been many papers presenting kernel density estimators for a strictly stationary continuous time process observed over the time interval [0, T ]. However the estimators do not satisfy the property of mean-square continuity if the process is mean-square continuous. In this paper we present a modified kernel estimator and substantiate that the modified estimator satisfies the property of mean-square continuity. In a simulation study the results show the modified estimator is better than the original estimator in some cases. 展开更多
关键词 kernel density estimation mean-square continuous mean-square error (MSE)
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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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Optimization Strategy of Commercial Space in Xianyukou Hutong Based on Kernel Density and Space Syntax
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作者 Qiqi Xiong Yi Zheng Bo Zhang 《Journal of World Architecture》 2022年第6期40-48,共9页
Beijing Xianyukou Hutong(hutong refers to historical and cultural block in Chinese)occupies an important geographical location with unique urban fabric,and after years of renewal and protection,the commercial space of... Beijing Xianyukou Hutong(hutong refers to historical and cultural block in Chinese)occupies an important geographical location with unique urban fabric,and after years of renewal and protection,the commercial space of Xianyukou Street and has gained some recognition.This article Xianyukou takes commercial hutong in Beijing as an example,spatial analysis was carried out using methods like GIS kernel density method,space syntax after site investigation and research.Based on the street space problems found,this paper then puts forward strategies to improve and upgrade Xianyukou Street’s commercial space and improve businesses in Xianyukou Street and other similar hutong. 展开更多
关键词 HUTONG Xianyukou Street Commercial space Space syntax kernel density estimation
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ESSENTIAL RELATIONSHIP BETWEEN DOMAIN-BASED ONE-CLASS CLASSIFIERS AND DENSITY ESTIMATION 被引量:2
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作者 陈斌 李斌 +1 位作者 冯爱民 潘志松 《Transactions of Nanjing University of Aeronautics and Astronautics》 EI 2008年第4期275-281,共7页
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
关键词 one-class support vector machine(OCSVM) support vector data description(SVDD) kernel density estimation
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PM_(2.5) probabilistic forecasting system based on graph generative network with graph U-nets architecture
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作者 LI Yan-fei YANG Rui +1 位作者 DUAN Zhu LIU Hui 《Journal of Central South University》 2025年第1期304-318,共15页
Urban air pollution has brought great troubles to physical and mental health,economic development,environmental protection,and other aspects.Predicting the changes and trends of air pollution can provide a scientific ... Urban air pollution has brought great troubles to physical and mental health,economic development,environmental protection,and other aspects.Predicting the changes and trends of air pollution can provide a scientific basis for governance and prevention efforts.In this paper,we propose an interval prediction method that considers the spatio-temporal characteristic information of PM_(2.5)signals from multiple stations.K-nearest neighbor(KNN)algorithm interpolates the lost signals in the process of collection,transmission,and storage to ensure the continuity of data.Graph generative network(GGN)is used to process time-series meteorological data with complex structures.The graph U-Nets framework is introduced into the GGN model to enhance its controllability to the graph generation process,which is beneficial to improve the efficiency and robustness of the model.In addition,sparse Bayesian regression is incorporated to improve the dimensional disaster defect of traditional kernel density estimation(KDE)interval prediction.With the support of sparse strategy,sparse Bayesian regression kernel density estimation(SBR-KDE)is very efficient in processing high-dimensional large-scale data.The PM_(2.5)data of spring,summer,autumn,and winter from 34 air quality monitoring sites in Beijing verified the accuracy,generalization,and superiority of the proposed model in interval prediction. 展开更多
关键词 PM_(2.5)interval forecasting graph generative network graph U-Nets sparse Bayesian regression kernel density estimation spatial-temporal characteristics
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Spatiotemporal Patterns of Road Network and Road Development Pri-ority in Three Parallel Rivers Region in Yunnan,China:An Evaluation Based on Modified Kernel Distance Estimate 被引量:7
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作者 YING Lingxiao SHEN Zehao +3 位作者 CHEN Jiding FANG Rui CHEN Xueping JIANG Rui 《Chinese Geographical Science》 SCIE CSCD 2014年第1期39-49,共11页
Road network is a critical component of public infrastructure,and the supporting system of social and economic development.Based on a modified kernel density estimate(KDE)algorithm,this study evaluated the road servic... Road network is a critical component of public infrastructure,and the supporting system of social and economic development.Based on a modified kernel density estimate(KDE)algorithm,this study evaluated the road service capacity provided by a road network composed of multi-level roads(i.e.national,provincial,county and rural roads),by taking account of the differences of effect extent and intensity for roads of different levels.Summarized at town scale,the population burden and the annual rural economic income of unit road service capacity were used as the surrogates of social and economic demands for road service.This method was applied to the road network of the Three Parallel River Region,the northwestern Yunnan Province,China to evaluate the development of road network in this region.In results,the total road length of this region in 2005 was 3.70×104km,and the length ratio between national,provincial,county and rural roads was 1∶2∶8∶47.From 1989 to 2005,the regional road service capacity increased by 13.1%,of which the contributions from the national,provincial,county and rural roads were 11.1%,19.4%,22.6%,and 67.8%,respectively,revealing the effect of′All Village Accessible′policy of road development in the mountainous regions in the last decade.The spatial patterns of population burden and economic requirement of unit road service suggested that the areas farther away from the national and provincial roads have higher road development priority(RDP).Based on the modified KDE model and the framework of RDP evaluation,this study provided a useful approach for developing an optimal plan of road development at regional scale. 展开更多
关键词 road network kernel density estimate(KDE) road service road development priority(RDP) Three Parallel Rivers Region China
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Bandwidth adaption for kernel particle filter 被引量:1
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作者 Fu Li Guangming Shi Fei Qi Li Zhang 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2011年第2期340-346,共7页
A novel particle filter bandwidth adaption for kernel particle filter (BAKPF) is proposed. Selection of the kernel bandwidth is a critical issue in kernel density estimation (KDE). The plug-in method is adopted to... A novel particle filter bandwidth adaption for kernel particle filter (BAKPF) is proposed. Selection of the kernel bandwidth is a critical issue in kernel density estimation (KDE). The plug-in method is adopted to get the global fixed bandwidth by optimizing the asymptotic mean integrated squared error (AMISE) firstly. Then, particle-driven bandwidth selection is invoked in the KDE. To get a more effective allocation of the particles, the KDE with adap- tive bandwidth in the BAKPF is used to approximate the posterior probability density function (PDF) by moving particles toward the posterior. A closed-form expression of the true distribution is given. The simulation results show that the proposed BAKPF performs better than the standard particle filter (PF), unscented particle filter (UPF) and the kernel particle filter (KPF) both in efficiency and estimation precision. 展开更多
关键词 kernel density estimation adaptive bandwidth kernel particle filter.
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Improved Algorithm of Variable Bandwidth Kernel Particle Filter
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作者 葛欣 丁恩杰 《Transactions of Nanjing University of Aeronautics and Astronautics》 EI 2014年第3期303-307,共5页
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
关键词 particle filter kernel density estimation kernel bandwidth SELF-ADJUSTING
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CHART:Intelligent Crime Hotspot Detection and Real-Time Tracking Using Machine Learning
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作者 Rashid Ahmad Asif Nawaz +4 位作者 Ghulam Mustafa Tariq Ali Mehdi Tlija Mohammed AEl-Meligy Zohair Ahmed 《Computers, Materials & Continua》 SCIE EI 2024年第12期4171-4194,共24页
Crime hotspot detection is essential for law enforcement agencies to allocate resources effectively,predict potential criminal activities,and ensure public safety.Traditional methods of crime analysis often rely on ma... Crime hotspot detection is essential for law enforcement agencies to allocate resources effectively,predict potential criminal activities,and ensure public safety.Traditional methods of crime analysis often rely on manual,time-consuming processes that may overlook intricate patterns and correlations within the data.While some existing machine learning models have improved the efficiency and accuracy of crime prediction,they often face limitations such as overfitting,imbalanced datasets,and inadequate handling of spatiotemporal dynamics.This research proposes an advanced machine learning framework,CHART(Crime Hotspot Analysis and Real-time Tracking),designed to overcome these challenges.The proposed methodology begins with comprehensive data collection from the police database.The dataset includes detailed attributes such as crime type,location,time and demographic information.The key steps in the proposed framework include:Data Preprocessing,Feature Engineering that leveraging domain-specific knowledge to extract and transform relevant features.Heat Map Generation that employs Kernel Density Estimation(KDE)to create visual representations of crime density,highlighting hotspots through smooth data point distributions and Hotspot Detection based on Random Forest-based to predict crime likelihood in various areas.The Experimental evaluation demonstrated that CHART shows superior performance over benchmark methods,significantly improving crime detection accuracy by getting 95.24%for crime detection-I(CD-I),96.12%for crime detection-II(CD-II)and 94.68%for crime detection-III(CD-III),respectively.By designing the application with integrating sophisticated preprocessing techniques,balanced data representation,and advanced feature engineering,the proposed model provides a reliable and practical tool for real-world crime analysis.Visualization of crime hotspots enables law enforcement agencies to strategize effectively,focusing resources on high-risk areas and thereby enhancing overall crime prevention and response efforts. 展开更多
关键词 Crime hotspot heat map kernel density estimation(KDE) support vector machine(SVM)
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Dm-KDE: dynamical kernel density estimation by sequences of KDE estimators with fixed number of components over data streams 被引量:2
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作者 Min XU Hisao ISHIBUCHI +1 位作者 Xin GU Shitong WANG 《Frontiers of Computer Science》 SCIE EI CSCD 2014年第4期563-580,共18页
In many data stream mining applications, traditional density estimation methods such as kemel density estimation, reduced set density estimation can not be applied to the density estimation of data streams because of ... In many data stream mining applications, traditional density estimation methods such as kemel density estimation, reduced set density estimation can not be applied to the density estimation of data streams because of their high computational burden, processing time and intensive memory allocation requirement. In order to reduce the time and space complexity, a novel density estimation method Dm-KDE over data streams based on the proposed algorithm m-KDE which can be used to design a KDE estimator with the fixed number of kernel components for a dataset is proposed. In this method, Dm-KDE sequence entries are created by algorithm m-KDE instead of all kemels obtained from other density estimation methods. In order to further reduce the storage space, Dm-KDE sequence entries can be merged by calculating their KL divergences. Finally, the probability density functions over arbitrary time or entire time can be estimated through the obtained estimation model. In contrast to the state-of-the-art algorithm SOMKE, the distinctive advantage of the proposed algorithm Dm-KDE exists in that it can achieve the same accuracy with much less fixed number of kernel components such that it is suitable for the scenarios where higher on-line computation about the kernel density estimation over data streams is required. We compare Dm-KDE with SOMKE and M-kernel in terms of density estimation accuracy and running time for various stationary datasets. We also apply Dm-KDE to evolving data streams. Experimental results illustrate the effectiveness of the pro- posed method. 展开更多
关键词 kernel density estimation Kullback-Leibler di- vergence data streams kernel width time and space complexity
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Assessing the Robustness of the Negative Binomial Multiple Change Point Algorithm Using Synthetic Data
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作者 Shalyne Nyambura Anthony Waititu +1 位作者 Antony Wanjoya Herbert Imboga 《Open Journal of Statistics》 2024年第6期775-789,共15页
The Negative Binomial Multiple Change Point Algorithm is a hybrid change detection and estimation approach that works well for overdispersed and equidispersed count data. This simulation study assesses the performance... The Negative Binomial Multiple Change Point Algorithm is a hybrid change detection and estimation approach that works well for overdispersed and equidispersed count data. This simulation study assesses the performance of the NBMCPA under varying sample sizes and locations of true change points. Various performance metrics are calculated based on the change point estimates and used to assess how well the model correctly identifies change points. Errors in estimation of change points are obtained as absolute deviations of known change points from the change points estimated under the algorithm. Algorithm robustness is evaluated through error analysis and visualization techniques including kernel density estimation and computation of metrics such as change point location accuracy, precision, sensitivity and false positive rate. The results show that the model consistently detects change points that are present and does not erroneously detect changes where there are none. Change point location accuracy and precision of the NBMCPA increases with sample size, with best results for medium and large samples. Further model accuracy and precision are highest for changes located in the middle of the dataset compared to changes located in the periphery. 展开更多
关键词 kernel density Estimation PRECISION Changepoint Location Accuracy Sensitivity Negative Binomial Multiple Change Point Algorithm
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