Outlier-resistant methods for estimation and model fitting

Least squares is perhaps the most widely used technique for model fitting. In this article, we illustrate the poor performance of least squares when there are spurious values, or outliers, in a sequence of measurements. A brief overview of three well-known classes of robust alternatives to the least-squares mean is presented. For robust regression, a recent proposal called least median squares (LMS) is decribed. LMS regression is compared to least-squares regression in an example involving the estimation of optical fiber geometry. References are provided for software that is available for robust estimation techniques surveyed in this article.     

心电地图仪中工频干扰的一种滤除方法

在心电地图仪中记录到的体表心电信号往往由于电磁的影响而引进工频干扰．基于体表心电信号中工频干扰的特点，作者提出了一种滤除工频干扰的方法，即就单独—胸导联信号通过提高频谱的分辨率来估计工频干扰的频率；基于最小均方误差准则来估计各导联信号中工频干扰的幅度和相位。文中还给出了该算法的流程图和滤波性能分析。模拟结果表明了该算法的有效性。应用该算法对心电地图仪中的工频干扰进行对消，取得了满意的结果。     

基于属性相关表的关系模式全部候选关键字求法

本文提出了属性相关表这样一种新的概念，定义了相应的运算并研究了它的有关性质及定理，在此基础上提出了用属性相关表求关系模式全部主属性的等级，并给出了用主属性来组合关系模式全部候选关键字的算法，上述算法的时间复杂度均为Ｏ（ｎ＾２）。     

局部设有钢筋砼电梯井墙的设计探讨

本文就局部设有钢筋砼电梯井的工程计算及理论分析，阐明分析了少墙的框剪结构的设计及注意问题。     

ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS AND PARTIAL AUTOCORRELATIONS OF A MULTIPLICATIVE ARIMA PROCESS

Abstract. We shall investigate the asymptotic behaviour of the sample autocorrelations and partial autocorrelations of a multiplicative ARIMA process and derive their limiting distributions. Some simulations are presented to illustrate the results obtained.     

Discrete singular convolution and its application to the analysis of plates with internal supports. Part 2: Applications

Part 2 of this series of two papers presents the applications of the discrete singular convolution (DSC) algorithm. The main purpose of this paper is to explore the utility, test the accuracy and examine the convergence of the proposed approach for the vibration analysis of rectangular plates with internal supports. Both partial internal line supports and complex internal supports are considered for 21 square plates of various combinations of edge support conditions. The effects of different size, shape and topology of the internal supports and different boundary conditions on the vibration response of plates are investigated. The partial internal line supports may vary from a central point support to a full range of cross or diagonal line supports. Several closed‐loop supports, such as ring, square and rhombus, and their combinations are studied for complex internal supports. Convergence and comparison studies are carried out to establish the correctness and accuracy of the DSC algorithm. The DSC results are compared with those in the available literature obtained by using other methods. Numerical results indicate that the DSC algorithm exhibits controllable accuracy for plate analysis and shows excellent flexibility in handling complex geometries, boundary conditions and support conditions. Copyright © 2002 John Wiley & Sons, Ltd.     

Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence

Abstract. We consider semiparametric estimation in time‐series regression in the presence of long‐range dependence in both the errors and the stochastic regressors. A central limit theorem is established for a class of semiparametric frequency domain‐weighted least squares estimates, which includes both narrow‐band ordinary least squares and narrow‐band generalized least squares as special cases. The estimates are semiparametric in the sense that focus is on the neighbourhood of the origin, and only periodogram ordinates in a degenerating band around the origin are used. This setting differs from earlier studies on time‐series regression with long‐range dependence, where a fully parametric approach has been employed. The generalized least squares estimate is infeasible when the degree of long‐range dependence is unknown and must be estimated in an initial step. In that case, we show that a feasible estimate which has the same asymptotic properties as the infeasible estimate, exists. By Monte Carlo simulation, we evaluate the finite‐sample performance of the generalized least squares estimate and the feasible estimate.     

The Effect of the Estimation on Goodness‐of‐Fit Tests in Time Series Models

Abstract. We analyze, by simulation, the finite‐sample properties of goodness‐of‐fit tests based on residual autocorrelation coefficients (simple and partial) obtained using different estimators frequently used in the analysis of autoregressive moving‐average time‐series models. The estimators considered are unconditional least squares, maximum likelihood and conditional least squares. The results suggest that although the tests based on these estimators are asymptotically equivalent for particular models and parameter values, their sampling properties for samples of the size commonly found in economic applications can differ substantially, because of differences in both finite‐sample estimation efficiencies and residual regeneration methods.     

Simultaneous Spectrophotometric Determination of Three Components Including Deoxyschizandrin by Partial Least Squares Regression

1IntroductionWuweizi is a traditional Chinese herb,usually usedto cure cough,asthma,neurasthenic,hepatitisetc.Theactive ingredients in wuweizi are5%-22%lignan,themain components of which include deoxyschizandrin,schizandrin andγ-Schizandrin.Forthe purpos…     

Power sector development in India with CO2 emission targets: Effects of regional grid integration and the role of clean technologies

The power sector in India at present comprises of five separate regional electricity grids having practically no integrated operation in between them. This study analyses the utility planning, environmental and economical effects of integrated power sector development at the national level in which the regional electric grids are developed and operated as one integrated system. It also examines the effects of selected CO₂ emission reduction targets in the power sector and the role of renewable power generation technologies in India. The study shows that the integrated development and operation of the power system at the national level would reduce the total cost including fuel cost by 4912 million $, total capacity addition by 2784 MW, while the emission of CO₂, SO₂ and NO_x would be reduced by 231.6 (1.9%), 0.8 (0.9%), 0.4 (1.2%) million tons, respectively, during the planning horizon. Furthermore, the study shows that the expected unserved energy, one of the indices of generation system reliability, would decrease to 26 GWh under integrated national power system from 5158 GWh. As different levels of CO₂ emission reduction targets were imposed, there is a switching of generation from conventional coal plants to gas fired plants, clean coal technologies and nuclear based plants. As a result the capacity expansion cost has increased. It was found that wind power plant is most attractive and economical in the Indian perspective among the renewable options considered (Solar, wind and biomass). Copyright © 2003 John Wiley & Sons, Ltd.