共查询到15条相似文献,搜索用时 62 毫秒
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本文研究线性模型中渐变变点的检验问题.首先,提出了基于加权残差部分和Weighted-CUSUM的检验统计量.其次,证明了原假设下检验统计量依分布收敛于标准布朗桥,备择假设下检验统计量依分布收敛于带有漂移项的布朗桥,并给出检验相合性的条件.最后,模拟结果表明所提方法是可行的. 相似文献
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纵向数据半参数回归模型估计的强相合性 总被引:2,自引:0,他引:2
本文考虑如下纵向数据半参数回归模型:yij=x'ijβ g(tij) eij。基于最小二乘法和一般的非参数权函数方法给出了模型中参数β,回归函数g(·)和误差方差σ2的估计,并在适当条件下证明了估计量的强相合性。 相似文献
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设Y_1,Y_2,…,Y_n是在固定点x_1,x_2,…,x_n的n个观察值,适合模型 Y_1=g(x_1)+ε_x,1≤i≤n (1) 这里g是R上的未知函数,{ε_1}为零均值的平稳、φ-混合过程,假定0=x_0≤x_1≤…≤x_(n-1)≤X_n=1。用 g_n(x)=sum from n-1 to ∞n Y_1H_n~(-1)(x_1-x_(x-x)K((x-x_1)/h_n) (2) 作为g(x)[x∈(0.1)]的估计。 本文讨论了g_n(x)的强相合性。 相似文献
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本文讨论了部分变量带误差的线性函数关系模型的参数估计问题,在较弱条件下证明了所获得的估计的强相合性,并给出了收敛速度。 相似文献
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Change Point Estimation in the Mean of Multivariate Linear Profiles with No Change Type Assumption via Dynamic Linear Model 下载免费PDF全文
Mona Ayoubi Reza Baradaran Kazemzadeh Rassoul Noorossana 《Quality and Reliability Engineering International》2016,32(2):403-433
Change point estimation is a useful concept that helps quality engineers to effectively search for assignable causes and improve quality of the process or product. In this paper, the maximum likelihood approach is developed to estimate change point in the mean of multivariate linear profiles in Phase II. After the change point, parameters are estimated through filtering and smoothing approaches in dynamic linear model. The proposed change point estimator can be applied without any prior knowledge about the change type against existing estimators which assume change type is known in advance. Besides, sporadic change point can be identified as well. Simulation results show the effectiveness of the proposed estimators to estimate step, drift and monotonic, as well as sporadic changes in small to large shifts. In addition, effect of different values of the Multivariate Exponentially Weighted Moving Average (MEWMA) control chart smoothing coefficient on the performance of the proposed estimator is investigated presenting that the smoothing estimator has more uniform performance. Copyright © 2015 John Wiley & Sons, Ltd. 相似文献
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讨论了一类半参数回归模型y =x′β+g(t′α) +e .假定y被随机变量T右侧截尾 ,T与y独立 ,T~G。在G已知和未知两种情况下 ,构造了α、β和g(·) 的强相合估计 相似文献
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提出一种改进的多元线性回归空调负荷预测模型,在对空调负荷进行初始线性预测后,把实际测量值和预测值的差值作为一个新的增加量,作用到下次的多元线性回归预测中。在通过数据处理后,得到了比单纯的非线性回归预测方法更高的精度,说明这种预测方法是有效的。 相似文献
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Liaosa Xu Yiming Peng Marion R. Reynolds Jr 《Quality and Reliability Engineering International》2015,31(4):589-599
This paper investigates a generalized likelihood ratio (GLR) control chart for detecting sustained changes in the parameters of linear profiles when individual observations are sampled. The control charts usually used for monitoring linear profiles are based on taking a sample of n observations at each sampling time point, where n is large enough that a regression model can be fitted at each sampling point using these n observations. For this sampling scenario, it has been shown that a GLR control chart has many advantages over other control chart schemes in terms of convenience of design, fast detection of process changes, and useful diagnostic aids. However, in many applications, it may not be convenient or possible to take a sample larger than n = 1. Therefore, it is desirable to develop some control chart to monitor profile data with individual observations (n = 1) at each sampling point. In this paper, we consider a GLR control chart based on individual observations and show that it has certain advantages compared with the GLR chart based on groups of observations. An important advantage of GLR control charts is that the only design parameter that needs to be specified in order to use a GLR chart is the control limit, and here, control limits for linear profiles up to eight regression coefficients are provided for convenient use by practitioners. Copyright © 2013 John Wiley & Sons, Ltd. 相似文献