Estimation of autoregressive models with epsilon-skew-normal innovations

A non-Gaussian autoregressive model with epsilon-skew-normal innovations is introduced. Moments and maximum likelihood estimators of the parameters are proposed and their limit distributions are derived. Monte Carlo simulation results are analysed and the model is fitted to a real time series.     

An Algorithmic Approach to Discrete Time Non-homogeneous Backward Semi-Markov Reward Processes with an Application to Disability Insurance

In this paper semi-Markov reward models are presented. Higher moments of the reward process is presented for the first time applied to in time non-homogeneous semi-Markov insurance problems. Also an example is presented based on real disability data. Different algorithmic approaches to solve the problem is described. This work is partly supported by the Knowledge Foundation and Sparbankens Stiftelse Nya. The authors would like to thank the anonymous referee.     

A new construction for skew multivariate distributions

This paper considers a new approach to develop a very general class of skew multivariate distributions. The approach is based on a linear combination of an elliptically distributed random variable with a linear constraint. Using this approach two different classes of multivariate distributions are constructed based on original distribution. These new classes include different types of skew normal (type A and type B) and other skew elliptical distributions, exist in the literature. We also derive the moment generating function, marginal and conditional density of our proposed classes of distributions. Straightforward explanations are applied to demonstrate the relationships among previous approaches by others with our proposed class of skew distributions.     

基于直觉模糊规划的多目标投资组合选择模型

将直觉模糊集合的概念引入投资组合模型中,并将多目标投资组合模型中的收益、方差和偏度三个目标模糊化,用隶属函数与非隶属函数作为新的目标函数.针对该模糊多目标投资组合模型,提出了一个动态遗传算法,算例给出了该模型的一个实例的最优解.     

基于联合偏度的高光谱图像波段选择对玉米种子分类研究

高光谱图像技术是在种子识别领域广泛应用的农产品品质无损检测方法。特征信息的充分提取和最优波段的选择是影响高光谱图像技术种子鉴选在线应用的关键因素。目的在于利用联合偏度算法选择高光谱图像的最优波段,用于开发在线的种子分级系统。论文利用高光谱图像采集系统获取10类共960粒玉米种子在438～1 000 nm(共219个波段)波段范围内的高光谱图像,并提取了种子高光谱图像的平均光谱、图像熵特征。利用联合偏度算法选择了高光谱图像的最优波段,分别建立了基于平均光谱、图像熵、平均光谱和图像熵联合特征条件下的支持向量机种子分类模型,比较不同特征下分类模型的识别精度。实验结果表明：无论是全波段分类模型,还是建立在最优波段基础上的分类模型,利用平均光谱和图像熵联合特征获得的分类精度均高于平均光谱和图像熵两种单一特征模型。在10个最优波段条件下,联合特征分类模型的识别精度达到了96.28%,比光谱均值和图像熵的识别精度分别提高了4.30%和20.38%,也高于全波段联合特征识别模型的93.47%。利用联合特征建立玉米种子分类模型时,基于联合偏度的波段选择算法的分类精度要高于无信息变量消除法、连续投影算法和竞争性自适应重加权算法。该研究为种子高光谱图像识别技术的在线运用提供了可行的途径。     

双包络去除和OPLS的土壤有机碳含量反演

土壤有机碳(SOC)对土壤肥力至关重要,可见-近红外光谱能对其实现快速反演,为区域监测和定量遥感提供基础。针对包络去除(CR)仅提供反射光谱的单向吸收特征,多元回归中预测信息缺失、拟合结果未充分反映波段特征,利用世界土壤数据库245份中国土样的可见-近红外光谱,首次提出双包络去除(BCR)与正交偏最小二乘(OPLS)结合的反演方法BCR-OPLS,同时纳入光谱反射率及上、下边包络去除量,讨论组分参考值偏态分布时幂函数或对数缩放在回归时的优化作用,建立多种土壤的综合与分类估计模型,并导出适用特定类型土壤的SOC指数。结果表明,对多种土壤有机碳含量反演,相较PLSR模型(决定系数R2和估计根均方误差RMSEE分别为0.69和0.45%),BCR-OPLS模型的预测能力明显改善(R2和RMSEE分别为0.9和0.26%);而对单一类型土壤的反演精度则进一步提升,根据载荷趋势和变量重要性建立的SOC指数,预测如黄色铁铝土的有机碳含量时(以400,590和920 nm),其反演结果R2达到0.94、RMSEE达到0.21%。双包络去除与OPLS相结合,增强了光谱特征诊断的鲁棒性,提高了不同类型土壤的综合与分类SOC全谱反演精度,基于直观的图谱表达可构建简单的波段预测关系,深化了物理经验吸收与统计多元回归之间的联系。     

Improved Spread-Location Visualization

Abstract

The spread-location plot has often been used as a diagnostic plot suitable for many types of fitted statistical models. The spread-location plot—which plots the absolute residual or square-root absolute residual versus fitted value along with a robust loess smooth—is a useful replacement for the customary practice of plotting residuals versus fitted values. In this note, we show that neither absolute residual or square-root absolute residual is always appropriate for error distributions likely to be encountered in actual applications. Hence we recommend a multipanel display showing a suitable transformation of the absolute residual versus fitted value along with a boxplot to judge the symmetry achieved by the transformation. We conclude with an illustrative example.     

Bilayered cyclofusene

Multiply-connected monolayered cyclofusene (MMC) is a fused hexacyclic system with at least two interior empty regions called holes. Multiply-connected bilayered cyclofusene (MBC) is a structure derived from an MMC by replacing each layer of hexacycles by two layers. Various properties of the equitability of these bipartite graphs are examined.     

Investigation of bed shear stresses subject to external turbulence

The fluctuating bed shear stress has largely been investigated only for uniform channel flows and boundary layers. In practical engineering, the flow conditions are often modified due to the presence of various hydraulic structures. To what extent the modification affects the known characteristics of the bed shear stress is not clear. This study presents experimental results of the bed shear stress fluctuations, which are obviously subjected to external turbulence generated by superimposing artificial structures in the open channel flows. The statistical analysis of the measurements shows that the probability density function of the bed shear stress can be described by the lognormal function. Some associated relations concerning higher-order moments, skewness and kurtosis, which are derived from the lognormal function, are further compared with the experimental data. Physical implication of the skewed probability density distribution is finally discussed.