基于残差加权经验过程方法的自回归模型分布变点监测

Change monitoring of distribution in time series models is an important issue.This paper proposes a procedure for monitoring changes in the error distribution of autoregressive time series,which is based on a weighed empirical process of residuals with weights equal to the regressors.The asymptotic properties of our monitoring statistic are derived under the null hypothesis of no change in distribution.The finite sample properties are investigated by a simulation.As it turns out,the procedure is not only able to detect distributional changes but also changes in the regression coefficient and mean.Finally,we apply the statistic to a groups of financial data.     

Rivality index neighbourhood algorithm with density and distances weighted schemes for the building of robust QSAR classification models with high reliable applicability domain

The rivality index (RI) is a normalized distance measurement between a molecule and their first nearest neighbours providing a robust prediction of the activity of a molecule based on the known activity of their nearest neighbours. Negative values of the RI describe molecules that would be correctly classified by a statistic algorithm and, vice versa, positive values of this index describe those molecules detected as outliers by the classification algorithms. In this paper, we have described a classification algorithm based on the RI and we have proposed four weighted schemes (kernels) for its calculation based on the measuring of different characteristics of the neighbourhood of molecules for each molecule of the dataset at established values of the threshold of neighbours. The results obtained have demonstrated that the proposed classification algorithm, based on the RI, generates more reliable and robust classification models than many of the more used and well-known machine learning algorithms. These results have been validated and corroborated by using 20 balanced and unbalanced benchmark datasets of different sizes and modelability. The classification models generated provide valuable information about the molecules of the dataset, the applicability domain of the models and the reliability of the predictions.     

Optimal and approximate boundary controls of an elastic body with quasistatic evolution of damage

In this paper, we study an optimal control problem for the mixed boundary value problem for an elastic body with quasistatic evolution of an internal damage variable. We suppose that the evolution of microscopic cracks and cavities responsible for the damage is described by a nonlinear parabolic equation. A density of surface traction p acting on a part of boundary of an elastic body Ω is taken as a boundary control. Because the initial boundary value problem of this type can exhibit the Lavrentieff phenomenon and non‐uniqueness of weak solutions, we deal with the solvability of this problem in the class of weak variational solutions. Using the convergence concept in variable spaces and following the direct method in calculus of variations, we prove the existence of optimal and approximate solutions to the optimal control problem under rather general assumptions on the quasistatic evolution of damage. Copyright © 2014 John Wiley & Sons, Ltd.     

Distributed and multicore QuBiLS-MIDAS software v2.0: Computing chiral,fuzzy, weighted and truncated geometrical molecular descriptors based on tensor algebra

Advances to the distributed, multi-core and fully cross-platform QuBiLS-MIDAS software v2.0 ( http://tomocomd.com/qubils-midas ) are reported in this article since the v1.0 release. The QuBiLS-MIDAS software is the only one that computes atom-pair and alignment-free geometrical MDs (3D-MDs) from several distance metrics other than the Euclidean distance, as well as alignment-free 3D-MDs that codify structural information regarding the relations among three and four atoms of a molecule. The most recent features added to the QuBiLS-MIDAS software v2.0 are related (a) to the calculation of atomic weightings from indices based on the vertex-degree invariant (e.g., Alikhanidi index); (b) to consider central chirality during the molecular encoding; (c) to use measures based on clustering methods and statistical functions to codify structural information among more than two atoms; (d) to the use of a novel method based on fuzzy membership functions to spherically truncate inter-atomic relations; and (e) to the use of weighted and fuzzy aggregation operators to compute global 3D-MDs according to the importance and/or interrelation of the atoms of a molecule during the molecular encoding. Moreover, a novel module to compute QuBiLS-MIDAS 3D-MDs from their headings was also developed. This module can be used either by the graphical user interface or by means of the software library. By using the library, both the predictive models built with the QuBiLS-MIDAS 3D-MDs and the QuBiLS-MIDAS 3D-MDs calculation can be embedded in other tools. A set of predefined QuBiLS-MIDAS 3D-MDs with high information content and low redundancy on a set comprised of 20,469 compounds is also provided to be employed in further cheminformatics tasks. This set of predefined 3D-MDs evidenced better performance than all the universe of Dragon (v5.5) and PaDEL 0D-to-3D MDs in variability studies, whereas a linear independence study proved that these QuBiLS-MIDAS 3D-MDs codify chemical information orthogonal to the Dragon 0D-to-3D MDs. This set of predefined 3D-MDs would be periodically updated as long as new results be achieved. In general, this report highlights our continued efforts to provide a better tool for a most suitable characterization of compounds, and in this way, to contribute to obtaining better outcomes in future applications.     

Applications of Markov spectra for the weighted partition network by the substitution rule

The weighted self-similar network is introduced in an iterative way. In order to understand the topological properties of the self-similar network, we have done a lot of research in this field.Firstly, according to the symmetry feature of the self-similar network, we deduce the recursive relationship of its eigenvalues at two successive generations of the transition-weighted matrix.Then, we obtain eigenvalues of the Laplacian matrix from these two successive generations.Finally, we calculate an accurate expression for the eigentime identity and Kirchhoff index from the spectrum of the Laplacian matrix.