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11.
We propose a minimum mean absolute error linear interpolator (MMAELI), based on theL
1 approach. A linear functional of the observed time series due to non-normal innovations is derived. The solution equation
for the coefficients of this linear functional is established in terms of the innovation series. It is found that information
implied in the innovation series is useful for the interpolation of missing values. The MMAELIs of the AR(1) model with innovations
following mixed normal andt distributions are studied in detail. The MMAELI also approximates the minimum mean squared error linear interpolator (MMSELI)
well in mean squared error but outperforms the MMSELI in mean absolute error. An application to a real series is presented.
Extensions to the general ARMA model and other time series models are discussed.
This research was supported by a CityU Research Grant and Natural Science Foundation of China. 相似文献
12.
Giovanna Idone 《Journal of Mathematical Analysis and Applications》2004,290(1):147-170
Hölder regularity up to the boundary of the solutions to the Dirichlet problem for second order elliptic systems with nonlinearity q>2 and with controlled growth is proved when n?q+2. 相似文献
13.
Arata YajimaFumihiro Saitou Mayu SekimotoShoichiro Maetoko Goro Yabuta 《Tetrahedron letters》2003,44(36):6915-6918
Total synthesis of cordiaquinone K, a new antifungal and larvicidal meroterpenoid, is reported. The absolute configuration of cordiaquinone K was confirmed by the synthesis. 相似文献
14.
B.E. Rhoades 《Journal of Mathematical Analysis and Applications》2003,277(1):375-378
We modify some of the conditions of the theorem to make it more applicable. 相似文献
15.
A. A. Tolstonogov 《Set-Valued Analysis》1998,6(2):129-147
Existence theorems of continuous selectors whose values are fixed points of multivalued contractions are proved. As an application, the existence of continuous selectors to generalized solution sets of partial differential inclusions, depending on a parameter, is obtained. 相似文献
16.
Miguel A. Arcones 《Annals of the Institute of Statistical Mathematics》1998,50(1):87-117
We consider exact weak and strong Bahadur-Kiefer representations of the least absolute deviation estimator for the linear regression model. The precise behavior of these representations is obtained under minimal conditions. 相似文献
17.
我们定义了(H,λ)求和法,它含有(N,pn),(R^rn)和(Vmn)求和法。讨论了函数f(x)∈C^r[-1,1](r∈N0)以及f(x)∈W^rH^a(r∈N0,0<a<1)的切比晓夫-富里埃级数的逼近阶。 相似文献
18.
The role played by coordinates in the formulation of an absolute spacetime theory is assessed. It is shown that recent criticism on previous work of ours is wrong. 相似文献
19.
Enthalpies of solution have been measured from 5 to 85°C for aqueous tetraethyl- and tetrapropylammonium bromides, and the integral heat method is employed to evaluate
for these electrolytes over a wide temperature range. Data taken from the literature have been used to evaluate
for aqueous Bu4NBr over a similar temperature range. These data, along with similar data for Me4NBr, previously reported, have been used to evaluate absolute ionic heat capacities. While the absolute values agree only qualitatively with two other methods of division, the temperature dependences of the three methods essentially agree up to 65°C. Heat capacities due to structural effects on the solvent, obtained by subtracting the inherent heat capacities of the ions, are extraordinarily positive for all four tetraalkylammonium ions and have negative temperature coefficients, indicating that all four ions, including the tetramethylammonium ion, are structure-making ions. 相似文献
20.
CrystalStructureandMolecularAbsoluteConfigurationof(+)-Isocedranol(C_(15)H_(26)O)¥LiuJie;ChenMin-Qin(CenterofAnalysis&Measurem... 相似文献