An Application of Double Exponential Smoothing Technique to Quality Control

休哈特控制图和ＳＵＳＵＭ控制图技术，在制造业得到广泛应用．Ｊ．Ｓ．Ｈｕｎｔｅｒ提出用指数加权滑动平均（ＥＷＭＡ）作为质量管理工具．然而，众所周知存在趋势项的情况下，用ＥＷＭＡ预测往往不是过低就是过高．本文的目的是表明利用双指数平滑（ＤＥＳ）技术可以减少此缺点．文中给出一个例子，它表明双指数平滑法比单指数平滑法，能更好地监控对于目标的偏离．     

Robust penalized regression spline fitting with application to additive mixed modeling

An increasingly popular method for smoothing noisy data is penalized regression spline fitting. In this paper a new procedure is proposed for fitting robust penalized regression splines. This procedure is computationally fast, straightforward to implement, and can be paired with any smoothing parameter selection method. In addition, it can also be extended to other settings, such as additive mixed modeling. Both simulated and real data examples are used to illustrate the effectiveness of the procedure.     

Estimation of Kullback–Leibler Divergence by Local Likelihood

Motivated from the bandwidth selection problem in local likelihood density estimation and from the problem of assessing a final model chosen by a certain model selection procedure, we consider estimation of the Kullback–Leibler divergence. It is known that the best bandwidth choice for the local likelihood density estimator depends on the distance between the true density and the ‘vehicle’ parametric model. Also, the Kullback–Leibler divergence may be a useful measure based on which one judges how far the true density is away from a parametric family. We propose two estimators of the Kullback-Leibler divergence. We derive their asymptotic distributions and compare finite sample properties. Research of Young Kyung Lee was supported by the Brain Korea 21 Projects in 2004. Byeong U. Park’s research was supported by KOSEF through Statistical Research Center for Complex Systems at Seoul National University.     

Smoothing Trust Region Methods for Nonlinear Complementarity Problems with P 0-Functions

By using the Fischer–Burmeister function to reformulate the nonlinear complementarity problem (NCP) as a system of semismooth equations and using Kanzow’s smooth approximation function to construct the smooth operator, we propose a smoothing trust region algorithm for solving the NCP with P ₀ functions. We prove that every accumulation point of the sequence generated by the algorithm is a solution of the NCP. Under a nonsingularity condition, local Q-superlinear/Q-quadratic convergence of the algorithm is established without the strict complementarity condition. This work was partially supported by the Research Grant Council of Hong Kong and the National Natural Science Foundation of China (Grant 10171030).     

非线性互补问题的一种不可行非内点连续算法

基于Chen-Harker—Kanzow-Smale光滑函数，对单调非线性互补问题NCP(f)给出了一种不可行非内点连续算法，该算法在每次迭代时只需求解一个线性等式系统，执行一次线搜索，算法在NCP(f)的解处不需要严格互补的条件下，具有全局线性收敛性和局部二次收敛性．     

An organizing principle for dynamic estimation

This paper develops a general multicriteria framework for the sequential estimation of process states. Three well-known state estimation algorithms (the Viterbi, Larson-Peschon, and Kalman filters) are derived as monocriterion specializations. The multicriteria estimation framework is used to clarify both Bayesian and classical statistical procedures for treating potential model misspecification. A recently developed bicriteria specialization (flexible least cost), explicitly designed to take specification errors into account, is also reviewed. The latter application suggests how the multicriteria framework might be used to construct estimation algorithms capable of handling disparate sources of information coherently and systematically, without forced scalarization.This paper is a revised version of Ref. 1. The authors are grateful to D. Hendry, R. Huss, H. Quirmbach, and J. Veitch for helpful comments and suggestions.     

Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems

We describe a bootstrap method for estimating mean squared error and smoothing parameter in nonparametric problems. The method involves using a resample of smaller size than the original sample. There are many applications, which are illustrated using the special cases of nonparametric density estimation, nonparametric regression, and tail parameter estimation.     

Boundary node correction and superconvergence in the FEM

Convergence improvement and superconvergence behaviour, obtained by the simple boundary node correction (BNC) procedure for certain stress-like variables of smoothed FEM solutions, are reported in this paper. The effectiveness of BNC is shown through three examples of steady flow problems, and a posterior error analysis based on the multiple-mesh extrapolation technique has been used for estimating the convergence rates.     

红外焦距仪系统中平滑去噪方法的研究

红外焦距仪系统中使用线阵CCD采集信号时，由于CCD本身的散粒噪声以及外界环境(如外界杂散光，信号光的光子起伏，电、磁干扰等)的影响，采集到的信号往往有一定程度的失真和变形，存在许多“毛刺”，不利于数据的计算和分析。本文采用3次B样条小波对原始信号进行分解，对分解后的数据进行平滑处理，最后重构得到平滑信号。该方法解决了线阵CCD采集信号的不平滑问题。     

函数mid(·)的一个光滑化函数及其性质

介绍了函数mid(·)可以把混合互补问题转化为一个等价的非光滑的方程组 ,由于其非光滑性 ,难以直接用光滑Newton法求解 ,光滑化就显得尤为重要 .文中采用熵摄动来光滑化函数mid(·) ,讨论了得到的光滑化函数的一些性质 .