148 resultados para Vector Auto Regression


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We consider the problem of how to construct robust designs for Poisson regression models. An analytical expression is derived for robust designs for first-order Poisson regression models where uncertainty exists in the prior parameter estimates. Given certain constraints in the methodology, it may be necessary to extend the robust designs for implementation in practical experiments. With these extensions, our methodology constructs designs which perform similarly, in terms of estimation, to current techniques, and offers the solution in a more timely manner. We further apply this analytic result to cases where uncertainty exists in the linear predictor. The application of this methodology to practical design problems such as screening experiments is explored. Given the minimal prior knowledge that is usually available when conducting such experiments, it is recommended to derive designs robust across a variety of systems. However, incorporating such uncertainty into the design process can be a computationally intense exercise. Hence, our analytic approach is explored as an alternative.

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Between 2001 and 2005, the US airline industry faced financial turmoil. At the same time, the European airline industry entered a period of substantive deregulation. This period witnessed opportunities for low-cost carriers to become more competitive in the market as a result of these combined events. To help assess airline performance in the aftermath of these events, this paper provides new evidence of technical efficiency for 42 national and international airlines in 2006 using the data envelopment analysis (DEA) bootstrap approach first proposed by Simar and Wilson (J Econ, 136:31-64, 2007). In the first stage, technical efficiency scores are estimated using a bootstrap DEA model. In the second stage, a truncated regression is employed to quantify the economic drivers underlying measured technical efficiency. The results highlight the key role played by non-discretionary inputs in measures of airline technical efficiency.

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Robust speaker verification on short utterances remains a key consideration when deploying automatic speaker recognition, as many real world applications often have access to only limited duration speech data. This paper explores how the recent technologies focused around total variability modeling behave when training and testing utterance lengths are reduced. Results are presented which provide a comparison of Joint Factor Analysis (JFA) and i-vector based systems including various compensation techniques; Within-Class Covariance Normalization (WCCN), LDA, Scatter Difference Nuisance Attribute Projection (SDNAP) and Gaussian Probabilistic Linear Discriminant Analysis (GPLDA). Speaker verification performance for utterances with as little as 2 sec of data taken from the NIST Speaker Recognition Evaluations are presented to provide a clearer picture of the current performance characteristics of these techniques in short utterance conditions.

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In this paper we explore the ability of a recent model-based learning technique Receding Horizon Locally Weighted Regression (RH-LWR) useful for learning temporally dependent systems. In particular this paper investigates the application of RH-LWR to learn control of Multiple-input Multiple-output robot systems. RH-LWR is demonstrated through learning joint velocity and position control of a three Degree of Freedom (DoF) rigid body robot.

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The motivation of the study stems from the results reported in the Excellence in Research for Australia (ERA) 2010 report. The report showed that only 12 universities performed research at or above international standards, of which, the Group of Eight (G8) universities filled the top eight spots. While performance of universities was based on number of research outputs, total amount of research income and other quantitative indicators, the measure of efficiency or productivity was not considered. The objectives of this paper are twofold. First, to provide a review of the research performance of 37 Australian universities using the data envelopment analysis (DEA) bootstrap approach of Simar and Wilson (2007). Second, to determine sources of productivity drivers by regressing the efficiency scores against a set of environmental variables.

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This paper introduces the Weighted Linear Discriminant Analysis (WLDA) technique, based upon the weighted pairwise Fisher criterion, for the purposes of improving i-vector speaker verification in the presence of high intersession variability. By taking advantage of the speaker discriminative information that is available in the distances between pairs of speakers clustered in the development i-vector space, the WLDA technique is shown to provide an improvement in speaker verification performance over traditional Linear Discriminant Analysis (LDA) approaches. A similar approach is also taken to extend the recently developed Source Normalised LDA (SNLDA) into Weighted SNLDA (WSNLDA) which, similarly, shows an improvement in speaker verification performance in both matched and mismatched enrolment/verification conditions. Based upon the results presented within this paper using the NIST 2008 Speaker Recognition Evaluation dataset, we believe that both WLDA and WSNLDA are viable as replacement techniques to improve the performance of LDA and SNLDA-based i-vector speaker verification.

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The benefits of applying tree-based methods to the purpose of modelling financial assets as opposed to linear factor analysis are increasingly being understood by market practitioners. Tree-based models such as CART (classification and regression trees) are particularly well suited to analysing stock market data which is noisy and often contains non-linear relationships and high-order interactions. CART was originally developed in the 1980s by medical researchers disheartened by the stringent assumptions applied by traditional regression analysis (Brieman et al. [1984]). In the intervening years, CART has been successfully applied to many areas of finance such as the classification of financial distress of firms (see Frydman, Altman and Kao [1985]), asset allocation (see Sorensen, Mezrich and Miller [1996]), equity style timing (see Kao and Shumaker [1999]) and stock selection (see Sorensen, Miller and Ooi [2000])...

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We consider quantile regression models and investigate the induced smoothing method for obtaining the covariance matrix of the regression parameter estimates. We show that the difference between the smoothed and unsmoothed estimating functions in quantile regression is negligible. The detailed and simple computational algorithms for calculating the asymptotic covariance are provided. Intensive simulation studies indicate that the proposed method performs very well. We also illustrate the algorithm by analyzing the rainfall–runoff data from Murray Upland, Australia.

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The obligate endosymbiont Wolbachia pipientis is found in a wide range of invertebrates where they are best known for manipulating host reproduction. Recent studies have shown that Wolbachia also can modulate the lifespan of host insects and interfere with the development of human pathogens in mosquito vectors. Despite considerable study, very little is known about the molecular interactions between Wolbachia and its hosts that might mediate these effects. Using microarrays, we show that the microRNA (miRNA) profile of the mosquito, Aedes aegypti, is significantly altered by the wMelPop-CLA strain of W. pipientis. We found that a host miRNA (aae-miR-2940) is induced after Wolbachia infection in both mosquitoes and cell lines. One target of aae-miR-2940 is the Ae. aegypti metalloprotease gene. Interestingly, expression of the target gene was induced after Wolbachia infection, ectopic expression of the miRNA independent of Wolbachia, or transfection of an artificial mimic of the miRNA into mosquito cells. We also confirmed the interaction of aae-miR-2940 with the target sequences using GFP as a reporter gene. Silencing of the metalloprotease gene in both Wolbachia-infected cells and adult mosquitoes led to a significant reduction in Wolbachia density, as did inhibition of the miRNA in cells. These results indicate that manipulation of the mosquito metalloprotease gene via aae-miR-2940 is crucial for efficient maintenance of the endosymbiont. This report shows how Wolbachia alters the host miRNA profile and provides insight into the mechanisms of host manipulation used by this widespread endosymbiont.