Sequential fixed-width confidence bands for kernel regression estimation

We consider a random design model based on independent and identically distributed (iid) pairs of observations (Xi, Yi), where the regression function m(x) is given by m(x) = E(Yi|Xi = x) with one independent variable. In a nonparametric setting the aim is to produce a reasonable approximation to the unknown function m(x) when we have no precise information about the form of the true density, f(x) of X. We describe an estimation procedure of non-parametric regression model at a given point by some appropriately constructed fixed-width (2d) confidence interval with the confidence coefficient of at least 1−. Here, d(> 0) and 2 (0, 1) are two preassigned values. Fixed-width confidence intervals are developed using both Nadaraya-Watson and local linear kernel estimators of nonparametric regression with data-driven bandwidths.

The sample size was optimized using the purely and two-stage sequential procedure together with asymptotic properties of the Nadaraya-Watson and local linear estimators. A large scale simulation study was performed to compare their coverage accuracy. The numerical results indicate that the confidence bands based on the local linear estimator have the best performance than those constructed by using Nadaraya-Watson estimator. However both estimators are shown to have asymptotically correct coverage properties.

Two-stage sequential procedure for nonparametric regression estimation

In nonparametric statistics the functional form of the relationship between the response variable and its associated predictor variables is unspecified but it is assumed to be a smooth function. We develop a procedure for constructing a fixed width confidence interval for the predicted value at a specified point of the independent variable. The optimal sample size for constructing this interval is obtained using a two stage sequential procedure which relies on some asymptotic properties of the Nadaraya--Watson and local linear estimators. Finally, a large scale simulation study demonstrates the applicability of the developed procedure for small and moderate sample sizes. The procedure developed here should find wide applicability since many practical problems which arise in industry involve estimating an unknown function.

Sample size determination for kernel regression estimation using sequential fixed-width confidence bands

We consider a random design model based on independent and identically distributed pairs of observations (Xi, Yi), where the regression function m(x) is given by m(x) = E(Yi|Xi = x) with one independent variable. In a nonparametric setting the aim is to produce a reasonable approximation to the unknown function m(x) when we have no precise information about the form of the true density, f(x) of X. We describe an estimation procedure of non-parametric regression model at a given point by some appropriately constructed fixed-width (2d) confidence interval with the confidence coefficient of at least 1−. Here, d(> 0) and 2 (0, 1) are two preassigned values. Fixed-width confidence intervals are developed using both Nadaraya-Watson and local linear kernel estimators of nonparametric regression with data-driven bandwidths. The sample size was optimized using the purely and two-stage sequential procedures together with asymptotic properties of the Nadaraya-Watson and local linear estimators. A large scale simulation study was performed to compare their coverage accuracy. The numerical results indicate that the confi dence bands based on the local linear estimator have the better performance than those constructed by using Nadaraya-Watson estimator. However both estimators are shown to have asymptotically correct coverage properties.

Modelling for injection moulding process based on principal component regression method

Determination of the optimal operating condition for moulding process has been of special interest for many researchers. To determine the optimal setting, one has to derive the model of injection moulding process first which is able to map the relationship between the input process control factors and output responses. One of most popular modeling techniques is the linear least square regression due to its effectiveness and completeness. However, the least square regression was found to be very sensitive to the outliers and failed to provide a reliable model if the control variables are highly related with each other. To address this problem, a new modeling method based on principal component regression was proposed in this paper. The distinguished feature of our proposed method is it does not only consider the variance of covariance matrix of control variables but also consider the correlation coefficient between control variables and target variables to be optimised. Such a modelling method has been implemented into a commercial optimisation software and field test results demonstrated the performance of the proposed modelling method.

Comments on "finite-time stability theorem of stochastic nonlinear systems" [Automatica 46 (2010) 2105-2108]

In this comment, we will point out some errors existing in Chen and Jiao (2010) from definitions to the proof of the main result, where the authors discussed the finite-time stability of stochastic nonlinear systems and proved a Lyapunov theorem on the finitetime stability.

Assessment of spatiotemporal varying relationships between rainfall, land cover and surface water area using geographically weighted regression

Traditional regression techniques such as ordinary least squares (OLS) are often unable to accurately model spatially varying data and may ignore or hide local variations in model coefficients. A relatively new technique, geographically weighted regression (GWR) has been shown to greatly improve model performance compared to OLS in terms of higher R 2 and lower corrected Akaike information criterion (AICC). GWR models have the potential to improve reliabilities of the identified relationships by reducing spatial autocorrelations and by accounting for local variations and spatial non-stationarity between dependent and independent variables. In this study, GWR was used to examine the relationship between land cover, rainfall and surface water habitat in 149 sub-catchments in a predominately agricultural region covering 2.6 million ha in southeast Australia. The application of the GWR models revealed that the relationships between land cover, rainfall and surface water habitat display significant spatial non-stationarity. GWR showed improvements over analogous OLS models in terms of higher R 2 and lower AICC. The increased explanatory power of GWR was confirmed by the results of an approximate likelihood ratio test, which showed statistically significant improvements over analogous OLS models. The models suggest that the amount of surface water area in the landscape is related to anthropogenic drainage practices enhancing runoff to facilitate intensive agriculture and increased plantation forestry. However, with some key variables not present in our analysis, the strength of this relationship could not be qualified. GWR techniques have the potential to serve as a useful tool for environmental research and management across a broad range of scales for the investigation of spatially varying relationships.

A finite-time stability theorem of stochastic nonlinear systems and stabilization designs

This paper focuses on the finite-time stability and stabilization designs of stochastic nonlinear systems. We first present and discuss a definition on the finite-time stability in probability of stochastic nonlinear systems, then we introduce a stochastic Lyapunov theorem on the finite-time stability, which has been established by Yin et al. We also employ this theorem to design a continuous state feedback controller that makes a class of stochastic nonlinear systems to be stable in finite time. An example and a simulation are given to illustrate the theoretical analysis.

A panel regression method for quantifying the convergence of house prices

The convergence among house prices has attracted much attention from researchers. Previous research mainly utilised a time-series regression method to investigate convergences of house prices, which may ignore the heterogeneity of houses across cities. This research developed a panel regression method, by which the heterogeneity of house prices can be captured. Seemingly unrelated regression estimators were also adapted to deal with the contemporary correlations across cities. Investigation of the convergence among house prices in the Australian capital cities was carried out by using the developed panel regression method. Results suggested that house prices converge in Sydney, Adelaide and Hobart but diverge in Darwin.

A characterization theorem for t-representable n-dimensional triangular norms

n-dimensional fuzzy sets are an extension of fuzzy sets that includes interval-valued fuzzy sets and interval-valued Atanassov intuitionistic fuzzy sets. The membership values of n-dimensional fuzzy sets are n-tuples of real numbers in the unit interval [0,1], called n-dimensional intervals, ordered in increasing order. The main idea in n-dimensional fuzzy sets is to consider several uncertainty levels in the memberships degrees. Triangular norms have played an important role in fuzzy sets theory, in the narrow as in the broad sense. So it is reasonable to extend this fundamental notion for n-dimensional intervals. In interval-valued fuzzy theory, interval-valued t-norms are related with t-norms via the notion of t-representability. A characterization of t-representable interval-valued t-norms is given in term of inclusion monotonicity. In this paper we generalize the notion of t-representability for n-dimensional t-norms and provide a characterization theorem for that class of n-dimensional t-norms. © 2011 Springer-Verlag Berlin Heidelberg.

Robust-diagnostic regression : a prelude for inducing reliable knowledge from regression

Regression lies heart in statistics, it is the one of the most important branch of multivariate techniques available for extracting knowledge in almost every field of study and research. Nowadays, it has drawn a huge interest to perform the tasks with different fields like machine learning, pattern recognition and data mining. Investigating outlier (exceptional) is a century long problem to the data analyst and researchers. Blind application of data could have dangerous consequences and leading to discovery of meaningless patterns and carrying to the imperfect knowledge. As a result of digital revolution and the growth of the Internet and Intranet data continues to be accumulated at an exponential rate and thereby importance of detecting outliers and study their costs and benefits as a tool for reliable knowledge discovery claims perfect attention. Investigating outliers in regression has been paid great value for the last few decades within two frames of thoughts in the name of robust regression and regression diagnostics. Robust regression first wants to fit a regression to the majority of the data and then to discover outliers as those points that possess large residuals from the robust output whereas in regression diagnostics one first finds the outliers, delete/correct them and then fit the regular data by classical (usual) methods. At the beginning there seems to be much confusion but now the researchers reach to the consensus, robustness and diagnostics are two complementary approaches to the analysis of data and any one is not good enough. In this chapter, we discuss both of them under the unique spectrum of regression diagnostics. Chapter expresses the necessity and views of regression diagnostics as well as presents several contemporary methods through numerical examples in linear regression within each aforesaid category together with current challenges and possible future research directions. Our aim is to make the chapter self-explained maintaining its general accessibility.