Linear least squares estimation of the first order moving average parameter

We propose an iterative procedure to minimize the sum of squares function which avoids the nonlinear nature of estimating the first order moving average parameter and provides a closed form of the estimator. The asymptotic properties of the method are discussed and the consistency of the linear least squares estimator is proved for the invertible case. We perform various Monte Carlo experiments in order to compare the sample properties of the linear least squares estimator with its nonlinear counterpart for the conditional and unconditional cases. Some examples are also discussed

A comparison of mean phase difference and generalized least squares for analyzing single-case data

The present study focuses on single-case data analysis and specifically on two procedures for quantifying differences between baseline and treatment measurements The first technique tested is based on generalized least squares regression analysis and is compared to a proposed non-regression technique, which allows obtaining similar information. The comparison is carried out in the context of generated data representing a variety of patterns (i.e., independent measurements, different serial dependence underlying processes, constant or phase-specific autocorrelation and data variability, different types of trend, and slope and level change). The results suggest that the two techniques perform adequately for a wide range of conditions and researchers can use both of them with certain guarantees. The regression-based procedure offers more efficient estimates, whereas the proposed non-regression procedure is more sensitive to intervention effects. Considering current and previous findings, some tentative recommendations are offered to applied researchers in order to help choosing among the plurality of single-case data analysis techniques.

Applications of Fourier transform infrared spectroscopy

This article summarizes the basic principles of Fourier Transform Infrared Spectroscopy, with examples of methodologies and applications to different field sciences.

Ensemble methods for environmental data modelling with support vector regression

This paper investigates the use of ensemble of predictors in order to improve the performance of spatial prediction methods. Support vector regression (SVR), a popular method from the field of statistical machine learning, is used. Several instances of SVR are combined using different data sampling schemes (bagging and boosting). Bagging shows good performance, and proves to be more computationally efficient than training a single SVR model while reducing error. Boosting, however, does not improve results on this specific problem.

Reflections on Partial Least Squares Path Modeling

The purpose of the present article is to take stock of a recent exchange in Organizational Research Methods between critics (Rönkkö & Evermann, 2013) and proponents (Henseler et al., 2014) of partial least squares path modeling (PLS-PM). The two target articles were centered around six principal issues, namely whether PLS-PM: (1) can be truly characterized as a technique for structural equation modeling (SEM); (2) is able to correct for measurement error; (3) can be used to validate measurement models; (4) accommodates small sample sizes; (5) is able to provide null hypothesis tests for path coefficients; and (6) can be employed in an exploratory, model-building fashion. We summarize and elaborate further on the key arguments underlying the exchange, drawing from the broader methodological and statistical literature in order to offer additional thoughts concerning the utility of PLS-PM and ways in which the technique might be improved. We conclude with recommendations as to whether and how PLS-PM serves as a viable contender to SEM approaches for estimating and evaluating theoretical models.

Robust Nonlinear Mapping of Soil Contamination Using Support Regression

Spatial data analysis mapping and visualization is of great importance in various fields: environment, pollution, natural hazards and risks, epidemiology, spatial econometrics, etc. A basic task of spatial mapping is to make predictions based on some empirical data (measurements). A number of state-of-the-art methods can be used for the task: deterministic interpolations, methods of geostatistics: the family of kriging estimators (Deutsch and Journel, 1997), machine learning algorithms such as artificial neural networks (ANN) of different architectures, hybrid ANN-geostatistics models (Kanevski and Maignan, 2004; Kanevski et al., 1996), etc. All the methods mentioned above can be used for solving the problem of spatial data mapping. Environmental empirical data are always contaminated/corrupted by noise, and often with noise of unknown nature. That's one of the reasons why deterministic models can be inconsistent, since they treat the measurements as values of some unknown function that should be interpolated. Kriging estimators treat the measurements as the realization of some spatial randomn process. To obtain the estimation with kriging one has to model the spatial structure of the data: spatial correlation function or (semi-)variogram. This task can be complicated if there is not sufficient number of measurements and variogram is sensitive to outliers and extremes. ANN is a powerful tool, but it also suffers from the number of reasons. of a special type ? multiplayer perceptrons ? are often used as a detrending tool in hybrid (ANN+geostatistics) models (Kanevski and Maignank, 2004). Therefore, development and adaptation of the method that would be nonlinear and robust to noise in measurements, would deal with the small empirical datasets and which has solid mathematical background is of great importance. The present paper deals with such model, based on Statistical Learning Theory (SLT) - Support Vector Regression. SLT is a general mathematical framework devoted to the problem of estimation of the dependencies from empirical data (Hastie et al, 2004; Vapnik, 1998). SLT models for classification - Support Vector Machines - have shown good results on different machine learning tasks. The results of SVM classification of spatial data are also promising (Kanevski et al, 2002). The properties of SVM for regression - Support Vector Regression (SVR) are less studied. First results of the application of SVR for spatial mapping of physical quantities were obtained by the authorsin for mapping of medium porosity (Kanevski et al, 1999), and for mapping of radioactively contaminated territories (Kanevski and Canu, 2000). The present paper is devoted to further understanding of the properties of SVR model for spatial data analysis and mapping. Detailed description of the SVR theory can be found in (Cristianini and Shawe-Taylor, 2000; Smola, 1996) and basic equations for the nonlinear modeling are given in section 2. Section 3 discusses the application of SVR for spatial data mapping on the real case study - soil pollution by Cs137 radionuclide. Section 4 discusses the properties of the modelapplied to noised data or data with outliers.

Predicting rapeseed oil content with near-infrared spectroscopy

The objective of this work was to establish a calibration equation and to estimate the efficiency of near-infrared reflectance (NIR) spectroscopy for evaluating rapeseed oil content in Southern Brazil. Spectral data from 124 half-sib families were correlated with oil contents determined by the chemical method. The accuracy of the equation was verified by coefficient of determination (R²) of 0.92, error of calibration (SEC) of 0.78, and error of performance (SEP) of 1.22. The oil content of ten genotypes, which were not included in the calibration with NIR, was similar to the one obtained by the standard chemical method. NIR spectroscopy is adequate to differentiate oil content of rapeseed genotypes.

Personalized drug administrations using Support Vector Machine

The decision-making process regarding drug dose, regularly used in everyday medical practice, is critical to patients' health and recovery. It is a challenging process, especially for a drug with narrow therapeutic ranges, in which a medical doctor decides the quantity (dose amount) and frequency (dose interval) on the basis of a set of available patient features and doctor's clinical experience (a priori adaptation). Computer support in drug dose administration makes the prescription procedure faster, more accurate, objective, and less expensive, with a tendency to reduce the number of invasive procedures. This paper presents an advanced integrated Drug Administration Decision Support System (DADSS) to help clinicians/patients with the dose computing. Based on a support vector machine (SVM) algorithm, enhanced with the random sample consensus technique, this system is able to predict the drug concentration values and computes the ideal dose amount and dose interval for a new patient. With an extension to combine the SVM method and the explicit analytical model, the advanced integrated DADSS system is able to compute drug concentration-to-time curves for a patient under different conditions. A feedback loop is enabled to update the curve with a new measured concentration value to make it more personalized (a posteriori adaptation).

On the Adoption of Partial Least Squares in Psychological Research: Caveat Emptor

The partial least squares technique (PLS) has been touted as a viable alternative to latent variable structural equation modeling (SEM) for evaluating theoretical models in the differential psychology domain. We bring some balance to the discussion by reviewing the broader methodological literature to highlight: (1) the misleading characterization of PLS as an SEM method; (2) limitations of PLS for global model testing; (3) problems in testing the significance of path coefficients; (4) extremely high false positive rates when using empirical confidence intervals in conjunction with a new "sign change correction" for path coefficients; (5) misconceptions surrounding the supposedly superior ability of PLS to handle small sample sizes and non-normality; and (6) conceptual and statistical problems with formative measurement and the application of PLS to such models. Additionally, we also reanalyze the dataset provided by Willaby et al. (2015; doi:10.1016/j.paid.2014.09.008) to highlight the limitations of PLS. Our broader review and analysis of the available evidence makes it clear that PLS is not useful for statistical estimation and testing.

Reducción del vector de características de reconocimiento facial

In this present work, we are proposing a characteristics reduction system for a facial biometric identification system, using transformed domains such as discrete cosine transformed (DCT) and discrete wavelets transformed (DWT) as parameterization; and Support Vector Machines (SVM) and Neural Network (NN) as classifiers. The size reduction has been done with Principal Component Analysis (PCA) and with Independent Component Analysis (ICA). This system presents a similar success results for both DWT-SVM system and DWT-PCA-SVM system, about 98%. The computational load is improved on training mode due to the decreasing of input’s size and less complexity of the classifier.

Discrimination of native wood charcoal by infrared spectroscopy

Brazil is one of the largest producers and consumers of charcoal in the world. About 50% of its charcoal comes from native forests, with a large part coming from unsustainable operations. The anatomic identification of charcoal is subjective; an instrumental technique would facilitate the monitoring of forests. This study aimed to verify the feasibility of using medium and near infrared reflectance spectroscopy to discriminate native (ipê) from plantation charcoals (eucalyptus). Principal Components Analysis, followed by Discriminant Factorial Analysis formed two different groups indicated by Mahalanobis distances of 40.6 and 80.3 for near and mid infrared, respectively. Validation of the model showed 100% efficacy.

Aplicação de técnicas multivariadas e inteligência artificial na análise de espectros de infravermelho para determinação de matéria orgânica em amostras de solos

In this paper studies based on Multilayer Perception Artificial Neural Network and Least Square Support Vector Machine (LS-SVM) techniques are applied to determine of the concentration of Soil Organic Matter (SOM). Performances of the techniques are compared. SOM concentrations and spectral data from Mid-Infrared are used as input parameters for both techniques. Multivariate regressions were performed for a set of 1117 spectra of soil samples, with concentrations ranging from 2 to 400 g kg-1. The LS-SVM resulted in a Root Mean Square Error of Prediction of 3.26 g kg-1 that is comparable to the deviation of the Walkley-Black method (2.80 g kg-1).

Optimization of wood flour acetylation by factorial design and partial least squares regression

Acetylation was performed to reduce the polarity of wood and increase its compatibility with polymer matrices for the production of composites. These reactions were performed first as a function of acetic acid and anhydride concentration in a mixture catalyzed by sulfuric acid. A concentration of 50%/50% (v/v) of acetic acid and anhydride was found to produced the highest conversion rate between the functional groups. After these reactions, the kinetics were investigated by varying times and temperatures using a 3² factorial design, and showed time was the most relevant parameter in determining the conversion of hydroxyl into carbonyl groups.

Least squares regression with errors in both variables: case studies

Analytical curves are normally obtained from discrete data by least squares regression. The least squares regression of data involving significant error in both x and y values should not be implemented by ordinary least squares (OLS). In this work, the use of orthogonal distance regression (ODR) is discussed as an alternative approach in order to take into account the error in the x variable. Four examples are presented to illustrate deviation between the results from both regression methods. The examples studied show that, in some situations, ODR coefficients must substitute for those of OLS, and, in other situations, the difference is not significant.

Infrared spectroscopy of Mg-doped SrRuO3 thin films /

The reflectance of thin films of magnesium doped SrRu03(Mg-SR0) produced by pulsed laser deposition on SrTiOa (100) substrates has been measured at room temperature between 100 and 7500 cm~^. The films were chosen to have wide range of thickness, stoichiometry and electrical properties. As the films were very thin (less than 300 nm), and some were insulating the reflectance data shows structures due to both the film and the substrate. Hence, the data was analyzed using Kramers-Kronig constrained variational fitting (VDF) method to extract the real optical conductivity of the Mg-SRO films. Although the VDF technique is flexible enough to fit all features of the reflectance spectra, it seems that VDF could not eliminate the substrate's contribution from fllm conductivity results. Also the comparison of the two different programs implementing VDF fltting shows that this technique has a uniqueness problem. The optical properties are discussed in light of the measured structural and transport properties of the fllms which vary with preparation conditions and can be correlated with differences in stoichiometry. This investigation was aimed at checking the VDF technique and also getting answer to the question whether Mg^"*" substitutes in to Ru or Sr site. Analysis of our data suggests that Mg^+ goes to Ru site.