Ordered weighted averaging operators 1988-2014:a citation-based literature survey

This study surveys the ordered weighted averaging (OWA) operator literature using a citation network analysis. The main goals are the historical reconstruction of scientific development of the OWA field, the identification of the dominant direction of knowledge accumulation that emerged since the publication of the first OWA paper, and to discover the most active lines of research. The results suggest, as expected, that Yager's paper (IEEE Trans. Systems Man Cybernet, 18(1), 183-190, 1988) is the most influential paper and the starting point of all other research using OWA. Starting from his contribution, other lines of research developed and we describe them.

A laser induced breakdown spectroscopy quantitative analysis method based on the robust least squares support vector machine regression model

Data fluctuation in multiple measurements of Laser Induced Breakdown Spectroscopy (LIBS) greatly affects the accuracy of quantitative analysis. A new LIBS quantitative analysis method based on the Robust Least Squares Support Vector Machine (RLS-SVM) regression model is proposed. The usual way to enhance the analysis accuracy is to improve the quality and consistency of the emission signal, such as by averaging the spectral signals or spectrum standardization over a number of laser shots. The proposed method focuses more on how to enhance the robustness of the quantitative analysis regression model. The proposed RLS-SVM regression model originates from the Weighted Least Squares Support Vector Machine (WLS-SVM) but has an improved segmented weighting function and residual error calculation according to the statistical distribution of measured spectral data. Through the improved segmented weighting function, the information on the spectral data in the normal distribution will be retained in the regression model while the information on the outliers will be restrained or removed. Copper elemental concentration analysis experiments of 16 certified standard brass samples were carried out. The average value of relative standard deviation obtained from the RLS-SVM model was 3.06% and the root mean square error was 1.537%. The experimental results showed that the proposed method achieved better prediction accuracy and better modeling robustness compared with the quantitative analysis methods based on Partial Least Squares (PLS) regression, standard Support Vector Machine (SVM) and WLS-SVM. It was also demonstrated that the improved weighting function had better comprehensive performance in model robustness and convergence speed, compared with the four known weighting functions.

Dimension Reduction of the Explanatory Variables in Multiple Linear Regression

2002 Mathematics Subject Classification: 62J05, 62G35.

Local-Median Method of Forecasting for Regression Time Series under Outliers

2002 Mathematics Subject Classification: 62M20, 62-07, 62J05, 62P20.

Analysing Conjoint Analysis Data by a Random Coefficient Regression Model

2000 Mathematics Subject Classification: 62J12, 62K15, 91B42, 62H99.

Logistic Regression in Modelling Data for CVC - Related Infection

2000 Mathematics Subject Classification: 62J12, 62P10.

Application of Two-Phase Regression to Geotechnical Data

2000 Mathematics Subject Classification: 62F10, 62J05, 62P30

On the Lp-Norm Regression Models for Estimating Value-at-Risk

Analysis of risk measures associated with price series data movements and its predictions are of strategic importance in the financial markets as well as to policy makers in particular for short- and longterm planning for setting up economic growth targets. For example, oilprice risk-management focuses primarily on when and how an organization can best prevent the costly exposure to price risk. Value-at-Risk (VaR) is the commonly practised instrument to measure risk and is evaluated by analysing the negative/positive tail of the probability distributions of the returns (profit or loss). In modelling applications, least-squares estimation (LSE)-based linear regression models are often employed for modeling and analyzing correlated data. These linear models are optimal and perform relatively well under conditions such as errors following normal or approximately normal distributions, being free of large size outliers and satisfying the Gauss-Markov assumptions. However, often in practical situations, the LSE-based linear regression models fail to provide optimal results, for instance, in non-Gaussian situations especially when the errors follow distributions with fat tails and error terms possess a finite variance. This is the situation in case of risk analysis which involves analyzing tail distributions. Thus, applications of the LSE-based regression models may be questioned for appropriateness and may have limited applicability. We have carried out the risk analysis of Iranian crude oil price data based on the Lp-norm regression models and have noted that the LSE-based models do not always perform the best. We discuss results from the L1, L2 and L∞-norm based linear regression models. ACM Computing Classification System (1998): B.1.2, F.1.3, F.2.3, G.3, J.2.

Classification of Texts' Authorship Using a Regression Model on Compressed Data

2010 Mathematics Subject Classification: 68T50,62H30,62J05.

Implementation of the EM Algorithm for Maximum Likelihood Estimation of a Random Effects Model for One Longitudinal Ordinal Outcome

2010 Mathematics Subject Classification: 62J99.

Modeling Data for Complications in Diabetics Using Logistic Regression

2010 Mathematics Subject Classification: 62P10.

Estimation of a Regression Function on a Point Process and its Application to Financial Ruin Risk Forecast

2000 Mathematics Subject Classification: Primary 60G55; secondary 60G25.

Matrix-assisted diffusion-ordered spectroscopy

Diffusion NMR is a potentially routine tool in the analysis of mixtures, from industrial and synthetic outputs to natural products. However, the technique struggles to resolve species of similar size. Matrix-assisted DOSY offers a flexible approach to resolving such ambiguities on the basis of the chemical structures involved and on their interactions with a larger co-solute or matrix. The use of chromatographic supports, surfactants and polymers, in particular, is illustrated. The resolution of a wide range of different analyte mixtures, on the basis of differences in chemical structure and in stereochemistry, is demonstrated.

Regression games

The solution of a TU cooperative game can be a distribution of the value of the grand coalition, i.e. it can be a distribution of the payo (utility) all the players together achieve. In a regression model, the evaluation of the explanatory variables can be a distribution of the overall t, i.e. the t of the model every regressor variable is involved. Furthermore, we can take regression models as TU cooperative games where the explanatory (regressor) variables are the players. In this paper we introduce the class of regression games, characterize it and apply the Shapley value to evaluating the explanatory variables in regression models. In order to support our approach we consider Young (1985)'s axiomatization of the Shapley value, and conclude that the Shapley value is a reasonable tool to evaluate the explanatory variables of regression models.

A diszkrét kiválasztási modell becslése Cox-regresszióval (Parameter estimation for multinomial discrete choice model using Cox-regression)

Considering the so-called "multinomial discrete choice" model the focus of this paper is on the estimation problem of the parameters. Especially, the basic question arises how to carry out the point and interval estimation of the parameters when the model is mixed i.e. includes both individual and choice-specific explanatory variables while a standard MDC computer program is not available for use. The basic idea behind the solution is the use of the Cox-proportional hazards method of survival analysis which is available in any standard statistical package and provided a data structure satisfying certain special requirements it yields the MDC solutions desired. The paper describes the features of the data set to be analysed.