Non-linear regression model for spatial variation in precipitation chemistry for South India

Chemical composition of rainwater changes from sea to inland under the influence of several major factors - topographic location of area, its distance from sea, annual rainfall. A model is developed here to quantify the variation in precipitation chemistry under the influence of inland distance and rainfall amount. Various sites in India categorized as 'urban', 'suburban' and 'rural' have been considered for model development. pH, HCO3, NO3 and Mg do not change much from coast to inland while, SO4 and Ca change is subjected to local emissions. Cl and Na originate solely from sea salinity and are the chemistry parameters in the model. Non-linear multiple regressions performed for the various categories revealed that both rainfall amount and precipitation chemistry obeyed a power law reduction with distance from sea. Cl and Na decrease rapidly for the first 100 km distance from sea, then decrease marginally for the next 100 km, and later stabilize. Regression parameters estimated for different cases were found to be consistent (R-2 similar to 0.8). Variation in one of the parameters accounted for urbanization. Model was validated using data points from the southern peninsular region of the country. Estimates are found to be within 99.9% confidence interval. Finally, this relationship between the three parameters - rainfall amount, coastline distance, and concentration (in terms of Cl and Na) was validated with experiments conducted in a small experimental watershed in the south-west India. Chemistry estimated using the model was in good correlation with observed values with a relative error of similar to 5%. Monthly variation in the chemistry is predicted from a downscaling model and then compared with the observed data. Hence, the model developed for rain chemistry is useful in estimating the concentrations at different spatio-temporal scales and is especially applicable for south-west region of India. (C) 2008 Elsevier Ltd. All rights reserved.

Development and application of a multiple linear regression model to consider the impact of weekly waste container capacity on the yield from kerbside recycling programmes

The paper describes the development and application of a multiple linear regression model to identify how the key elements of waste and recycling infrastructure, namely container capacity and frequency of collection affect the yield from municipal kerbside recycling programmes. The overall aim of the research was to gain an understanding of the factors affecting the yield from municipal kerbside recycling programmes in Scotland. The study isolates the principal kerbside collection service offered by 32 councils across Scotland, eliminating those recycling programmes associated with flatted properties or multi occupancies. The results of a regression analysis model has identified three principal factors which explain 80% of the variability in the average yield of the principal dry recyclate services: weekly residual waste capacity, number of materials collected and the weekly recycling capacity. The use of the model has been evaluated and recommendations made on ongoing methodological development and the use of the results in informing the design of kerbside recycling programmes. The authors hope that the research can provide insights for the ongoing development of methods to optimise the design and operation of kerbside recycling programmes.

A log-linear regression model for the beta-Birnbaum-Saunders distribution with censored data

The beta-Birnbaum-Saunders (Cordeiro and Lemonte, 2011) and Birnbaum-Saunders (Birnbaum and Saunders, 1969a) distributions have been used quite effectively to model failure times for materials subject to fatigue and lifetime data. We define the log-beta-Birnbaum-Saunders distribution by the logarithm of the beta-Birnbaum-Saunders distribution. Explicit expressions for its generating function and moments are derived. We propose a new log-beta-Birnbaum-Saunders regression model that can be applied to censored data and be used more effectively in survival analysis. We obtain the maximum likelihood estimates of the model parameters for censored data and investigate influence diagnostics. The new location-scale regression model is modified for the possibility that long-term survivors may be presented in the data. Its usefulness is illustrated by means of two real data sets. (C) 2011 Elsevier B.V. All rights reserved.

Bayesian change-point analysis in linear regression model with scale mixtures of normal distributions

In this thesis, we consider Bayesian inference on the detection of variance change-point models with scale mixtures of normal (for short SMN) distributions. This class of distributions is symmetric and thick-tailed and includes as special cases: Gaussian, Student-t, contaminated normal, and slash distributions. The proposed models provide greater flexibility to analyze a lot of practical data, which often show heavy-tail and may not satisfy the normal assumption. As to the Bayesian analysis, we specify some prior distributions for the unknown parameters in the variance change-point models with the SMN distributions. Due to the complexity of the joint posterior distribution, we propose an efficient Gibbs-type with Metropolis- Hastings sampling algorithm for posterior Bayesian inference. Thereafter, following the idea of [1], we consider the problems of the single and multiple change-point detections. The performance of the proposed procedures is illustrated and analyzed by simulation studies. A real application to the closing price data of U.S. stock market has been analyzed for illustrative purposes.

Comparison of Some Improved Estimators for Linear Regression Model under Different Conditions

Multiple linear regression model plays a key role in statistical inference and it has extensive applications in business, environmental, physical and social sciences. Multicollinearity has been a considerable problem in multiple regression analysis. When the regressor variables are multicollinear, it becomes difficult to make precise statistical inferences about the regression coefficients. There are some statistical methods that can be used, which are discussed in this thesis are ridge regression, Liu, two parameter biased and LASSO estimators. Firstly, an analytical comparison on the basis of risk was made among ridge, Liu and LASSO estimators under orthonormal regression model. I found that LASSO dominates least squares, ridge and Liu estimators over a significant portion of the parameter space for large dimension. Secondly, a simulation study was conducted to compare performance of ridge, Liu and two parameter biased estimator by their mean squared error criterion. I found that two parameter biased estimator performs better than its corresponding ridge regression estimator. Overall, Liu estimator performs better than both ridge and two parameter biased estimator.

Large-MIMO Receiver based on Linear Regression of MMSE Residual

Multiple input multiple output (MIMO) systems with large number of antennas have been gaining wide attention as they enable very high throughputs. A major impediment is the complexity at the receiver needed to detect the transmitted data. To this end we propose a new receiver, called LRR (Linear Regression of MMSE Residual), which improves the MMSE receiver by learning a linear regression model for the error of the MMSE receiver. The LRR receiver uses pilot data to estimate the channel, and then uses locally generated training data (not transmitted over the channel), to find the linear regression parameters. The proposed receiver is suitable for applications where the channel remains constant for a long period (slow-fading channels) and performs quite well: at a bit error rate (BER) of 10(-3), the SNR gain over MMSE receiver is about 7 dB for a 16 x 16 system; for a 64 x 64 system the gain is about 8.5 dB. For large coherence time, the complexity order of the LRR receiver is the same as that of the MMSE receiver, and in simulations we find that it needs about 4 times as many floating point operations. We also show that further gain of about 4 dB is obtained by local search around the estimate given by the LRR receiver.

Linear regression under fixed-rank constraints: A Riemannian approach

In this paper, we tackle the problem of learning a linear regression model whose parameter is a fixed-rank matrix. We study the Riemannian manifold geometry of the set of fixed-rank matrices and develop efficient line-search algorithms. The proposed algorithms have many applications, scale to high-dimensional problems, enjoy local convergence properties and confer a geometric basis to recent contributions on learning fixed-rank matrices. Numerical experiments on benchmarks suggest that the proposed algorithms compete with the state-of-the-art, and that manifold optimization offers a versatile framework for the design of rank-constrained machine learning algorithms. Copyright 2011 by the author(s)/owner(s).

Power properties if invariant tests for spatial autocorrelation in linear regression

This paper derives some exact power properties of tests for spatial autocorrelation in the context of a linear regression model. In particular, we characterize the circumstances in which the power vanishes as the autocorrelation increases, thus extending the work of Krämer (2005). More generally, the analysis in the paper sheds new light on how the power of tests for spatial autocorrelation is affected by the matrix of regressors and by the spatial structure. We mainly focus on the problem of residual spatial autocorrelation, in which case it is appropriate to restrict attention to the class of invariant tests, but we also consider the case when the autocorrelation is due to the presence of a spatially lagged dependent variable among the regressors. A numerical study aimed at assessing the practical relevance of the theoretical results is included

Methods of Estimation in Multiple Linear Regression: Application to Clinical Data

Nesse artigo, tem-se o interesse em avaliar diferentes estratégias de estimação de parâmetros para um modelo de regressão linear múltipla. Para a estimação dos parâmetros do modelo foram utilizados dados de um ensaio clínico em que o interesse foi verificar se o ensaio mecânico da propriedade de força máxima (EM-FM) está associada com a massa femoral, com o diâmetro femoral e com o grupo experimental de ratas ovariectomizadas da raça Rattus norvegicus albinus, variedade Wistar. Para a estimação dos parâmetros do modelo serão comparadas três metodologias: a metodologia clássica, baseada no método dos mínimos quadrados; a metodologia Bayesiana, baseada no teorema de Bayes; e o método Bootstrap, baseado em processos de reamostragem.

Improved score tests in symmetric linear regression models

The class of symmetric linear regression models has the normal linear regression model as a special case and includes several models that assume that the errors follow a symmetric distribution with longer-than-normal tails. An important member of this class is the t linear regression model, which is commonly used as an alternative to the usual normal regression model when the data contain extreme or outlying observations. In this article, we develop second-order asymptotic theory for score tests in this class of models. We obtain Bartlett-corrected score statistics for testing hypotheses on the regression and the dispersion parameters. The corrected statistics have chi-squared distributions with errors of order O(n(-3/2)), n being the sample size. The corrections represent an improvement over the corresponding original Rao`s score statistics, which are chi-squared distributed up to errors of order O(n(-1)). Simulation results show that the corrected score tests perform much better than their uncorrected counterparts in samples of small or moderate size.

Method validation using weighted linear regression models for quantification of UV filters in water samples

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Explaining dinophysis cf. acuminata abundance in Antifer (Normandy, France) using dynamic linear regression

Classical regression analysis can be used to model time series. However, the assumption that model parameters are constant over time is not necessarily adapted to the data. In phytoplankton ecology, the relevance of time-varying parameter values has been shown using a dynamic linear regression model (DLRM). DLRMs, belonging to the class of Bayesian dynamic models, assume the existence of a non-observable time series of model parameters, which are estimated on-line, i.e. after each observation. The aim of this paper was to show how DLRM results could be used to explain variation of a time series of phytoplankton abundance. We applied DLRM to daily concentrations of Dinophysis cf. acuminata, determined in Antifer harbour (French coast of the English Channel), along with physical and chemical covariates (e.g. wind velocity, nutrient concentrations). A single model was built using 1989 and 1990 data, and then applied separately to each year. Equivalent static regression models were investigated for the purpose of comparison. Results showed that most of the Dinophysis cf. acuminata concentration variability was explained by the configuration of the sampling site, the wind regime and tide residual flow. Moreover, the relationships of these factors with the concentration of the microalga varied with time, a fact that could not be detected with static regression. Application of dynamic models to phytoplankton time series, especially in a monitoring context, is discussed.

Applying Least Absolute Shrinkage Selection Operator and Akaike Information Criterion Analysis to Find the Best Multiple Linear Regression Models between Climate Indices and Components of Cow’s Milk

This study focuses on multiple linear regression models relating six climate indices (temperature humidity THI, environmental stress ESI, equivalent temperature index ETI, heat load HLI, modified HLI (HLI new), and respiratory rate predictor RRP) with three main components of cow’s milk (yield, fat, and protein) for cows in Iran. The least absolute shrinkage selection operator (LASSO) and the Akaike information criterion (AIC) techniques are applied to select the best model for milk predictands with the smallest number of climate predictors. Uncertainty estimation is employed by applying bootstrapping through resampling. Cross validation is used to avoid over-fitting. Climatic parameters are calculated from the NASA-MERRA global atmospheric reanalysis. Milk data for the months from April to September, 2002 to 2010 are used. The best linear regression models are found in spring between milk yield as the predictand and THI, ESI, ETI, HLI, and RRP as predictors with p-value < 0.001 and R2 (0.50, 0.49) respectively. In summer, milk yield with independent variables of THI, ETI, and ESI show the highest relation (p-value < 0.001) with R2 (0.69). For fat and protein the results are only marginal. This method is suggested for the impact studies of climate variability/change on agriculture and food science fields when short-time series or data with large uncertainty are available.

Asset health prediction using condition indicators and operating environment indicators : a case study

Prognostics and asset life prediction is one of research potentials in engineering asset health management. We previously developed the Explicit Hazard Model (EHM) to effectively and explicitly predict asset life using three types of information: population characteristics; condition indicators; and operating environment indicators. We have formerly studied the application of both the semi-parametric EHM and non-parametric EHM to the survival probability estimation in the reliability field. The survival time in these models is dependent not only upon the age of the asset monitored, but also upon the condition and operating environment information obtained. This paper is a further study of the semi-parametric and non-parametric EHMs to the hazard and residual life prediction of a set of resistance elements. The resistance elements were used as corrosion sensors for measuring the atmospheric corrosion rate in a laboratory experiment. In this paper, the estimated hazard of the resistance element using the semi-parametric EHM and the non-parametric EHM is compared to the traditional Weibull model and the Aalen Linear Regression Model (ALRM), respectively. Due to assuming a Weibull distribution in the baseline hazard of the semi-parametric EHM, the estimated hazard using this model is compared to the traditional Weibull model. The estimated hazard using the non-parametric EHM is compared to ALRM which is a well-known non-parametric covariate-based hazard model. At last, the predicted residual life of the resistance element using both EHMs is compared to the actual life data.

Fast and slow climate responses to CO2 and solar forcing: A linear multivariate regression model characterizing transient climate change

Climate change in response to a change in external forcing can be understood in terms of fast response to the imposed forcing and slow feedback associated with surface temperature change. Previous studies have investigated the characteristics of fast response and slow feedback for different forcing agents. Here we examine to what extent that fast response and slow feedback derived from time-mean results of climate model simulations can be used to infer total climate change. To achieve this goal, we develop a multivariate regression model of climate change, in which the change in a climate variable is represented by a linear combination of its sensitivity to CO2 forcing, solar forcing, and change in global mean surface temperature. We derive the parameters of the regression model using time-mean results from a set of HadCM3L climate model step-forcing simulations, and then use the regression model to emulate HadCM3L-simulated transient climate change. Our results show that the regression model emulates well HadCM3L-simulated temporal evolution and spatial distribution of climate change, including surface temperature, precipitation, runoff, soil moisture, cloudiness, and radiative fluxes under transient CO2 and/or solar forcing scenarios. Our findings suggest that temporal and spatial patterns of total change for the climate variables considered here can be represented well by the sum of fast response and slow feedback. Furthermore, by using a simple 1-D heat-diffusion climate model, we show that the temporal and spatial characteristics of climate change under transient forcing scenarios can be emulated well using information from step-forcing simulations alone.