Petroleomics By Electrospray Ionization Ft-icr Mass Spectrometry Coupled To Partial Least Squares With Variable Selection Methods: Prediction Of The Total Acid Number Of Crude Oils.

Negative-ion mode electrospray ionization, ESI(-), with Fourier transform ion cyclotron resonance mass spectrometry (FT-ICR MS) was coupled to a Partial Least Squares (PLS) regression and variable selection methods to estimate the total acid number (TAN) of Brazilian crude oil samples. Generally, ESI(-)-FT-ICR mass spectra present a power of resolution of ca. 500,000 and a mass accuracy less than 1 ppm, producing a data matrix containing over 5700 variables per sample. These variables correspond to heteroatom-containing species detected as deprotonated molecules, [M - H](-) ions, which are identified primarily as naphthenic acids, phenols and carbazole analog species. The TAN values for all samples ranged from 0.06 to 3.61 mg of KOH g(-1). To facilitate the spectral interpretation, three methods of variable selection were studied: variable importance in the projection (VIP), interval partial least squares (iPLS) and elimination of uninformative variables (UVE). The UVE method seems to be more appropriate for selecting important variables, reducing the dimension of the variables to 183 and producing a root mean square error of prediction of 0.32 mg of KOH g(-1). By reducing the size of the data, it was possible to relate the selected variables with their corresponding molecular formulas, thus identifying the main chemical species responsible for the TAN values.

Estimation and prediction of parameters and breeding values in soybean using REML/BLUP and Least Squares

The aim of this study was to compare REML/BLUP and Least Square procedures in the prediction and estimation of genetic parameters and breeding values in soybean progenies. F(2:3) and F(4:5) progenies were evaluated in the 2005/06 growing season and the F(2:4) and F(4:6) generations derived thereof were evaluated in 2006/07. These progenies were originated from two semi-early, experimental lines that differ in grain yield. The experiments were conducted in a lattice design and plots consisted of a 2 m row, spaced 0.5 m apart. The trait grain yield per plot was evaluated. It was observed that early selection is more efficient for the discrimination of the best lines from the F(4) generation onwards. No practical differences were observed between the least square and REML/BLUP procedures in the case of the models and simplifications for REML/BLUP used here.

Normal Versus Pathological Voice Signals Using Wavelet Analysis and Least Squares Support-Vector Machines

State of Sao Paulo Research Foundation (FAPESP)

An Array Recursive Least-Squares Algorithm With Generic Nonfading Regularization Matrix

We present a novel array RLS algorithm with forgetting factor that circumvents the problem of fading regularization, inherent to the standard exponentially-weighted RLS, by allowing for time-varying regularization matrices with generic structure. Simulations in finite precision show the algorithm`s superiority as compared to alternative algorithms in the context of adaptive beamforming.

A new least-squares approach to differintegration modeling

Signal Processing, Vol. 86, nº 10

Time domain design of fractional differintegrators using least-squares

In this paper we propose the use of the least-squares based methods for obtaining digital rational approximations (IIR filters) to fractional-order integrators and differentiators of type sα, α∈R. Adoption of the Padé, Prony and Shanks techniques is suggested. These techniques are usually applied in the signal modeling of deterministic signals. These methods yield suboptimal solutions to the problem which only requires finding the solution of a set of linear equations. The results reveal that the least-squares approach gives similar or superior approximations in comparison with other widely used methods. Their effectiveness is illustrated, both in the time and frequency domains, as well in the fractional differintegration of some standard time domain functions.

Layerwise mixed models for analysis of multilayered piezoelectric composite plates using least-squares formulation

This work provides an assessment of layerwise mixed models using least-squares formulation for the coupled electromechanical static analysis of multilayered plates. In agreement with three-dimensional (3D) exact solutions, due to compatibility and equilibrium conditions at the layers interfaces, certain mechanical and electrical variables must fulfill interlaminar C-0 continuity, namely: displacements, in-plane strains, transverse stresses, electric potential, in-plane electric field components and transverse electric displacement (if no potential is imposed between layers). Hence, two layerwise mixed least-squares models are here investigated, with two different sets of chosen independent variables: Model A, developed earlier, fulfills a priori the interiaminar C-0 continuity of all those aforementioned variables, taken as independent variables; Model B, here newly developed, rather reduces the number of independent variables, but also fulfills a priori the interlaminar C-0 continuity of displacements, transverse stresses, electric potential and transverse electric displacement, taken as independent variables. The predictive capabilities of both models are assessed by comparison with 3D exact solutions, considering multilayered piezoelectric composite plates of different aspect ratios, under an applied transverse load or surface potential. It is shown that both models are able to predict an accurate quasi-3D description of the static electromechanical analysis of multilayered plates for all aspect ratios.

Design of Digital Fractional-Order Integrators and Differentiators by Least Squares

First IFAC Workshop on Fractional Differentiation and Its Application - 19-21 July 2004, Enseirb, Bordeaux, France - FDA'04

Diffusional kurtosis imaging using a fast heuristic constrained linear least squares algorithm: a plugin for OsiriX

Diffusion Kurtosis Imaging (DKI) is a fairly new magnetic resonance imag-ing (MRI) technique that tackles the non-gaussian motion of water in biological tissues by taking into account the restrictions imposed by tissue microstructure, which are not considered in Diffusion Tensor Imaging (DTI), where the water diffusion is considered purely gaussian. As a result DKI provides more accurate information on biological structures and is able to detect important abnormalities which are not visible in standard DTI analysis. This work regards the development of a tool for DKI computation to be implemented as an OsiriX plugin. Thus, as OsiriX runs under Mac OS X, the pro-gram is written in Objective-C and also makes use of Apple’s Cocoa framework. The whole program is developed in the Xcode integrated development environ-ment (IDE). The plugin implements a fast heuristic constrained linear least squares al-gorithm (CLLS-H) for estimating the diffusion and kurtosis tensors, and offers the user the possibility to choose which maps are to be generated for not only standard DTI quantities such as Mean Diffusion (MD), Radial Diffusion (RD), Axial Diffusion (AD) and Fractional Anisotropy (FA), but also DKI metrics, Mean Kurtosis (MK), Radial Kurtosis (RK) and Axial Kurtosis (AK).The plugin was subjected to both a qualitative and a semi-quantitative analysis which yielded convincing results. A more accurate validation pro-cess is still being developed, after which, and with some few minor adjust-ments the plugin shall become a valid option for DKI computation

Valuing American Derivatives by Least Squares Methods

Least Squares estimators are notoriously known to generate sub-optimal exercise decisions when determining the optimal stopping time. The consequence is that the price of the option is underestimated. We show how variance reduction methods can be implemented to obtain more accurate option prices. We also extend the Longsta¤ and Schwartz (2001) method to price American options under stochastic volatility. These are two important contributions that are particularly relevant for practitioners. Finally, we extend the Glasserman and Yu (2004b) methodology to price Asian options and basket options.

Speed of convergence of recursive least squares learning with ARMA perceptions

This paper fills a gap in the existing literature on least squareslearning in linear rational expectations models by studying a setup inwhich agents learn by fitting ARMA models to a subset of the statevariables. This is a natural specification in models with privateinformation because in the presence of hidden state variables, agentshave an incentive to condition forecasts on the infinite past recordsof observables. We study a particular setting in which it sufficesfor agents to fit a first order ARMA process, which preserves thetractability of a finite dimensional parameterization, while permittingconditioning on the infinite past record. We describe how previousresults (Marcet and Sargent [1989a, 1989b] can be adapted to handlethe convergence of estimators of an ARMA process in our self--referentialenvironment. We also study ``rates'' of convergence analytically and viacomputer simulation.

On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives

This paper analyses the robustness of Least-Squares Monte Carlo, a techniquerecently proposed by Longstaff and Schwartz (2001) for pricing Americanoptions. This method is based on least-squares regressions in which theexplanatory variables are certain polynomial functions. We analyze theimpact of different basis functions on option prices. Numerical resultsfor American put options provide evidence that a) this approach is veryrobust to the choice of different alternative polynomials and b) few basisfunctions are required. However, these conclusions are not reached whenanalyzing more complex derivatives.

Biases of the ordinary least squares and instrumental variables estimators of the intergenerational earnings elasticity : revisited in the light of panel data

The OLS estimator of the intergenerational earnings correlation is biased towards zero, while the instrumental variables estimator is biased upwards. The first of these results arises because of measurement error, while the latter rests on the presumption that the education of the parent family is an invalid instrument. We propose a panel data framework for quantifying the asymptotic biases of these estimators, as well as a mis-specification test for the IV estimator. [Author]

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

Comparing the artificial neural network with parcial least squares for prediction of soil organic carbon and pH at different moisture content levels using visible and near-infrared spectroscopy

Visible and near infrared (vis-NIR) spectroscopy is widely used to detect soil properties. The objective of this study is to evaluate the combined effect of moisture content (MC) and the modeling algorithm on prediction of soil organic carbon (SOC) and pH. Partial least squares (PLS) and the Artificial neural network (ANN) for modeling of SOC and pH at different MC levels were compared in terms of efficiency in prediction of regression. A total of 270 soil samples were used. Before spectral measurement, dry soil samples were weighed to determine the amount of water to be added by weight to achieve the specified gravimetric MC levels of 5, 10, 15, 20, and 25 %. A fiber-optic vis-NIR spectrophotometer (350-2500 nm) was used to measure spectra of soil samples in the diffuse reflectance mode. Spectra preprocessing and PLS regression were carried using Unscrambler® software. Statistica® software was used for ANN modeling. The best prediction result for SOC was obtained using the ANN (RMSEP = 0.82 % and RPD = 4.23) for soil samples with 25 % MC. The best prediction results for pH were obtained with PLS for dry soil samples (RMSEP = 0.65 % and RPD = 1.68) and soil samples with 10 % MC (RMSEP = 0.61 % and RPD = 1.71). Whereas the ANN showed better performance for SOC prediction at all MC levels, PLS showed better predictive accuracy of pH at all MC levels except for 25 % MC. Therefore, based on the data set used in the current study, the ANN is recommended for the analyses of SOC at all MC levels, whereas PLS is recommended for the analysis of pH at MC levels below 20 %.