A Least Squares Approach to Escalator Algorithms for Adaptive Filtering

In this paper, we introduce an escalator (ESC) algorithm based on the least squares (LS) criterion. The proposed algorithm is relatively insensitive to the eigenvalue spread ratio (ESR) of an input signal and has a faster convergence speed than the conventional ESC algorithms. This algorithm exploits the fast adaptation ability of least squares methods and the orthogonalization property of the ESC structure. From the simulation results, the proposed algorithm shows superior convergence performance.     

红外光谱法用于快速测定车用柴油酸度等性质的研究

针对车用柴油酸度等性质测定过程繁琐，采用衰减全反射样品池测定车用柴油的红外光谱，用偏最小二乘法（PLS）建立红外光谱测定车用柴油酸度、密度、闪点和凝点的4个校正模型，验证标准误差分别为0.46 mg/(100 mL),0.77kg/m3,2.60 ℃,2.77 ℃，该方法符合标准方法再现性要求。与标准方法相比，该方法具有无需预处理、操作简单、测量快速、重复性好等优点。     

Outlier-resistant methods for estimation and model fitting

Least squares is perhaps the most widely used technique for model fitting. In this article, we illustrate the poor performance of least squares when there are spurious values, or outliers, in a sequence of measurements. A brief overview of three well-known classes of robust alternatives to the least-squares mean is presented. For robust regression, a recent proposal called least median squares (LMS) is decribed. LMS regression is compared to least-squares regression in an example involving the estimation of optical fiber geometry. References are provided for software that is available for robust estimation techniques surveyed in this article.     

Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence

Abstract. We consider semiparametric estimation in time‐series regression in the presence of long‐range dependence in both the errors and the stochastic regressors. A central limit theorem is established for a class of semiparametric frequency domain‐weighted least squares estimates, which includes both narrow‐band ordinary least squares and narrow‐band generalized least squares as special cases. The estimates are semiparametric in the sense that focus is on the neighbourhood of the origin, and only periodogram ordinates in a degenerating band around the origin are used. This setting differs from earlier studies on time‐series regression with long‐range dependence, where a fully parametric approach has been employed. The generalized least squares estimate is infeasible when the degree of long‐range dependence is unknown and must be estimated in an initial step. In that case, we show that a feasible estimate which has the same asymptotic properties as the infeasible estimate, exists. By Monte Carlo simulation, we evaluate the finite‐sample performance of the generalized least squares estimate and the feasible estimate.     

The Effect of the Estimation on Goodness‐of‐Fit Tests in Time Series Models

Abstract. We analyze, by simulation, the finite‐sample properties of goodness‐of‐fit tests based on residual autocorrelation coefficients (simple and partial) obtained using different estimators frequently used in the analysis of autoregressive moving‐average time‐series models. The estimators considered are unconditional least squares, maximum likelihood and conditional least squares. The results suggest that although the tests based on these estimators are asymptotically equivalent for particular models and parameter values, their sampling properties for samples of the size commonly found in economic applications can differ substantially, because of differences in both finite‐sample estimation efficiencies and residual regeneration methods.     

Simultaneous Spectrophotometric Determination of Three Components Including Deoxyschizandrin by Partial Least Squares Regression

1IntroductionWuweizi is a traditional Chinese herb,usually usedto cure cough,asthma,neurasthenic,hepatitisetc.Theactive ingredients in wuweizi are5%-22%lignan,themain components of which include deoxyschizandrin,schizandrin andγ-Schizandrin.Forthe purpos…     

3D velocity from 3D Doppler radial velocity

We present local least squares and regularization frameworks for computing 3D velocity (3D optical flow) from 3D radial velocity measured by a Doppler radar. We demonstrate the performance of our algorithms quantitatively on synthetic radial velocity data and qualitatively on real radial velocity data, obtained from the Doppler radar at Kurnell Radar station, Botany Bay, New South Wales, Australia. Radial velocity can be used to predict the future positions of storms in sequences of Doppler radar datasets.© 2005 Wiley Periodicals, Inc. Int J Imaging Syst Technol, 15, 189–198, 2005     

Hammerstein系统参数的集员辨识

本文运用多输入多输出系统参数的集员辨识的结果讨论了Ｈａｍｍｅｒｓｔｅｉｎ系统参数的集员辨识．在系统动态噪声有界的假定下导出了Ｈａｍｍｅｒｓｔｅｉｎ系统参数的成员集是个椭球，并证明了在一定条件下椭球趋向于一点，文中还给出了仿真例子．     

Melt index prediction by weighted least squares support vector machines

Melt index is considered an important quality variable determining product specifications. Reliable prediction of melt index (MI) is crucial in quality control of practical propylene polymerization processes. In this paper a least squares support vector machines (LS‐SVM) soft‐sensor model of propylene polymerization process is developed to infer the MI of polypropylene from other process variables. Considering the use of a SSE cost function without regularization might lead to less robust estimates; the weighted least squares support vector machines (weighted LS‐SVM) approach of propylene polymerization process is further proposed to obtain a robust estimation of melt index. The performance of standard SVM model is taken as a basis of comparison. A detailed comparison research among the standard SVM, LS‐SVM, and weighted LS‐SVM models is carried out. The research results confirm the effectiveness of the presented methods. © 2006 Wiley Periodicals, Inc. J Appl Polym Sci 101: 285–289, 2006     

On the relationships among latent variables and residuals in PLS path modeling: The formative-reflective scheme

A new approach for the estimation and the validation of a structural equation model with a formative-reflective scheme is presented. The basis of the paper is a proposal for overcoming a potential deficiency of PLS path modeling. In the PLS approach the reflective scheme assumed for the endogenous latent variables (LVs) is inverted; moreover, the model errors are not explicitly taken into account for the estimation of the endogenous LVs. The proposed approach utilizes all the relevant information in the formative manifest variables (MVs) providing solutions which respect the causal structure of the model. The estimation procedure is based on the optimization of the redundancy criterion. The new approach, entitled redundancy analysis approach to path modeling (RA-PM) is compared with both traditional PLS Path Modeling and LISREL methodology, on the basis of real and simulated data.