Distribution of Quasimidranges and Associated Mixtures

In this paper are presented and discussed tabulations of the cumulative distribution functions of quasimidranges and mixtures of quasimidranges of samples from a normal distribution. The tabulations extend up to samples of size 21. For quasimidranges not involving the extreme values of the sample, the departure from normality is very small. The physical problem giving rise to the mixtures is discussed.     

Frequency and phase estimation in time series with quasi periodic components

In this article, we consider frequency and phase estimation in a noisy oscillation with potentially non‐constant phase increments resulting from an underlying non‐constant frequency. A maximum periodogram method on segments is used to estimate the time‐varying frequency and a subsequent least squares approach to estimate the phase. A key problem addressed in this article is the question how to set up a meaningful concept of asymptotic statistics for this model. This problem is solved by a special infill asymptotics concept. We use this concept to prove consistency and asymptotic normality of the estimates. Furthermore, the phase estimate is compared to the Hilbert transform in a simulation.     

Asymptotic Properties of a Probabilistic‐Statistical Model of Particle Classification in Hydrocyclones

The peculiarities of practical implementation of a probabilistic‐statistical model for a hydrodynamic stage of particle classification process of liquid‐solid polydisperse systems in cylinder‐conic hydrocyclones of small size have been investigated. Within reasonable assumptions, stationary solutions of the Fokker‐Planck‐Kolmogorov kinetic equation were obtained for the considered separation process. In order to describe changes in characteristics of suspension separation in hydrocyclones it was proposed to use stationary distributions, which parameters depend not only on hydraulic and dynamic features of flows inside an apparatus, but also are determined by relative magnitudes of the impact of particle classification and centrifugal forces in comparison with the intensity of random perturbations.     

Semiparametric analysis of clustered interval-censored survival data with a cure fraction

A generalization of the semiparametric Cox’s proportional hazards model by means of a random effect or frailty approach to accommodate clustered survival data with a cure fraction is considered. The frailty serves as a quantification of the health condition of the subjects under study and may depend on some observed covariates like age. One single individual-specific frailty that acts on the hazard function is adopted to determine the cure status of an individual and the heterogeneity on the time to event if the individual is not cured. Under this formulation, an individual who has a high propensity to be cured would tend to have a longer time to event if he is not cured. Within a cluster, both the cure statuses and the times to event of the individuals would be correlated. In contrast to some models proposed in the literature, the model accommodates the correlations among the observations in a more natural way. A multiple imputation estimation method is proposed for both right-censored and interval-censored data. Simulation studies show that the performance of the proposed estimation method is highly satisfactory. The proposed model and method are applied to the National Aeronautics and Space Administration’s hypobaric decompression sickness data to investigate the factors associated with the occurrence and the time to onset of grade IV venous gas emboli under hypobaric environments.     

Guide to Quality Control,Second Revised English Edition

We introduce a very general “forward” method of data analysis that starts from a small, robustly chosen subset of the data and shows the effect of adding observations by a forward search. Powerful diagnostic procedures result: The observations are ordered by their agreement with the proposed transformation, masking is overcome, and the inferential effect of each observation is clear. We apply the resulting method to the transformation of both univariate and multivariate data. Other applications of the forward search are mentioned.     

Asymptotic properties of mixture-of-experts models

The statistical properties of the likelihood ratio test statistic (LRTS) for mixture-of-expert models are addressed in this paper. This question is essential when estimating the number of experts in the model. Our purpose is to extend the existing results for simple mixture models (Liu and Shao, 2003 [8]) and mixtures of multilayer perceptrons (Olteanu and Rynkiewicz, 2008 [9]). In this paper we first study a simple example which embodies all the difficulties arising in such models. We find that in the most general case the LRTS diverges but, with additional assumptions, the behavior of such models can be totally explicated.     

渐进信号瞬时频率提取及其在电机性能测试中的应用

平稳相位原理表明,渐进信号在连续小波变换时频平面上的分布呈现脊线的形态,信号的主要参数可以从其对应脊上的信息中提取出来.本文根据分析母小波在特定中心频率条件下小波脊线与信号瞬时频率的关系,提出了渐进信号瞬时频率的提取方法.根据直流电机起动电枢电流信号中高频分量的渐进特性,将其应用到电机性能测试系统中,实验结果表明该方法能实现无转矩-转速传感器的电机性能快速准确测试.由于小波基函数的时频局部特性,该方法具有良好的去噪性能.     

Models for circular data from time series spectra

Circular data are those for which the natural support is the unit circle and its toroidal extensions. Numerous constructions have been proposed which can be used to generate models for such data. We propose a new, very general, one based on the normalization of the spectra of complex-valued stationary processes. As illustrations of the new construction's application, we study models for univariate circular data obtained from the spectra of autoregressive moving average models and relate them to existing models in the literature. We also propose and investigate multivariate circular models obtained from the high-order spectra of stationary stochastic processes generated using linear filtering with an autoregressive moving average response function. A new family of distributions for a Markov process on the circle is also introduced. Results for asymptotically optimal inference for dependent observations on the circle are presented which provide a new paradigm for inference with circular models. The application of one of the new families of spectra-generated models is illustrated in an analysis of wind direction data.     

Asymptotics for stationary very nearly unit root processes

Abstract. This article considers a mean zero stationary first‐order autoregressive (AR) model. It is shown that the least squares estimator and t statistic have Cauchy and standard normal asymptotic distributions, respectively, when the AR parameter ρ_n is very near to one in the sense that 1 ? ρ_n = o(n^?1).     

永磁直线电机伺服系统非线性鲁棒控制器设计

针对永磁直线电机伺服系统数学模型非线性的特点设计L2鲁棒控制器,将跟踪和扰动抑制问题归结为L2控制问题.通过构造适当的存储函数得到描述系统L2控制器的定理;证明定理给出的控制器能满足干扰抑制和系统的渐近稳定.仿真结果表明,用该方法设计的系统能很好地抑制扰动和跟踪给定,满足对高性能永磁直线伺服系统控制的要求.