Structural and operational management of Turkish airports: a bootstrap data envelopment analysis of efficiency

This paper explores the structural and operational dimensions of the efficiencies of airports. The two-stage procedure is suggested to assess the efficiencies of airports in this study. In the first-stage, Classification and Regression Tree, which is one of the machine-learning approaches used to divide the airports into homogeneous and thus comparable sub-groups. In the second stage, the bootstrap data envelopment analysis approach obtains more precise structural and operational efficiency scores. To illustrate the proposed framework use, we applied it to a real case associated with Turkish airports. The results demonstrate that this framework presents a more comprehensive assessment of airport performance rather than conventional data envelopment analysis models. Moreover, it provides to show the deficiencies of the structural and operational management of airports. The findings can help anywhere airport authorities as well as Turkish airport authorities.     

An analytical procedure for multi-site,multi-season streamflow generation using maximum entropy bootstrapping

Stochastic time series models are very useful in many environmental domains. In this paper, an analytical procedure for multi-site, multi-season streamflow generation using maximum entropy bootstrap stochastic model (M3EB) is developed that can implicitly preserve both the spatial and temporal dependence structure, in addition to the other statistical characteristics present in the historical time series. The proposed model is computationally less demanding and simple in terms of modeling complexity. The maximum entropy bootstrap (MEB) generates random samples from the empirical cumulative distribution function (ECDF) and rearranges the random series based on the rank ordering of the historical time series. The modeling structure of MEB implicitly satisfies the ergodic theorem (preservation of summary statistics) and guarantees the reproduction of the time dependent structure of an underlying process. The orthogonal transformation is used with M3EB to capture the spatial dependence present in the multi-site collinear data. The performance of M3EB is verified by comparing the statistical characteristics between the observed and synthetically generated streamflows. Three case studies from Colorado River Basin, USA; Red River Basin, USA and Canada; and Cauvery River Basin, India; are used to demonstrate the advantages of M3EB. The statistical measures adopted for evaluation of M3EB performance include monthly statistics (mean, standard deviation and skewness), temporal and spatial correlation, smoothing (flows other than present in historical data) and extrapolation (flows outside the range of historical data). The M3EB model shows (i) a high level of accuracy in preserving the statistics; and (ii) a high computational efficiency. Since M3EB can be used for multiple variable problems, the model can be easily extended to other environmental or hydroclimatic time series data.     

Bootstrapping Time Series Regressions with Integrated Processes

This paper studies the bootstrap procedures for time series regressions with integrated processes. Both estimation and hypothesis testing are studied. It is shown that the suggested bootstrap approximations to the distribution of the least squares estimator and the regression test statistic are asymptotically valid. A Monte Carlo experiment is conducted to evaluate the finite sample performance of these bootstrap procedures. The simulation results indicate that the bootstrap method provides reasonably good approximation to the distribution of the least squares estimator, and gives proper size and satisfactory power.     

A novel fault diagnosis method of bearing based on improved fuzzy ARTMAP and modified distance discriminant technique

This paper presents a novel intelligent diagnosis method based on multiple domain features, modified distance discrimination technique and improved fuzzy ARTMAP (IFAM). The method consists of three steps. To begin with, time-domain, frequency-domain and wavelet grey moments are extracted from the raw vibration signals to demonstrate the fault-related information. Then through the modified distance discrimination technique some salient features are selected from the original feature set. Finally, the optimal feature set is input into the IFAM incorporated with similarity based on the Yu’s norm in the classification phase to identify the different fault categories. The proposed method is applied to the fault diagnosis of rolling element bearing, and the test results show that the IFAM identify the fault categories of rolling element bearing more accurately and has a better diagnosis performance compared to the FAM. Furthermore, by the application of the bootstrap method to the diagnosis results it can testify that the IFAM has more capacity of reliability and robustness.     

Nonlinear Factor-Augmented Predictive Regression Models with Functional Coefficients

This article introduces a new class of functional-coefficient predictive regression models, where the regressors consist of auto-regressors and latent factor regressors, and the coefficients vary with certain index variable. The unobservable factor regressors are estimated through imposing an approximate factor model on high dimensional exogenous variables and subsequently implementing the classical principal component analysis. With the estimated factor regressors, a local linear smoothing method is used to estimate the coefficient functions (with appropriate rotation) and obtain a one-step ahead nonlinear forecast of the response variable, and then a wild bootstrap procedure is introduced to construct the prediction interval. Under regularity conditions, the asymptotic properties of the proposed methods are derived, showing that the local linear estimator and the nonlinear forecast using the estimated factor regressors are asymptotically equivalent to those using the true latent factor regressors. The developed model and methodology are further generalized to the factor-augmented vector predictive regression with functional coefficients. Finally, some extensive simulation studies and an empirical application to forecast the UK inflation are given to examine the finite-sample performance of the proposed model and methodology.     

基于多最小二乘支持向量机的草酸钴粒度软测量

提出了一种基于改进的鲁棒学习方法(improved robust learning algorithm,IRLA)的多最小二乘支持向量机(multipleleast squares support vector machine,Multi-LSSVM)建模方法,用以解决非线性系统建模问题。该方法通过Bootstrap算法复制出训练集样本空间上的多个样本子空间,训练出多个成员最小二乘支持向量机模型,然后应用改进的鲁棒学习方法对成员最小二乘支持向量机模型的权重进行优化融合,从而使多最小二乘支持向量机模型具有较高的准确率和泛化能力。通过仿真实验,验证了方法的有效性;并将其应用于湿法冶金合成过程草酸钴粒度软测量建模问题,获得了比单个最小二乘支持向量机模型方法更高的预测精度。     

固态继电器电磁脉冲损伤阈值概率分布的选取

由固态继电器电磁脉冲损伤阈值数据的频率直方图可初步选择Normal分布和Weibull为数据的总体分布,分别采用适用于判断小子样数据分布类型的拟合优度检验法、Bootstrap方法和Bayesian方法,确定了数据的总体分布为Weibull分布.     

Robust model updating with insufficient data

The increasing need of many industrial fields for highly accurate predictions of performance and reliability gives rise to the need for enhanced underlying mathematical models. The thereby available test data are usually rather limited due to the high costs of experimental measurements. Therefore, decisions have to be made based on limited, incomplete information, which poses a challenging problem.Recently, an approach for coping with insufficient data has been introduced that attempts to extract the information delivered by the data and processes it using few additional assumptions. The underlying distribution is based on an appropriate confidence level providing a safeguard against severe underestimation of the variability of the measured quantities. This method has been applied within the field of statics involving the stochastic identification of one single structural parameter. The present paper shows the extension of this approach to the field of dynamics. It is shown how to deal with insufficient information by applying kernel densities on the stochastic representation of modal data. In addition, the problem of correlation of the established multi-dimensional probability density function will be addressed. As a numerical example the structural dynamics application of the Validation Challenge Workshop has been chosen.     

Implementation and evaluation of nonparametric regression procedures for sensitivity analysis of computationally demanding models

The analysis of many physical and engineering problems involves running complex computational models (simulation models, computer codes). With problems of this type, it is important to understand the relationships between the input variables (whose values are often imprecisely known) and the output. The goal of sensitivity analysis (SA) is to study this relationship and identify the most significant factors or variables affecting the results of the model. In this presentation, an improvement on existing methods for SA of complex computer models is described for use when the model is too computationally expensive for a standard Monte-Carlo analysis. In these situations, a meta-model or surrogate model can be used to estimate the necessary sensitivity index for each input. A sensitivity index is a measure of the variance in the response that is due to the uncertainty in an input. Most existing approaches to this problem either do not work well with a large number of input variables and/or they ignore the error involved in estimating a sensitivity index. Here, a new approach to sensitivity index estimation using meta-models and bootstrap confidence intervals is described that provides solutions to these drawbacks. Further, an efficient yet effective approach to incorporate this methodology into an actual SA is presented. Several simulated and real examples illustrate the utility of this approach. This framework can be extended to uncertainty analysis as well.     

Renewal type bootstrap for Markov chains

In this paper we treat a renewal type of bootstrap for atomic Markov chains under minimal moment conditions on renewal times, i.e.Er ²<∞. Three main results are: a) if a Markov chain satisfies the CLT for the mean then it also satisfies a bootstrap CLT; b) if a Markov chain satisfies a uniform CLT over classes of functions then, it also satisfies bootstrap uniform CLT with minimal condition on envelope functionF; c) we establish second order correctness for this procedure. All results are for “in probability” bootstrap and constitute the final word in this setting.