Showing 1 - 10 of 59
Improvements in technology lead to increasing availability of large data sets which makes the need for data reduction and informative subsamples ever more important. In this paper we construct D -optimal subsampling designs for polynomial regression in one covariate for invariant distributions...
Persistent link: https://www.econbiz.de/10015193587
Estimation of polynomial regression equations in one error-ridden variable and a number of error-free regressors, as well as an instrument set for the former is considered. Procedures for identification, operating on moments up to a certain order, are elaborated for single- and multi-equation...
Persistent link: https://www.econbiz.de/10011694188
Consider the linear regression model with uncorrelated errors and an experimental design ξ. In the article, we address the problem of calculating the minimal efficiency of ξ with respect to the class [InlineMediaObject not available: see fulltext.] of orthogonally invariant information...
Persistent link: https://www.econbiz.de/10005376001
Medium-term load forecasting is an important stage in electric power system planning and operation. It is used in maintenance scheduling, and to plan for outages and major works in the power system. A new technique is proposed which uses hourly loads of successive years to predict hourly loads...
Persistent link: https://www.econbiz.de/10010807991
In the paper is considered identification of coefficients in equations explaining a continuous variable, say the number of sickness absence days of an individual per year, by cohort, time and age, subject to their definitional identity. Extensions of a linear equation to polynomials, including...
Persistent link: https://www.econbiz.de/10010785532
Using the modern information technology, this paper analyzes the 20 years of experimental observation data of wheat ear differentiation research team led by Professor Cui Jinmei. It reveals that in the appropriate sowing period, there is a quartic polynomial regression relationship between the...
Persistent link: https://www.econbiz.de/10010919080
In this paper, we provide a segmentation procedure for mean-nonstationary time series. The segmentation is obtained by casting the problem into the framework of detecting structural breaks in trending regression models in which the regressors are generated by suitably smooth functions. As test...
Persistent link: https://www.econbiz.de/10011052332
A class of models is considered to describe the data to be collected using a design of experiment. One model within the class will possibly describe the data more adequately than the others which will be the “true model” but we do not know its identification. In the pioneering work of...
Persistent link: https://www.econbiz.de/10011041972
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