The present paper discusses the application of localized linear models for the prediction of hourly PM10 concentration values. The advantages of the proposed approach lies in the clustering of the data based on a comm...The present paper discusses the application of localized linear models for the prediction of hourly PM10 concentration values. The advantages of the proposed approach lies in the clustering of the data based on a common property and the utilization of the target variable during this process, which enables the development of more coherent models. Two alternative localized linear modelling approaches are developed and compared against benchmark models, one in which data are clustered based on their spatial proximity on the embedding space and one novel approach in which grouped data are described by the same linear model. Since the target variable is unknown during the prediction stage, a complimentary pattern recognition approach is developed to account for this lack of information. The application of the developed approach on several PM10 data sets from the Greater Athens Area, Helsinki and London monitoring networks returned a significant reduction of the prediction error under all examined metrics against conventional forecasting schemes such as the linear regression and the neural networks.展开更多
This paper considers the local linear regression estimators for partially linear model with censored data. Which have some nice large-sample behaviors and are easy to implement. By many simulation runs, the author als...This paper considers the local linear regression estimators for partially linear model with censored data. Which have some nice large-sample behaviors and are easy to implement. By many simulation runs, the author also found that the estimators show remarkable in the small sample case yet.展开更多
Consider the semiparametric varying-coefficient heteroscedastic partially linear model Yi = X^T i β＋ Z^T iα（Ti） ＋ σiei, 1 ≤ i≤ n, where σ ^2i= f（Ui）, β is a p × 1 column vector of unknown parameter, ...Consider the semiparametric varying-coefficient heteroscedastic partially linear model Yi = X^T i β＋ Z^T iα（Ti） ＋ σiei, 1 ≤ i≤ n, where σ ^2i= f（Ui）, β is a p × 1 column vector of unknown parameter, （Xi, Zi, Ti, Ui） are random design q-dimensional vector of unknown functions, el points, Yi are the response variables, α（-） is a are random errors. For both cases that f（.） is known and unknown, we propose the empirical log-likelihood ratio statistics for the parameter f（.）. For each case, a nonparametric version of Wilks＇ theorem is derived. The results are then used to construct confidence regions of the parameter. Simulation studies are carried out to assess the performance of the empirical likelihood method.展开更多
In this paper, we propose the test statistic to check whether the nonparametric function in partially linear models is linear or not. We estimate the nonparametric function in alternative by using the local linear met...In this paper, we propose the test statistic to check whether the nonparametric function in partially linear models is linear or not. We estimate the nonparametric function in alternative by using the local linear method, and then estimate the parameters by the two stage method. The test statistic under the null hypothesis is calculated, and it is shown to be asymptotically normal.展开更多
We propose the test statistic to check whether the nonpararnetric functions in two partially linear models are equality or not in this paper. We estimate the nonparametric function both in null hypothesis and the alte...We propose the test statistic to check whether the nonpararnetric functions in two partially linear models are equality or not in this paper. We estimate the nonparametric function both in null hypothesis and the alternative by the local linear method, where we ignore the parametric components, and then estimate the parameters by the two stage method. The test statistic is derived, and it is shown to be asymptotically normal under the null hypothesis.展开更多
局部线性嵌入算法采用欧氏距离选择邻域点,这通常会损失数据集本身的非线性特征,造成邻域点选取错误,且仅使用欧氏距离构造权重会导致信息挖掘不充分。针对以上问题,提出基于概率模型与信息熵的局部线性嵌入算法(Probability informatio...局部线性嵌入算法采用欧氏距离选择邻域点,这通常会损失数据集本身的非线性特征,造成邻域点选取错误,且仅使用欧氏距离构造权重会导致信息挖掘不充分。针对以上问题,提出基于概率模型与信息熵的局部线性嵌入算法(Probability information entropy-LLE,PIE-LLE)。首先,为了使邻域点选择更加合理,从数据集的概率分布角度出发,考虑样本点及其邻域的概率分布,为样本点构造符合局部分布的邻域集合。其次,为了充分提取样本的局部结构信息,在权重构造阶段,分别计算样本所属邻域概率以及每个样本的信息熵,融合二者信息重构低维样本。最后,在两个轴承故障数据集上的实验表明,所提方法故障识别准确度最高达到了100%,高于其他对比算法;在邻域点个数5~15范围内,PIE-LLE算法展现出良好的低维可视化效果;在参数敏感性实验中,该算法可以保持Fisher指标较大,有效提高了算法的分类准确度和稳定性。展开更多
In this article,a procedure for estimating the coefficient functions on the functional-coefficient regression models with different smoothing variables in different coefficient functions is defined.First step,by the l...In this article,a procedure for estimating the coefficient functions on the functional-coefficient regression models with different smoothing variables in different coefficient functions is defined.First step,by the local linear technique and the averaged method,the initial estimates of the coefficient functions are given.Second step,based on the initial estimates,the efficient estimates of the coefficient functions are proposed by a one-step back-fitting procedure.The efficient estimators share the same asymptotic normalities as the local linear estimators for the functional-coefficient models with a single smoothing variable in different functions.Two simulated examples show that the procedure is effective.展开更多
In this paper,a nonparametric multivariate regression model with long memory covariates and long memory errors is considered.We approximate the nonparametric multivariate regression function by the weighted additive o...In this paper,a nonparametric multivariate regression model with long memory covariates and long memory errors is considered.We approximate the nonparametric multivariate regression function by the weighted additive one-dimensional functions.The local linear smoothing and least squares method are proposed for the one-dimensional regression estimation and the weight parameters estimation,respectively.The asymptotic behaviors of the proposed estimators are investigated.展开更多
In many applications a heterogeneous population consists of several subpopulations. When each subpopulation can be adequately modeled by a heteroscedastic single-index model, the whole population is characterized by a...In many applications a heterogeneous population consists of several subpopulations. When each subpopulation can be adequately modeled by a heteroscedastic single-index model, the whole population is characterized by a finite mixture of heteroscedastic single-index models. In this article, we propose an estimation algorithm for fitting this model, and discuss the implementation in detail. Simulation studies are used to demonstrate the performance of the algorithm, and a real example is used to illustrate the application of the model.展开更多
This study deals with the neuro-fuzzy (NF) modelling of a real industrial winding process in which the acquired NF model can be exploited to improve control performance and achieve a robust fault-tolerant system. A ne...This study deals with the neuro-fuzzy (NF) modelling of a real industrial winding process in which the acquired NF model can be exploited to improve control performance and achieve a robust fault-tolerant system. A new simulator model is proposed for a winding process using non-linear identification based on a recurrent local linear neuro-fuzzy (RLLNF) network trained by local linear model tree (LOLIMOT), which is an incremental tree-based learning algorithm. The proposed NF models are compared with other known intelligent identifiers, namely multilayer perceptron (MLP) and radial basis function (RBF). Comparison of our proposed non-linear models and associated models obtained through the least square error (LSE) technique (the optimal modelling method for linear systems) confirms that the winding process is a non-linear system. Experimental results show the effectiveness of our proposed NF modelling approach.展开更多
函数型聚类分析在统计学领域被广泛关注,其分析过程通常在降维目标实现后进行。为了有效解决函数型主成分聚类问题,文章结合局部线性嵌入算法(Locally Linear Embedding,LLE)在非线性空间下的适用性,提出了一种局部线性下的函数型主成...函数型聚类分析在统计学领域被广泛关注,其分析过程通常在降维目标实现后进行。为了有效解决函数型主成分聚类问题,文章结合局部线性嵌入算法(Locally Linear Embedding,LLE)在非线性空间下的适用性,提出了一种局部线性下的函数型主成分分析模型(LLE Function Principle Component Analysis,LFPCA)。首先,采用函数型主成分分析法作为降维目标方法,改进了FPCA的算法模型,通过将LLE算法的权重系数矩阵与函数型主成分定义相结合,构建出一个适用于非线性空间下的聚类算法;其次,在求解算法的过程中定义了函数型主成分得分,并结合EM算法构建出GMM模型来近似函数型算法的概率密度函数,使模型更高效且适用性更强;最后,通过随机模拟实验及应用分析验证了LFPCA算法模型在真实数据集上具有良好的聚类效能。展开更多
In this paper, we extend the generalized likelihood ratio test to the varying-coefficient models with censored data. We investigate the asymptotic behavior of the proposed test and demonstrate that its limiting null d...In this paper, we extend the generalized likelihood ratio test to the varying-coefficient models with censored data. We investigate the asymptotic behavior of the proposed test and demonstrate that its limiting null distribution follows a distribution, with the scale constant and the number of degree of freedom being independent of nuisance parameters or functions, which is called the wilks phenomenon. Both simulated and real data examples are given to illustrate the performance of the testing approach.展开更多
According to the issues that the predict errors of chaotic sequences rapidly accumulated in multi-step forecasting which affects the predict accuracy, we proposed a new predict algorithm based on local modeling with v...According to the issues that the predict errors of chaotic sequences rapidly accumulated in multi-step forecasting which affects the predict accuracy, we proposed a new predict algorithm based on local modeling with variable frame length and interpolation points. The core idea is that, using interpolation method to increase the available sample data, then modeling the chaos dynamics system with least square algorithm which based on the Bernstein polynomial to realize the forecasting. We use the local modeling method, looking for the optimum frame length and interpolation points in every frame to improve the predict peformance. The experimental results show that the proposed algorithm can improve the predictive ability effectively, decreasing the accumulation of iterative errors in multi-step prediction.展开更多
由于不同的照明条件、复杂的大气环境等因素,相同端元的光谱特征在图像的不同位置呈现出可见的差异,这种现象被称为端元的光谱变异性。在相当大的场景中,端元的变异性可能很大,但在适度的局部同质区内,变异性往往很小。扰动线性混合模型...由于不同的照明条件、复杂的大气环境等因素,相同端元的光谱特征在图像的不同位置呈现出可见的差异,这种现象被称为端元的光谱变异性。在相当大的场景中,端元的变异性可能很大,但在适度的局部同质区内,变异性往往很小。扰动线性混合模型(Perturbed Linear Mixing Model,PLMM)在解混的过程中可以减轻端元变异性造成的不利影响,但是对缩放效应造成的变异性的处理能力较弱。为此,本文改进了扰动线性混合模型,引入了尺度因子以处理缩放效应造成的变异性,并结合超像素分割算法划分局部同质区,然后设计出基于局部同质区共享端元变异性的解混算法(Shared Endmember Variability in Unmixing,SEVU)。与扰动线性混合模型,扩展线性混合模型(Extended Linear Mixing Model,ELMM)等算法相比,所提SEVU算法在合成数据集上平均端元光谱角距离(mean Spectral Angle Distance,mSAD)和丰度均方根误差(abundance Root Mean Square Error,aRMSE)最优,分别为0.0855和0.0562;在Jasper Ridge和Cuprite真实数据集上mSAD是最优的,分别为0.0603和0.1003。在合成数据集和两个实测数据集上的实验结果验证了SEVU算法的有效性。展开更多
为解决在选择性催化还原技术(selective catalytic reduction,SCR)的控制策略开发中局部线性模型树(local linear model tree,LOLIMOT)排放模型预测精度不足的问题,提出一种通过优化空间边界,将原模型的超矩形输入空间约束在物理意义范...为解决在选择性催化还原技术(selective catalytic reduction,SCR)的控制策略开发中局部线性模型树(local linear model tree,LOLIMOT)排放模型预测精度不足的问题,提出一种通过优化空间边界,将原模型的超矩形输入空间约束在物理意义范围内的改进LOLIMOT模型。通过某天然气发动机的辨识试验,从分布特征和计算原理角度,分析了该方法对预测结果的影响。结果表明:与原算法相比,改进算法的线性相关度R2提升了1.9%,验证了改进策略的有效性。改进LOLIMOT算法具备较高的收敛速度和稳定性,在排放模型领域具备一定的应用优势。展开更多
文摘The present paper discusses the application of localized linear models for the prediction of hourly PM10 concentration values. The advantages of the proposed approach lies in the clustering of the data based on a common property and the utilization of the target variable during this process, which enables the development of more coherent models. Two alternative localized linear modelling approaches are developed and compared against benchmark models, one in which data are clustered based on their spatial proximity on the embedding space and one novel approach in which grouped data are described by the same linear model. Since the target variable is unknown during the prediction stage, a complimentary pattern recognition approach is developed to account for this lack of information. The application of the developed approach on several PM10 data sets from the Greater Athens Area, Helsinki and London monitoring networks returned a significant reduction of the prediction error under all examined metrics against conventional forecasting schemes such as the linear regression and the neural networks.
文摘This paper considers the local linear regression estimators for partially linear model with censored data. Which have some nice large-sample behaviors and are easy to implement. By many simulation runs, the author also found that the estimators show remarkable in the small sample case yet.
基金Supported by the National Natural Science Foundation of China (Grant No. 71171003)Natural Science Research Project of Anhui Provincial Colleges (Grant No. KJ2011A032)+3 种基金Anhui Polytechnic University Foundation for Recruiting Talent (Grant Nos. 2011YQQ0042009YQQ005)Young Teachers Science Research Foundation of Anhui Polytechnic University (Grant No. 2009YQ035)Anhui Provincial Natural Science Foundation
文摘Consider the semiparametric varying-coefficient heteroscedastic partially linear model Yi = X^T i β＋ Z^T iα（Ti） ＋ σiei, 1 ≤ i≤ n, where σ ^2i= f（Ui）, β is a p × 1 column vector of unknown parameter, （Xi, Zi, Ti, Ui） are random design q-dimensional vector of unknown functions, el points, Yi are the response variables, α（-） is a are random errors. For both cases that f（.） is known and unknown, we propose the empirical log-likelihood ratio statistics for the parameter f（.）. For each case, a nonparametric version of Wilks＇ theorem is derived. The results are then used to construct confidence regions of the parameter. Simulation studies are carried out to assess the performance of the empirical likelihood method.
文摘In this paper, we propose the test statistic to check whether the nonparametric function in partially linear models is linear or not. We estimate the nonparametric function in alternative by using the local linear method, and then estimate the parameters by the two stage method. The test statistic under the null hypothesis is calculated, and it is shown to be asymptotically normal.
文摘We propose the test statistic to check whether the nonpararnetric functions in two partially linear models are equality or not in this paper. We estimate the nonparametric function both in null hypothesis and the alternative by the local linear method, where we ignore the parametric components, and then estimate the parameters by the two stage method. The test statistic is derived, and it is shown to be asymptotically normal under the null hypothesis.
文摘局部线性嵌入算法采用欧氏距离选择邻域点,这通常会损失数据集本身的非线性特征,造成邻域点选取错误,且仅使用欧氏距离构造权重会导致信息挖掘不充分。针对以上问题,提出基于概率模型与信息熵的局部线性嵌入算法(Probability information entropy-LLE,PIE-LLE)。首先,为了使邻域点选择更加合理,从数据集的概率分布角度出发,考虑样本点及其邻域的概率分布,为样本点构造符合局部分布的邻域集合。其次,为了充分提取样本的局部结构信息,在权重构造阶段,分别计算样本所属邻域概率以及每个样本的信息熵,融合二者信息重构低维样本。最后,在两个轴承故障数据集上的实验表明,所提方法故障识别准确度最高达到了100%,高于其他对比算法;在邻域点个数5~15范围内,PIE-LLE算法展现出良好的低维可视化效果;在参数敏感性实验中,该算法可以保持Fisher指标较大,有效提高了算法的分类准确度和稳定性。
文摘In this article,a procedure for estimating the coefficient functions on the functional-coefficient regression models with different smoothing variables in different coefficient functions is defined.First step,by the local linear technique and the averaged method,the initial estimates of the coefficient functions are given.Second step,based on the initial estimates,the efficient estimates of the coefficient functions are proposed by a one-step back-fitting procedure.The efficient estimators share the same asymptotic normalities as the local linear estimators for the functional-coefficient models with a single smoothing variable in different functions.Two simulated examples show that the procedure is effective.
基金Supported by the National Natural Science Foundation of China(No.11671194 and No.11501287)
文摘In this paper,a nonparametric multivariate regression model with long memory covariates and long memory errors is considered.We approximate the nonparametric multivariate regression function by the weighted additive one-dimensional functions.The local linear smoothing and least squares method are proposed for the one-dimensional regression estimation and the weight parameters estimation,respectively.The asymptotic behaviors of the proposed estimators are investigated.
文摘In many applications a heterogeneous population consists of several subpopulations. When each subpopulation can be adequately modeled by a heteroscedastic single-index model, the whole population is characterized by a finite mixture of heteroscedastic single-index models. In this article, we propose an estimation algorithm for fitting this model, and discuss the implementation in detail. Simulation studies are used to demonstrate the performance of the algorithm, and a real example is used to illustrate the application of the model.
文摘This study deals with the neuro-fuzzy (NF) modelling of a real industrial winding process in which the acquired NF model can be exploited to improve control performance and achieve a robust fault-tolerant system. A new simulator model is proposed for a winding process using non-linear identification based on a recurrent local linear neuro-fuzzy (RLLNF) network trained by local linear model tree (LOLIMOT), which is an incremental tree-based learning algorithm. The proposed NF models are compared with other known intelligent identifiers, namely multilayer perceptron (MLP) and radial basis function (RBF). Comparison of our proposed non-linear models and associated models obtained through the least square error (LSE) technique (the optimal modelling method for linear systems) confirms that the winding process is a non-linear system. Experimental results show the effectiveness of our proposed NF modelling approach.
文摘函数型聚类分析在统计学领域被广泛关注,其分析过程通常在降维目标实现后进行。为了有效解决函数型主成分聚类问题,文章结合局部线性嵌入算法(Locally Linear Embedding,LLE)在非线性空间下的适用性,提出了一种局部线性下的函数型主成分分析模型(LLE Function Principle Component Analysis,LFPCA)。首先,采用函数型主成分分析法作为降维目标方法,改进了FPCA的算法模型,通过将LLE算法的权重系数矩阵与函数型主成分定义相结合,构建出一个适用于非线性空间下的聚类算法;其次,在求解算法的过程中定义了函数型主成分得分,并结合EM算法构建出GMM模型来近似函数型算法的概率密度函数,使模型更高效且适用性更强;最后,通过随机模拟实验及应用分析验证了LFPCA算法模型在真实数据集上具有良好的聚类效能。
文摘In this paper, we extend the generalized likelihood ratio test to the varying-coefficient models with censored data. We investigate the asymptotic behavior of the proposed test and demonstrate that its limiting null distribution follows a distribution, with the scale constant and the number of degree of freedom being independent of nuisance parameters or functions, which is called the wilks phenomenon. Both simulated and real data examples are given to illustrate the performance of the testing approach.
文摘According to the issues that the predict errors of chaotic sequences rapidly accumulated in multi-step forecasting which affects the predict accuracy, we proposed a new predict algorithm based on local modeling with variable frame length and interpolation points. The core idea is that, using interpolation method to increase the available sample data, then modeling the chaos dynamics system with least square algorithm which based on the Bernstein polynomial to realize the forecasting. We use the local modeling method, looking for the optimum frame length and interpolation points in every frame to improve the predict peformance. The experimental results show that the proposed algorithm can improve the predictive ability effectively, decreasing the accumulation of iterative errors in multi-step prediction.
文摘由于不同的照明条件、复杂的大气环境等因素,相同端元的光谱特征在图像的不同位置呈现出可见的差异,这种现象被称为端元的光谱变异性。在相当大的场景中,端元的变异性可能很大,但在适度的局部同质区内,变异性往往很小。扰动线性混合模型(Perturbed Linear Mixing Model,PLMM)在解混的过程中可以减轻端元变异性造成的不利影响,但是对缩放效应造成的变异性的处理能力较弱。为此,本文改进了扰动线性混合模型,引入了尺度因子以处理缩放效应造成的变异性,并结合超像素分割算法划分局部同质区,然后设计出基于局部同质区共享端元变异性的解混算法(Shared Endmember Variability in Unmixing,SEVU)。与扰动线性混合模型,扩展线性混合模型(Extended Linear Mixing Model,ELMM)等算法相比,所提SEVU算法在合成数据集上平均端元光谱角距离(mean Spectral Angle Distance,mSAD)和丰度均方根误差(abundance Root Mean Square Error,aRMSE)最优,分别为0.0855和0.0562;在Jasper Ridge和Cuprite真实数据集上mSAD是最优的,分别为0.0603和0.1003。在合成数据集和两个实测数据集上的实验结果验证了SEVU算法的有效性。
文摘为解决在选择性催化还原技术(selective catalytic reduction,SCR)的控制策略开发中局部线性模型树(local linear model tree,LOLIMOT)排放模型预测精度不足的问题,提出一种通过优化空间边界,将原模型的超矩形输入空间约束在物理意义范围内的改进LOLIMOT模型。通过某天然气发动机的辨识试验,从分布特征和计算原理角度,分析了该方法对预测结果的影响。结果表明:与原算法相比,改进算法的线性相关度R2提升了1.9%,验证了改进策略的有效性。改进LOLIMOT算法具备较高的收敛速度和稳定性,在排放模型领域具备一定的应用优势。
