Search results for: elastic net regression.

Authors: Aly Farag, Ayman El-Baz, Refaat Mohamed

Abstract:

In this paper we present a novel approach for density estimation. The proposed approach is based on using the logistic regression model to get initial density estimation for the given empirical density. The empirical data does not exactly follow the logistic regression model, so, there will be a deviation between the empirical density and the density estimated using logistic regression model. This deviation may be positive and/or negative. In this paper we use a linear combination of Gaussian (LCG) with positive and negative components as a model for this deviation. Also, we will use the expectation maximization (EM) algorithm to estimate the parameters of LCG. Experiments on real images demonstrate the accuracy of our approach.

Keywords: Logistic regression model, Expectationmaximization, Segmentation.

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Authors: Pavan S., Sridhar G., Sridhar V.

Abstract:

Super resolution is one of the commonly referred inference problems in computer vision. In the case of images, this problem is generally addressed using a graphical model framework wherein each node represents a portion of the image and the edges between the nodes represent the statistical dependencies. However, the large dimensionality of images along with the large number of possible states for a node makes the inference problem computationally intractable. In this paper, we propose a representation wherein each node can be represented as acombination of multiple regression functions. The proposed approach achieves a tradeoff between the computational complexity and inference accuracy by varying the number of regression functions for a node.

Keywords: Belief propagation, Graphical model, Regression, Super resolution.

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Authors: Y. Kurosawa, T. Yamaguchi

Abstract:

A numerical method is proposed to calculate damping properties for sound-proof structures involving elastic body, viscoelastic body, and porous media. For elastic and viscoelastic body displacement is modeled using conventional finite elements including complex modulus of elasticity. Both effective density and bulk modulus have complex quantities to represent damped sound fields in the porous media. Particle displacement in the porous media is discretised using finite element method. Displacement vectors as common unknown variables are solved under coupled condition between elastic body, viscoelastic body and porous media. Further, explicit expressions of modal loss factor for the mixed structures are derived using asymptotic method. Eigenvalue analysis and frequency responded were calculated for automotive test panel laminated viscoelastic and porous structures using this technique, the results almost agreed with the experimental results.

Keywords: Damping, Porous Media, Finite Element Method, Computer Aided Engineering.

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Authors: Wint Thida Zaw, Thinn Thu Naing

Abstract:

One of the essential sectors of Myanmar economy is agriculture which is sensitive to climate variation. The most important climatic element which impacts on agriculture sector is rainfall. Thus rainfall prediction becomes an important issue in agriculture country. Multi variables polynomial regression (MPR) provides an effective way to describe complex nonlinear input output relationships so that an outcome variable can be predicted from the other or others. In this paper, the modeling of monthly rainfall prediction over Myanmar is described in detail by applying the polynomial regression equation. The proposed model results are compared to the results produced by multiple linear regression model (MLR). Experiments indicate that the prediction model based on MPR has higher accuracy than using MLR.

Keywords: Polynomial Regression, Rainfall Forecasting, Statistical forecasting.

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Authors: Elena Ezhova, Vadim Mottl, Olga Krasotkina

Abstract:

The problem of estimating time-varying regression is inevitably concerned with the necessity to choose the appropriate level of model volatility - ranging from the full stationarity of instant regression models to their absolute independence of each other. In the stationary case the number of regression coefficients to be estimated equals that of regressors, whereas the absence of any smoothness assumptions augments the dimension of the unknown vector by the factor of the time-series length. The Akaike Information Criterion is a commonly adopted means of adjusting a model to the given data set within a succession of nested parametric model classes, but its crucial restriction is that the classes are rigidly defined by the growing integer-valued dimension of the unknown vector. To make the Kullback information maximization principle underlying the classical AIC applicable to the problem of time-varying regression estimation, we extend it onto a wider class of data models in which the dimension of the parameter is fixed, but the freedom of its values is softly constrained by a family of continuously nested a priori probability distributions.

Keywords: Time varying regression, time-volatility of regression coefficients, Akaike Information Criterion (AIC), Kullback information maximization principle.

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Authors: Danesh Nourzadeh, Sepideh Khorshid, Shiro Takada, Khosrow Bargi

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In this paper, transversal vibration of buried pipelines during loading induced by underground explosions is analyzed. The pipeline is modeled as an infinite beam on an elastic foundation, so that soil-structure interaction is considered by means of transverse linear springs along the pipeline. The pipeline behavior is assumed to be ideal elasto-plastic which an ultimate strain value limits the plastic behavior. The blast loading is considered as a point load, considering the affected length at some point of the pipeline, in which the magnitude decreases exponentially with time. A closed-form solution for the quasi-static problem is carried out for both elastic and elasticperfect plastic behaviors of pipe materials. At the end, a comparative study on steel and polyethylene pipes with different sizes buried in various soil conditions, affected by a predefined underground explosion is conducted, in which effect of each parameter is discussed.

Keywords: Beam on elastic foundation, Buried pipelines, External explosion, Non-linear quasi-static solution.

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Authors: Hui-Min Ting, Tsair-Fwu Lee, Ming-Yuan Cho, Pei-Ju Chao, Chun-Ming Chang, Long-Chang Chen, Fu-Min Fang

Abstract:

To evaluate the ability to predict xerostomia after radiotherapy, we constructed and compared neural network and logistic regression models. In this study, 61 patients who completed a questionnaire about their quality of life (QoL) before and after a full course of radiation therapy were included. Based on this questionnaire, some statistical data about the condition of the patients’ salivary glands were obtained, and these subjects were included as the inputs of the neural network and logistic regression models in order to predict the probability of xerostomia. Seven variables were then selected from the statistical data according to Cramer’s V and point-biserial correlation values and were trained by each model to obtain the respective outputs which were 0.88 and 0.89 for AUC, 9.20 and 7.65 for SSE, and 13.7% and 19.0% for MAPE, respectively. These parameters demonstrate that both neural network and logistic regression methods are effective for predicting conditions of parotid glands.

Keywords: NPC, ANN, logistic regression, xerostomia.

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Authors: R. Simutis, V. Galvanauskas, D. Levisauskas, J. Repsyte

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This paper proposes a bioprocess optimization procedure based on Relevance Vector Regression models and evolutionary programming technique. Relevance Vector Regression scheme allows developing a compact and stable data-based process model avoiding time-consuming modeling expenses. The model building and process optimization procedure could be done in a half-automated way and repeated after every new cultivation run. The proposed technique was tested in a simulated mammalian cell cultivation process. The obtained results are promising and could be attractive for optimization of industrial bioprocesses.

Keywords: Bioprocess optimization, Evolutionary programming, Relevance Vector Regression.

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Authors: K. Hema Shankari, R. Thirumalaiselvi, N. V. Balasubramanian

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The present paper addresses to the research in the area of regression testing with emphasis on automated tools as well as prioritization of test cases. The uniqueness of regression testing and its cyclic nature is pointed out. The difference in approach between industry, with business model as basis, and academia, with focus on data mining, is highlighted. Test Metrics are discussed as a prelude to our formula for prioritization; a case study is further discussed to illustrate this methodology. An industrial case study is also described in the paper, where the number of test cases is so large that they have to be grouped as Test Suites. In such situations, a genetic algorithm proposed by us can be used to reconfigure these Test Suites in each cycle of regression testing. The comparison is made between a proprietary tool and an open source tool using the above-mentioned metrics. Our approach is clarified through several tables.

Keywords: APFD metric, genetic algorithm, regression testing, RFT tool, test case prioritization, selenium tool.

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Authors: O. Poleshchuk, E.Komarov

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This paper presents a regression model for interval type-2 fuzzy sets based on the least squares estimation technique. Unknown coefficients are assumed to be triangular fuzzy numbers. The basic idea is to determine aggregation intervals for type-1 fuzzy sets, membership functions of whose are low membership function and upper membership function of interval type-2 fuzzy set. These aggregation intervals were called weighted intervals. Low and upper membership functions of input and output interval type-2 fuzzy sets for developed regression models are considered as piecewise linear functions.

Keywords: Interval type-2 fuzzy sets, fuzzy regression, weighted interval.

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Authors: J. Witzany, T. Čejka, R. Zigler

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With respect to the dissipation of energy through plastic deformation of joints of prefabricated wall units, the paper points out the principal importance of efficient reinforcement of the prefabricated system at its joints. The method, quality and amount of reinforcement are essential for reaching the necessary degree of joint ductility. The paper presents partial results of experimental research of vertical joints of prefabricated units exposed to monotonously rising loading and repetitive shear force and formulates a conclusion that the limit state of the structure as a whole is preceded by the disintegration of joints, or that the structure tends to pass from linearly elastic behaviour to non-linearly elastic to plastic behaviour by exceeding the proportional elastic limit in joints.Experimental verification on a model of a 7-storey prefabricated structure revealed weak points in its load-bearing systems, mainly at places of critical points around openings situated in close proximity to vertical joints of mutually perpendicularly oriented walls.

Keywords: dissipative energy, dynamic and cycling load repetitive load, working diagrams of joints

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Authors: Essam A. Al-Bahkali, Mahir H. Es-saheb, Jonny Herwan

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In this study the elastic-plastic stress distribution in weld-bonded joint, fabricated from austenitic stainless steel (AISI 304) sheet of 1.00 mm thickness and Epoxy adhesive Araldite 2011, subjected to axial loading is investigated. This is needed to improve design procedures and welding codes, and saving efforts in the cumbersome experiments and analysis. Therefore, a complete 3-D finite element modelling and analysis of spot welded, bonded and weld-bonded joints under axial loading conditions is carried out. A comprehensive systematic experimental program is conducted to determine many properties and quantities, of the base metals and the adhesive, needed for FE modelling, such like the elastic – plastic properties, modulus of elasticity, fracture limit, the nugget and heat affected zones (HAZ) properties, etc. Consequently, the finite element models developed, for each case, are used to evaluate stresses distributions across the entire joint, in both the elastic and plastic regions. The stress distribution curves are obtained, particularly in the elastic regions and found to be consistent and in excellent agreement with the published data. Furthermore, the stresses distributions are obtained in the weld-bonded joint and display the best results with almost uniform smooth distribution compared to spot and bonded cases. The stress concentration peaks at the edges of the weld-bonded region, are almost eliminated resulting in achieving the strongest joint of all processes.

Keywords: Spot Welded, Weld-Bonded, Load-Displacement curve, Stress distribution

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Authors: A. Ince

Abstract:

In this paper, an analytical simplified method for calculating elasto-plastic stresses strains of notched bodies subject to non-proportional loading paths is discussed. The method was based on the Neuber notch correction, which relates the incremental elastic and elastic-plastic strain energy densities at the notch root and the material constitutive relationship. The validity of the method was presented by comparing computed results of the proposed model against finite element numerical data of notched shaft. The comparison showed that the model estimated notch-root elasto-plastic stresses strains with good accuracy using linear-elastic stresses. The prosed model provides more efficient and simple analysis method preferable to expensive experimental component tests and more complex and time consuming incremental non-linear FE analysis. The model is particularly suitable to perform fatigue life and fatigue damage estimates of notched components subjected to nonproportional loading paths.

Keywords: Elasto-plastic, stress-strain, notch analysis, nonprortional loadings, cyclic plasticity, fatigue.

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Authors: Arun Goel

Abstract:

Prediction of maximum local scour is necessary for the safety and economical design of the bridges. A number of equations have been developed over the years to predict local scour depth using laboratory data and a few pier equations have also been proposed using field data. Most of these equations are empirical in nature as indicated by the past publications. In this paper attempts have been made to compute local depth of scour around bridge pier in dimensional and non-dimensional form by using linear regression, simple regression and SVM (Poly & Rbf) techniques along with few conventional empirical equations. The outcome of this study suggests that the SVM (Poly & Rbf) based modeling can be employed as an alternate to linear regression, simple regression and the conventional empirical equations in predicting scour depth of bridge piers. The results of present study on the basis of non-dimensional form of bridge pier scour indicate the improvement in the performance of SVM (Poly & Rbf) in comparison to dimensional form of scour.

Keywords: Modeling, pier scour, regression, prediction, SVM (Poly & Rbf kernels).

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Authors: Adriano Z. Zambom, Preethi Ravikumar

Abstract:

One of the biggest challenges in nonparametric regression is the curse of dimensionality. Additive models are known to overcome this problem by estimating only the individual additive effects of each covariate. However, if the model is misspecified, the accuracy of the estimator compared to the fully nonparametric one is unknown. In this work the efficiency of completely nonparametric regression estimators such as the Loess is compared to the estimators that assume additivity in several situations, including additive and non-additive regression scenarios. The comparison is done by computing the oracle mean square error of the estimators with regards to the true nonparametric regression function. Then, a backward elimination selection procedure based on the Akaike Information Criteria is proposed, which is computed from either the additive or the nonparametric model. Simulations show that if the additive model is misspecified, the percentage of time it fails to select important variables can be higher than that of the fully nonparametric approach. A dimension reduction step is included when nonparametric estimator cannot be computed due to the curse of dimensionality. Finally, the Boston housing dataset is analyzed using the proposed backward elimination procedure and the selected variables are identified.

Keywords: Additive models, local polynomial regression, residuals, mean square error, variable selection.

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Authors: Michal Cerny

Abstract:

We consider linear regression models where both input data (the values of independent variables) and output data (the observations of the dependent variable) are interval-censored. We introduce a possibilistic generalization of the least squares estimator, so called OLS-set for the interval model. This set captures the impact of the loss of information on the OLS estimator caused by interval censoring and provides a tool for quantification of this effect. We study complexity-theoretic properties of the OLS-set. We also deal with restricted versions of the general interval linear regression model, in particular the crisp input – interval output model. We give an argument that natural descriptions of the OLS-set in the crisp input – interval output cannot be computed in polynomial time. Then we derive easily computable approximations for the OLS-set which can be used instead of the exact description. We illustrate the approach by an example.

Keywords: Linear regression, interval-censored data, computational complexity.

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Authors: T. Yamaguchi, M. Watanabe, M. Sasajima, C. Yuan, S. Maruyama, T. B. Ibrahim, H. Tomita

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This paper deals with nonlinear vibration analysis using finite element method for frame structures consisting of elastic and viscoelastic damping layers supported by multiple nonlinear concentrated springs with hysteresis damping. The frame is supported by four nonlinear concentrated springs near the four corners. The restoring forces of the springs have cubic non-linearity and linear component of the nonlinear springs has complex quantity to represent linear hysteresis damping. The damping layer of the frame structures has complex modulus of elasticity. Further, the discretized equations in physical coordinate are transformed into the nonlinear ordinary coupled differential equations using normal coordinate corresponding to linear natural modes. Comparing shares of strain energy of the elastic frame, the damping layer and the springs, we evaluate the influences of the damping couplings on the linear and nonlinear impact responses. We also investigate influences of damping changed by stiffness of the elastic frame on the nonlinear coupling in the damped impact responses.

Keywords: Dynamic response, Nonlinear impact response, Finite Element analysis, Numerical analysis.

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Authors: Amir Azizi, Amir Yazid b. Ali, Loh Wei Ping, Mohsen Mohammadzadeh

Abstract:

Uncertainties of a serial production line affect on the production throughput. The uncertainties cannot be prevented in a real production line. However the uncertain conditions can be controlled by a robust prediction model. Thus, a hybrid model including autoregressive integrated moving average (ARIMA) and multiple polynomial regression, is proposed to model the nonlinear relationship of production uncertainties with throughput. The uncertainties under consideration of this study are demand, breaktime, scrap, and lead-time. The nonlinear relationship of production uncertainties with throughput are examined in the form of quadratic and cubic regression models, where the adjusted R-squared for quadratic and cubic regressions was 98.3% and 98.2%. We optimized the multiple quadratic regression (MQR) by considering the time series trend of the uncertainties using ARIMA model. Finally the hybrid model of ARIMA and MQR is formulated by better adjusted R-squared, which is 98.9%.

Keywords: ARIMA, multiple polynomial regression, production throughput, uncertainties

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Authors: Abdullah A. AlShaher

Abstract:

In this paper, we demonstrate how regression curves can be used to recognize 2D non-rigid handwritten shapes. Each shape is represented by a set of non-overlapping uniformly distributed landmarks. The underlying models utilize 2^nd order of polynomials to model shapes within a training set. To estimate the regression models, we need to extract the required coefficients which describe the variations for a set of shape class. Hence, a least square method is used to estimate such modes. We then proceed by training these coefficients using the apparatus Expectation Maximization algorithm. Recognition is carried out by finding the least error landmarks displacement with respect to the model curves. Handwritten isolated Arabic characters are used to evaluate our approach.

Keywords: Shape recognition, Arabic handwritten characters, regression curves, expectation maximization algorithm.

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Authors: I. Abuiziah, A. Oulhaj, K. Sebari, D. Ouazar, A. A. Saber

Abstract:

In water pipeline systems, the flow control is an integrated part of the operation, for instance, opening and closing the valves, starting and stopping the pumps, when these operations very quickly performed, they shall cause the hydraulic transient phenomena, which may cause pump and, valve failures and catastrophic pipe ruptures. Fluid transient analysis is one of the more challenging and complicated flow problems in the design and the operation of water pipeline systems. Transient control has become an essential requirement for ensuring safe operation of water pipeline systems. An accurate analysis and suitable protection devices should be used to protect water pipeline systems. The fourth-order Runge-Kutta method has been used to solve the dynamic and continuity equations in the rigid column method, while the characteristics method used to solve these equations in the full elastic methods. This paper presents the problem of modeling and simulating of transient phenomena in conveying pipeline systems based on the rigid column and full elastic methods. Also, it provides the influence of using the protection devices to protect the pipeline systems from damaging due to the gain pressure which occur in the transient state. The results obtained provide that the model is an efficient tool for flow transient analysis and provide approximately identical results by using these two methods. Moreover; using the closed surge tank reduces the unfavorable effects of transients.

Keywords: Flow transient, Pipeline, Air chamber, Numerical model, Protection devices, Elastic method, Rigid column method.

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Authors: A. R. Nezamabadi, M. Karami Khorramabadi

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This paper studies dynamic stability of homogeneous beams with piezoelectric layers subjected to periodic axial compressive load that is simply supported at both ends lies on a continuous elastic foundation. The displacement field of beam is assumed based on Bernoulli-Euler beam theory. Applying the Hamilton's principle, the governing dynamic equation is established. The influences of applied voltage, foundation coefficient and piezoelectric thickness on the unstable regions are presented. To investigate the accuracy of the present analysis, a compression study is carried out with a known data.

Keywords: Dynamic stability, Homogeneous graded beam-Piezoelectric layer, Harmonic balance method.

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Authors: Osama A. Terfas, Abdusalam A. Alaktiwi

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Pressure vessels are usually operating at temperatures where the conditions of linear elastic fracture mechanics are no longer met because massive plasticity precedes crack propagation. In this work the development of a surface crack in a pressure vessel subject to bending and tension under elastic-plastic fracture mechanics conditions was investigated. Finite element analysis was used to evaluate the hydrostatic stress, the J-integral and crack growth for semi-elliptical surface-breaking cracks. The results showed non-uniform stress triaxiality and crack driving force around the crack front at large deformation levels. Different ductile crack extensions were observed which emphasis the dependent of ductile tearing on crack geometry and type of loading. In bending the crack grew only beneath the surface, and growth was suppressed at the deepest segment. This contrasts to tension where the crack breaks through the thickness with uniform growth along the entire crack front except at the free surface. Current investigations showed that the crack growth developed under linear elastic fracture mechanics conditions will no longer be applicable under ductile tearing scenarios.

Keywords: Bending, ductile tearing, fracture toughness, stress triaxiality, tension.

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Authors: A. R. Nezamabadi, M. Karami Khorramabadi

Abstract:

This paper studies stability of homogeneous beams with piezoelectric layers subjected to axial load that is simply supported at both ends lies on a continuous elastic foundation. The displacement field of beam is assumed based on first order shear deformation beam theory. Applying the Hamilton's principle, the governing equation is established. The influences of applied voltage, dimensionless geometrical parameter and foundation coefficient on the stability of beam are presented. To investigate the accuracy of the present analysis, a compression study is carried out with a known data.

Keywords: Stability, Homogeneous beam- Piezoelectric layer

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Authors: Lenka Ševelová, Aleš Florian

Abstract:

Appropriate and progressive tool for analyzing behavior of low volume roads are probabilistic models used in reliability analyses. The necessary part of the probabilistic model is the deterministic model of structural behavior. The FE model of low volume roads is created in the ANSYS software. It is able to determine the state of stress and deformation in any point of the structure and thus generate data required for the reliability analysis. The paper compares two material constitutive models used for modeling of unbound non-homogenous materials used in low volume roads. The first model is linear elastic model according to Hook theory (H model), the second one is nonlinear elastic-plastic Drucker-Prager model (D-P model).

Keywords: FEA, FEM, geotechnical materials, low volume roads, material constitutive models, pavement.

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Authors: Willem Waegeman, Luc Boullart

Abstract:

Instead of traditional (nominal) classification we investigate the subject of ordinal classification or ranking. An enhanced method based on an ensemble of Support Vector Machines (SVM-s) is proposed. Each binary classifier is trained with specific weights for each object in the training data set. Experiments on benchmark datasets and synthetic data indicate that the performance of our approach is comparable to state of the art kernel methods for ordinal regression. The ensemble method, which is straightforward to implement, provides a very good sensitivity-specificity trade-off for the highest and lowest rank.

Keywords: Ordinal regression, support vector machines, ensemblelearning.

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Authors: A. K. Al-Othman

Abstract:

This study presents a new approach based on Tanaka's fuzzy linear regression (FLP) algorithm to solve well-known power system economic load dispatch problem (ELD). Tanaka's fuzzy linear regression (FLP) formulation will be employed to compute the optimal solution of optimization problem after linearization. The unknowns are expressed as fuzzy numbers with a triangular membership function that has middle and spread value reflected on the unknowns. The proposed fuzzy model is formulated as a linear optimization problem, where the objective is to minimize the sum of the spread of the unknowns, subject to double inequality constraints. Linear programming technique is employed to obtain the middle and the symmetric spread for every unknown (power generation level). Simulation results of the proposed approach will be compared with those reported in literature.

Keywords: Economic Dispatch, Fuzzy Linear Regression (FLP)and Optimization.

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Authors: K. M. Mohamed Muneer, Raghu V. Prakash, Krishnan Balasubramaniam

Abstract:

This paper presents the results of thermo-mechanical characterization of Glass/Epoxy composite specimens using Infrared Thermography technique. The specimens used for the study were fabricated in-house with three different lay-up sequences and tested on a servo hydraulic machine under uni-axial loading. Infrared Camera was used for on-line monitoring surface temperature changes of composite specimens during tensile deformation. Experimental results showed that thermomechanical characteristics of each type of specimens were distinct. Temperature was found to be decreasing linearly with increasing tensile stress in the elastic region due to thermo-elastic effect. Yield point could be observed by monitoring the change in temperature profile during tensile testing and this value could be correlated with the results obtained from stress-strain response. The extent of prior plastic deformation in the post-yield region influenced the slopes of temperature response during tensile loading. Partial unloading and reloading of specimens post-yield results in change in slope in elastic and plastic regions of composite specimens.

Keywords: Glass/Epoxy composites, Thermomechanical behavior, Infrared Thermography, Thermoelastic slope, Thermoplastic slope.

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Authors: Hadi Sadoghi Yazdi, Tahereh Royani, Mehri Sadoghi Yazdi, Sohrab Effati

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In this paper, a new version of support vector regression (SVR) is presented namely Fuzzy Cost SVR (FCSVR). Individual property of the FCSVR is operation over fuzzy data whereas fuzzy cost (fuzzy margin and fuzzy penalty) are maximized. This idea admits to have uncertainty in the penalty and margin terms jointly. Robustness against noise is shown in the experimental results as a property of the proposed method and superiority relative conventional SVR.

Keywords: Support vector regression, Fuzzy input, Fuzzy cost.

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Authors: S. Benchelha, H. C. Aoudjehane, M. Hakdaoui, R. El Hamdouni, H. Mansouri, T. Benchelha, M. Layelmam, M. Alaoui

Abstract:

The logistic regression (LR) and multivariate adaptive regression spline (MarSpline) are applied and verified for analysis of landslide susceptibility map in Oudka, Morocco, using geographical information system. From spatial database containing data such as landslide mapping, topography, soil, hydrology and lithology, the eight factors related to landslides such as elevation, slope, aspect, distance to streams, distance to road, distance to faults, lithology map and Normalized Difference Vegetation Index (NDVI) were calculated or extracted. Using these factors, landslide susceptibility indexes were calculated by the two mentioned methods. Before the calculation, this database was divided into two parts, the first for the formation of the model and the second for the validation. The results of the landslide susceptibility analysis were verified using success and prediction rates to evaluate the quality of these probabilistic models. The result of this verification was that the MarSpline model is the best model with a success rate (AUC = 0.963) and a prediction rate (AUC = 0.951) higher than the LR model (success rate AUC = 0.918, rate prediction AUC = 0.901).

Keywords: Landslide susceptibility mapping, regression logistic, multivariate adaptive regression spline, Oudka, Taounate, Morocco.

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Authors: Josu Arteche, Jesus Orbe

Abstract:

The log periodogram regression is widely used in empirical applications because of its simplicity, since only a least squares regression is required to estimate the memory parameter, d, its good asymptotic properties and its robustness to misspecification of the short term behavior of the series. However, the asymptotic distribution is a poor approximation of the (unknown) finite sample distribution if the sample size is small. Here the finite sample performance of different nonparametric residual bootstrap procedures is analyzed when applied to construct confidence intervals. In particular, in addition to the basic residual bootstrap, the local and block bootstrap that might adequately replicate the structure that may arise in the errors of the regression are considered when the series shows weak dependence in addition to the long memory component. Bias correcting bootstrap to adjust the bias caused by that structure is also considered. Finally, the performance of the bootstrap in log periodogram regression based confidence intervals is assessed in different type of models and how its performance changes as sample size increases.

Keywords: bootstrap, confidence interval, log periodogram regression, long memory.

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