A Selective Overview and Comparison of Robust Mixture Regression Estimators

Mixture regression models have been widely used in business, marketing and social sciences to model mixed regression relationships arising from a clustered and thus heterogeneous population. The unknown mixture regression parameters are usually estimated by maximum likelihood estimators using the expectation–maximisation algorithm based on the normality assumption of component error density. However, it is well known that the normality-based maximum likelihood estimation is very sensitive to outliers or heavy-tailed error distributions. This paper aims to give a selective overview of the recently proposed robust mixture regression methods and compare their performance using simulation studies.     

企业运作过程的稳健性分析和实现

稳健性的概念通常应用于生产设计过程,但它也同样可以应用于企业运营的一些非制造过程,即运作过程。本文首先介绍了运作过程的概念,其次通过分析质量改进的途径来说明构建稳健的运作过程的重要性,最后研究了建立稳健的运作过程的步骤和一般方法,为企业的具体实施提供一定的借鉴作用。     

A note on the Robust Trend and ARARMA methodologies used in the M3 Competition

This brief note describes two of the forecasting methods used in the M3 Competition, Robust Trend and ARARMA. The origins of these methods are very different. Robust Trend was introduced to model the special features of some telecommunications time series. It was subsequently found to be competitive with Holt’s linear model for the more varied set of time series used in the M1 Competition. The ARARMA methodology was proposed by Parzen as a general time series modelling procedure, and can be thought of as an alternative to the ARIMA methodology of Box and Jenkins. This method was used in the M1 Competition and achieved the lowest mean absolute percentage error for longer forecasting horizons. These methods will be described in more detail and some comments on their use in the M3 Competition conclude this note.     

G.D包装机组电控系统中的卡板诊断信息分析

文章对G.D包装机电控系统中的卡板,以及其面板上的二极管逻辑原理进行了分析,并对运行中所出现的诊断信息进行分析,提出了排除故障的办法。     

Disruption management in flight gate scheduling

This paper introduces models of robustness in flight gate assignments at airports. We briefly repeat the general flight gate assignment problem and disruptions occurring in airline scheduling. Recovery strategies and robust scheduling are surveyed as the main methods in disruption management. We present a non-robust flight gate assignment model and incorporate two approaches of robustness.     

螺杆泵工况检测及故障诊断系统设计方法

本文通过对石油用螺杆常见工况故障的系统分析,总结性的阐述了工况故障常见的表现形式。并以此为基础对相应的诊断方法做进一步说明。最后又进一步提出了基于BP神经网络的螺杆泵机组故障诊断网络的设计方法。     

Testing for multivariate volatility functions using minimum volume sets and inverse regression

We propose two new types of nonparametric tests for investigating multivariate regression functions. The tests are based on cumulative sums coupled with either minimum volume sets or inverse regression ideas; involving no multivariate nonparametric regression estimation. The methods proposed facilitate the investigation for different features such as if a multivariate regression function is (i) constant, (ii) of a bathtub shape, and (iii) in a given parametric form. The inference based on those tests may be further enhanced through associated diagnostic plots. Although the potential use of those ideas is much wider, we focus on the inference for multivariate volatility functions in this paper, i.e. we test for (i) heteroscedasticity, (ii) the so-called ‘smiling effect’, and (iii) some parametric volatility models. The asymptotic behavior of the proposed tests is investigated, and practical feasibility is shown via simulation studies. We further illustrate our methods with real financial data.     

The emperor's new clothes: a critique of the multivariate t regression model

Zellner (1976) proposed a regression model in which the data vector (or the error vector) is represented as a realization from the multivariate Student t distribution. This model has attracted considerable attention because it seems to broaden the usual Gaussian assumption to allow for heavier-tailed error distributions. A number of results in the literature indicate that the standard inference procedures for the Gaussian model remain appropriate under the broader distributional assumption, leading to claims of robustness of the standard methods. We show that, although mathematically the two models are different, for purposes of statistical inference they are indistinguishable. The empirical implications of the multivariate t model are precisely the same as those of the Gaussian model. Hence the suggestion of a broader distributional representation of the data is spurious, and the claims of robustness are misleading. These conclusions are reached from both frequentist and Bayesian perspectives.     

Comparison of three‐dimensional ROC surfaces for clustered and correlated markers,with a proteomics application

We propose a non‐parametric test to compare two correlated diagnostic tests for a three‐category classification problem. Our development was motivated by a proteomic study where the objectives are to detect glycan biomarkers for liver cancer and to compare the discrimination ability of various markers. Three distinct disease categories need to be identified from this analysis. We therefore chose to use three‐dimensional receiver operating characteristic (ROC) surfaces and volumes under the ROC surfaces to describe the overall accuracy for different biomarkers. Each marker in this study might include a cluster of similar individual markers and thus was considered as a hierarchically structured sample. Our proposed statistical test incorporated the within‐marker correlation as well as the between‐marker correlation. We derived asymptotic distributions for three‐dimensional ROC surfaces and subsequently implemented bootstrap methods to facilitate the inferences. Simulation and real‐data analysis were included to illustrate our methods. Our distribution‐free test may be simplified for paired and independent two‐sample comparisons as well. Previously, only parametric tests were known for clustered and correlated three‐category ROC analyses.     

Design Optimization of Current Transformers Using Robust Design Methodology

In this paper a cost effective system design of current transformer (100/5 A) through application of robust design methodology is proposed. The results show that with better performance, the market price of proposed current transformer can be much less than half the price of one of the famous current transformer brand in market. These results are obtained under vast environmental conditions of network frequency and temperature variations of Iran.     

成型设备增塑剂系统电气控制可靠性探讨

文章通过介绍成型设备增塑剂系统的流程和控制方式,运用可靠性理论,完善其控制和检测,并结合设备的实际情况,提出改进的具体方法。     

Graphical Tools for Detecting Departures from Linear Mixed Model Assumptions and Some Remedial Measures

We review some results on the analysis of longitudinal data or, more generally, of repeated measures via linear mixed models starting with some exploratory statistical tools that may be employed to specify a tentative model. We follow with a summary of inferential procedures under a Gaussian set‐up and then discuss different diagnostic methods focusing on residual analysis but also addressing global and local influence. Based on the interpretation of diagnostic plots related to three types of residuals (marginal, conditional and predicted random effects) as well as on other tools, we proceed to identify remedial measures for possible violations of the proposed model assumptions, ranging from fine‐tuning of the model to the use of elliptically symmetric or skew‐elliptical linear mixed models as well as of robust estimation methods. We specify many results available in the literature in a unified notation and highlight those with greater practical appeal. In each case, we discuss the availability of model diagnostics as well as of software and give general guidelines for model selection. We conclude with analyses of three practical examples and suggest further directions for research.     

Some properties of the length of the shortest half

This paper discusses some properties of the length of the shortest half proposed by Rousseeuw and Leroy (1988) as a robust scale estimator.     

Estimation in generalized bivariate Birnbaum–Saunders models

In this paper, we propose two moment-type estimation methods for the parameters of the generalized bivariate Birnbaum–Saunders distribution by taking advantage of some properties of the distribution. The proposed moment-type estimators are easy to compute and always exist uniquely. We derive the asymptotic distributions of these estimators and carry out a simulation study to evaluate the performance of all these estimators. The probability coverages of confidence intervals are also discussed. Finally, two examples are used to illustrate the proposed methods.     

牵引供电系统无功谐波电流检测方法的分析

本文研究了两种适用于牵引供电系统无功谐波电流的检测方法,即基于函数正交特性和基于有功电流分离方法的无功谐波电流检测方法。给出了相应的检测原理及系统框图,参考已研发的BDC-5型牵引变电站电能质量监测系统测试的变电所电能质量数据构造负载进行建模仿真,这两种方法具有较高精度和较好的实时性,在电气化铁道供电系统中推荐使用。     

减小电网非线性负载谐波畸变率的方法

本文主要介绍在工业控制电网中由非线性负载所造成的谐波电流畸变问题所采用的4种技术,给出了相应的检测系统框图,做了电力系统电能质量监测系统测试的数据进行建模仿真实验,这种方法具有较高精度和较好的实时性,在电气化铁道供电系统中推荐使用。     

基于快速响应的供应链物流运作能力诊断模型

研究了供应链环境下物流运作能力的诊断问题。应用层次分析法的原理建立了基于快速响应的供应链物流运作能力评估模型，并结合实例进行了分析。     

Weak‐instrument robust inference for two‐sample instrumental variables regression

Instrumental variable (IV) methods for regression are well established. More recently, methods have been developed for statistical inference when the instruments are weakly correlated with the endogenous regressor, so that estimators are biased and no longer asymptotically normally distributed. This paper extends such inference to the case where two separate samples are used to implement instrumental variables estimation. We also relax the restrictive assumptions of homoskedastic error structure and equal moments of exogenous covariates across two samples commonly employed in the two‐sample IV literature for strong IV inference. Monte Carlo experiments show good size properties of the proposed tests regardless of the strength of the instruments. We apply the proposed methods to two seminal empirical studies that adopt the two‐sample IV framework.     

基于不确定条件下的MPBP鲁棒调度研究

本文针对多产品批处理实际生产中加工时间不确定的情况,基于鲁棒调度的思想,提出了一种将加工时间用区间范围表示的鲁棒模型和方法,并使用遗传算法实现该方法。最后,仿真实验的结果表明该鲁棒调度模型和算法的有效性。     

Confidence Intervals for the Area Under the Receiver Operating Characteristic Curve in the Presence of Ignorable Missing Data

Receiver operating characteristic curves are widely used as a measure of accuracy of diagnostic tests and can be summarised using the area under the receiver operating characteristic curve (AUC). Often, it is useful to construct a confidence interval for the AUC; however, because there are a number of different proposed methods to measure variance of the AUC, there are thus many different resulting methods for constructing these intervals. In this article, we compare different methods of constructing Wald‐type confidence interval in the presence of missing data where the missingness mechanism is ignorable. We find that constructing confidence intervals using multiple imputation based on logistic regression gives the most robust coverage probability and the choice of confidence interval method is less important. However, when missingness rate is less severe (e.g. less than 70%), we recommend using Newcombe's Wald method for constructing confidence intervals along with multiple imputation using predictive mean matching.