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| 2. |
- Romild, Ulla
(författare)
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A Power Comparison of Different Tests in Inhomogeneous Populations - Test with a Density Adjusted Distance and Previous Suggestions
- 1999
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Rapport (övrigt vetenskapligt/konstnärligt)abstract
- When testing for clustering in inhomogeneous populations with distance based methods we can either choose tests where the uneven density is taken into account. Examples of this approach are found in Whittemore et al (1987), Cuzick an Edwards (1990) and Diggle and Chetwynd (1991). An alternative approach is to define a new distance such that the uneven density is compensated for when the distances are computed, and once this is done, more traditional distance-based spatial methods can be used to formulate an appropriate test. This is the method chosen for this study, in which the performance of tests applied with a Density Adjusted Distance (DAD) are compared to the performance of tests according to Whittemore, Cuzick & Edwards and Diggle & Chetwynd by simulation. The tests are compared in different types of data sets and for various kinds of clustering. It is shown that no test is the optimal choice for all alternative hypotheses, and that the tests are unequally sensitive to the structure of the underlying data. Testing with DAD is often a good alternative, and this distance measure has also got potential for further use in analysis of spatial data.
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| 3. |
- Romild, Ulla
(författare)
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Orsaker till att människor är mer eller mindre benägna att besöka attraktioner på en destination
- 1999
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Rapport (övrigt vetenskapligt/konstnärligt)abstract
- detta Working paper presenteras en statistikmodell som beskriver besöksmål, besökarna och deras attityder i turistområdet Höga Kusten i Kramfors kommun. Statistiken bygger på ett insamlat material som gjordes sommaren 1998. Totalt 1147 besökare intervjuades vid sex olika besöksmål på Höga Kusten. Hälften av personerna var dagbesökare. Främste anledningen till att besöka området var att se Höga Kusten-bron. Ett avsnitt behandlar också att information från vänner och bekanta som den viktigaste viktigaste orsaken till att besöka ett semestermål.
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| 4. |
- Romild, Ulla
(författare)
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Testing for Clustering with Density Adjusted Distances in Inhomogeneous Populations with applications in Tourism
- 1999
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Rapport (övrigt vetenskapligt/konstnärligt)abstract
- This paper describes different statistical methods that, from a theoretical point of view, can be used to compare groups of visitors on a certain destination taken in to account the visitors place of home. A new way of assessing space between individuals is introduced in which socio demographic issues and different geographical obstacles are allowed to influence the spatial structure. If, for example, two individuals are closest neighbours the distance between them is set to zero no matter how far apart they live. One of the merits of this type of methods is that they can be used to evaluate whether certain groups of visitors are over (or under) represented on certain destinations.
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| 5. |
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| 6. |
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| 7. |
- Fridén, Håkan, et al.
(författare)
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Multivariate process monitoring and forcasting by projection methods
- 1994
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Ingår i: Proceedings of the Third IEEE Conference on Control Applications Glasgow, 24-26 aug 1994. - Piscataway : IEEE Control Systems Society. ; , s. 1345-1346
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Konferensbidrag (refereegranskat)abstract
- Immense amounts of data are collected into today's modern process monitoring systems. There are, however, few methods that have the capability to grasp the essentials in these, usually heavily correlated, data. The multivariate statistical techniques, principal components (PC) modelling and modelling by projection to latent structures (PLS) are two methods that have a great potential for process monitoring and forecasting in these situations
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| 8. |
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| 9. |
- Malmgren, Helge, 1945
(författare)
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Perceptual expectations and the learning of temporal sequences.
- 1996
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Ingår i: Philosophical Communications, Red Series. - 0347-5794. ; :35
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Tidskriftsartikel (övrigt vetenskapligt/konstnärligt)abstract
- The paper starts with an overview of some central unsolved problems of intentionality. Partly basing my argument on an analysis of how the heard temporal Gestalt develops during the listenting to a musical phrase, I then present my model of mental simulation and associative learning through "natural resonance" in considerable detail.
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| 10. |
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| 11. |
- Edlund, Per-Olov, et al.
(författare)
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Forecasting the Swedish unemployment rate. VAR vs. transfer function modelling
- 1993
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Ingår i: International Journal of Forecasting. - : Elsevier. - 0169-2070 .- 1872-8200. ; 9:1, s. 61-76
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Tidskriftsartikel (refereegranskat)abstract
- The Swedish unemployment rate is forecast using three time series methods: the ARIMA, transfer function and Vector Autoregressive (VAR) models. Within this context, the choice of modelling strategy is discussed. It is found that the forecasting performance of VAR models is improved by explicitly taking account of cointegration between the variables in the model, despite the fact that unemployment is not cointegrated. However, the more parsimonious ARIMA and transfer function models have lower RMSE for all forecasting horizons. It is also found that the additional variables in the VAR models are important for predicting the turning points in the unemployment rate.
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| 12. |
- Gredenhoff, Mikael, et al.
(författare)
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Lag-length selection in VAR-models using equal and unequal lag-length procedures
- 1999
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Ingår i: Computational statistics (Zeitschrift). - : Physica Verlag. - 0943-4062 .- 1613-9658. ; 14:2, s. 171-187
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Tidskriftsartikel (refereegranskat)abstract
- It is well known that inference in vector autoregressive models depends crucially on the choice of lag-length. Various lag-length selection procedures have been suggested and evaluated in the literature. In these evaluations the possibility that the true model may have unequal lag-length has, however, received little attention. In this paper we investigate how sensitive lag-length estimation procedures, based on assumptions of equal or unequal lag-lengths, are to the true model structure. The procedures used in the paper are based on information criteria and we give results for AIC, HQ and BIG. In the Monte Carlo study we generate data from a variety of VAR models with properties similar to macro-economic time-series. We find that the commonly used procedure based on equal lag-length together with AIC and HQ performs well in most cases. The procedure (due to Hsiao) allowing for unequal lag-lengths produce reasonable results when the true model has unequal lag-length. The Hsiao procedure tend to do better than equal lag-length procedures in models with a more complicated lag structure.
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| 13. |
- Kadiyala, K Rao, et al.
(författare)
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Numerical Methods for Estimation and Inference in Bayesian VAR-models
- 1997
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Ingår i: Journal of applied econometrics (Chichester, England). - : John Wiley & Sons. - 0883-7252 .- 1099-1255. ; 12:2, s. 99-132
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Tidskriftsartikel (refereegranskat)abstract
- In Bayesian analysis of vector autoregressive models, and especially in forecasting applications, the Minnesota prior of Litterman is frequently used. In many cases other prior distributions provide better forecasts and are preferable from a theoretical standpoint. Several of these priors require numerical methods in order to evaluate the posterior distribution. Different ways of implementing Monte Carlo integration are considered. It is found that Gibbs sampling performs as well as, or better, then importance sampling and that the Gibbs sampling algorithms are less adversely affected by model size. We also report on the forecasting performance of the different prior distributions.
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| 14. |
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| 15. |
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| 16. |
- Michna, Zbigniew
(författare)
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Ruin probabilities and first passage times for self-similar processes.
- 1998
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis investigates ruin probabilities and first passage times for self-similar processes. We propose self-similar processes as a risk model with claims appearing in good and bad periods. Then, in particular, we get the fractional Brownian motion with drift as a limit risk process. Some bounds and asymptotics for ruin probability on a finite interval for fractional Brownian motion are derived. A method of simulation of ruin probability over infinite horizon for fractional Brownian motion is presented. The moments of the first passage time of fractional Brownian motion are studied. As an application of our method we numerically compute the Picands constant for fractional Brownian motion. An asymptotic behavior of the supremum of a Gaussian process X over infinite horizon is studied. In particular X can be fractional Brownian motion, a nonlinearly scaled Brownian motion or integrated stationary Gaussian processes. The thesis treats first passage times and the expected number of crossings for symmetric stable processes. We derive Rice's formula for a class of stable processes and give a numerical approximation of the expected number of crossings based on Rice's formula. We study weak convergence of a sequence of renewal processes constructed by a sequence of random variables belonging to the domain of attraction of a stable law. We show that this sequence is not tight in the Skorokhod topology but the weak convergence of some functionals is derived. A weaker notion of the weak convergence is proposed.
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| 17. |
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| 18. |
- Kressner, U, et al.
(författare)
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Stromal tenascin distribution as a prognostic marker in colorectal cancer
- 1997
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Ingår i: BRITISH JOURNAL OF CANCER. - : CHURCHILL LIVINGSTONE. - 0007-0920. ; 76:4, s. 526-530
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Tidskriftsartikel (refereegranskat)abstract
- A total of 169 colorectal adenocarcinomas, obtained from patients with a median follow-up of 6.5 years, were studied with immunohistochemical staining on cryosections using a monoclonal anti-tenascin antibody to evaluate the possible association between t
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| 19. |
- Dorfman, M.V, et al.
(författare)
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Questionnaire-based determination of groups at high risk for lung cancer (in Russian)
- 1990
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Ingår i: Problems of Oncology (rus). - 0507-3758. ; 36:12, s. 1469-1473
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Tidskriftsartikel (refereegranskat)abstract
- The factor analysis of qualitative parameters carried out in 968 patients with lung cancer helped identify certain features which may play the key role in the development and, consequently, diagnosis of various types of the disease. In workers of major industries, smoking proved a significant factor of higher incidence of lung cancer. Formation of the habit at an earlier age, its intensity and concomitant occupational hazards were found to increase the risk of cancer, particularly, in males. Mass screenings and questionnaire--based interviewing of smokers are suggested. Young age and heavy smokers should be included in groups at risk irrespective of
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| 20. |
- Johannesson, Pär
(författare)
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Rainflow Analysis of Switching Markov Loads
- 1999
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- Rainflow cycles are often used in fatigue analysis of materials for describing the variability of applied loads. Therefore, an important characteristic of a random load process is the intensity of rainflow cycles, also called the expected rainflow matrix (RFM), which can be used for evaluation of the fatigue life. In this thesis mainly two problems are addressed: the first is computation of the expected RFM for a given load model; and the second is modelling of a load from its RFM. Special interest is given to switching random loads, which are random loads where the stochastic properties change over time, due to changes of the system dynamics. For a vehicle, the change of properties could reflect different driving conditions. The first Markov model to be considered is a Markov chain (MC). In rainflow analysis only the local extremes, also called turning points, of the load are of interest. Hence, another very useful approach in applications is to apply a Markov chain of turning points (MCTP) model. Both switching Markov chains and switching Markov chains of turning points are considered as models for switching loads. The switching is modelled by a Markov chain, which leads to a so called hidden Markov model. The problem of computing the expected RFM is solved for all the Markov models described above, including the switching loads, and the results are explicit matrix formulas. Rainflow inversion, which is the problem of computing a load model given an expected RFM, is solved for the MCTP model. A switching load gives rise to a mixed RFM. Methods for decomposition of a measured mixed RFM are derived, where estimates of the proportions and the switching frequencies of the subloads, as well as estimates of the models for the subloads can be obtained. By including side-information in the decomposition the accuracy of the estimates can be improved. The rainflow inversion and decomposition can be used for generating random load sequences from a measured RFM. Finally, the exact distribution of the number of interval crossings by a MC for a finite time horizon is computed. Crossings of intervals have a direct connection to rainflow cycles. Several examples are given in order to illustrate the different topics in the thesis.
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| 21. |
- Lindoff, Bengt
(författare)
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On Parameter Estimation and Control of Time-Varying Stochastic Systems
- 1997
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis is about parameter estimation and control of time-varying stochastic systems. It can be divided into two parts. The first part deals with an estimation algorithm commonly used when estimating parameters in time-varying stochastic systems, the Recursive Least Squares (RLS) algorithm with forgetting factor. The exact statistical properties for the RLS-estimator with forgetting factor are in most cases difficult to find, due to the complex dependency of the time-varying characteristics and on the forgetting factor. In the first part of this thesis, the RLS-estimator with forgetting factor is applied to different time-varying as well as stationary FIR-, AR- and ARX-structures and some distribution properties for the parameter estimates are derived. A method to compute the exact distribution and moments of the RLS-estimator in time-varying Gaussian AR(1)-processes is presented. For stationary vector autoregressions and stationary ARX-models the asymptotic bias and covariance function of the RLS estimates are derived. The estimated covariance matrix of the parameter estimates is important when analyzing RLS with forgetting factor. The first moment of this estimate is calculated showing that the asymptotic bias is nonzero. Furthermore, the MSE for the parameter estimate is derived for time-varying FIR-models, giving a possibility to find an optimal forgetting factor in the RLS algorithm. The second part concerns the problem on controlling time-varying stochastic systems. Optimal control of such systems is generally a very difficult task, which simultaneously must take the character of the unknown time-varying parameters and the fulfilment of the control action into account. The optimal controller action thus must have dual features. However, the optimal dual controller is in most cases impossible to derive, so suboptimal dual controllers must be used. In the thesis a new optimal adaptive predictive controller (APC) for time-varying stochastic systems is presented that can be explicitely computed for arbitrary prediction horizons. Also a large simulation study of different suboptimal dual controllers is made. The study shows that the APC can successfully be used as a suboptimal dual controller.
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| 22. |
- Mantalos, Panagiotis
(författare)
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Monte Carlo Results for Bootstrap Tests in Systems with Integrated-Cointegrated Variables.
- 1999
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- When we study the properties of a test procedure, two aspects are of prime importance. Firstly, we wish to know if the actual size of the test (i.e., the probability of rejecting the null when true) is close to the nominal size (used for calculating the critical values). Given that the actual size is a reasonable approximation to the nominal size, we then wish to investigate the actual power of the test (i.e., the probability of rejecting the null when false) for a number of different alternative hypotheses. When comparing different tests, we will therefore prefer those in which (a) actual size lies closest to the nominal size and, given that (a) holds, (b) have the greatest power. In most cases, however, the distributions of the test statistics we use are known only asymptotically and, unfortunately, unless the sample size is very large indeed, it is difficult to know whether asymptotic theory is sufficiently accurate to allow us to interpret our results with confidence. As a result, the tests may not have the correct size and inferential comparisons and judgements based on them might be misleading. In recent years, an approach is beginning to become popular to deal with this situation, namely to employ some variant of the Bootstrap. The basic idea of Bootstrapping test statistics is to draw a large number of “ Bootstrap samples,” which obey the null hypothesis and, as far as possible, resemble the real sample, and then compare the observed test statistic to the ones calculated from the Bootstrap samples. By using Bootstrap tests we are able to improve the critical values so that the true size of the test approaches its nominal value. It is possible to use Bootstrapping either to calculate a critical value, or to calculate the significance level, or P-value, associated with it. In this thesis, by using Monte Carlo experiments, we show a number of useful results about the small sample properties of what we shall call “ Bootstrap tests,” in systems with Integrated-Cointegrated variables. We show the ability of the Bootstrap technique to produce critical values which are much more accurate than the asymptotic ones: a) In the case of the Error Correction Model Cointegration test for a simple, single-lag, bivariate process. b) For testing Cointegration in a Vector Error Correction Model system. c) For testing Granger-causality in a Vector Autoregressive (VAR ) system. d) And for testing Granger-causality in a (VAR) system by using only the Dolado and Lütkepohl corrected test. Finally, an application of the four previous tests concludes this thesis by studying the comovement and Granger-cause effects between the French and German stock markets.
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| 23. |
- Peterson, Stefan
(författare)
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Filtering and Wavelet Regression Methods with Application to Exercise ECG
- 1996
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- The analysis of the recorded electrical activity of the heart during an exercise test is a valuable method for investigating a patient's circulatory and respiratory system. But the disturbances that occurr during a test often make it difficult to interpret the signal in order to detect changes evoked by the increased workload and related to for instance coronary artery diseases. Suppression of disturbances are therefore necessary and in the first part of the thesis this is performed by estimation via a Kalman filtering based method where models with components from time series analysis are constructed both for the profile related to the electrical activity of the heart and the disturbances in the exercise ECG signal. The estimated models are evaluated on real datasets. The second part of this thesis introduces two new methods for signal representation and nonparametric regression. The advantages of these methods are that they are fast, adaptive and essentially automatic. As shown by examples can for instance ECG signals be effectively 'denoised'. The first method is based on a multiple wavelet extension of the standard Haar wavelet. This method basically uses a class of Haar wavelet matrices with maximum number of vanishing moments, the Chebyshev system of orthogonal polynomials. When used with the Stationary Wavelet Transform (SWT), also described in the thesis, they performed well in a simulation study when compared to the classic dyadic wavelet bases. Finally a robust nonparametric, wavelet inspired regression method is proposed. It is based on recursive subtractions by robust location estimators. A paramatric bootstrap method is proposed in order to estimate a signal contaminated with outliers. Robustness and performance of this method are studied in a simulation.
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| 24. |
- Shukur, Ghazi
(författare)
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Some aspects of statistical inference in systems of equations
- 1997
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- The objective of this thesis is to develop a strategy for statistical/econometric inferences applicable to systemwise testing of econometric models. A common deficiency in many applied econometric studies is the absence of statistical diagnostic testing. A model is only as good as the assumptions being used, and if these assumptions are incorrect then the model can be as good as worthless. In the field of econometrics, available data typically consist of time series data which are not generated under controlled conditions. Hence there arises the need for a well designed misspecification testing strategy. Among other things, the thesis outlines a strategy for how to select an appropriate model. The thesis consists of four papers: Paper I, describes a misspecification testing strategy designed to ensure the appropriateness of the statistical assumptions underlying a system of equations. The strategy is explained and illustrated by means of an empirical example, in which the annual demand for milk in Sweden for the period 1960-1991 is estimated by using an approximation of the AIDS model (LA/AIDS). Paper II, presents an extensive Monte Carlo simulation study to examine the small sample properties of the Breusch-Godfrey test for autocorrelated errors when applied to system of equations. Paper III, presents an extensive Monte Carlo simulation study to examine the small sample properties of the Regression Specification Error Test (RESET) in a system of equations perspective. Paper IV, finally, addresses some problems in a paper by Xepapadeas and Habib (Applied Economics Letters, 1996). It is argued that the authors commit some serious errors when estimating a dynamic almost ideal demand system applied to the Greek data on dairy products.
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| 25. |
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