Coefficient sign prediction methods for model selection

Robust Combination of Model Selection Methods for Prediction

One important goal of regression analysis is prediction. In recent years, the idea of combining different statistical methods has attracted an increasing attention. In this work, we propose a method, l1-ARM (adaptive regression by mixing), to robustly combine model selection methods that performs well adaptively. In numerical work, we consider the LASSO, SCAD, and adaptive LASSO in representati...

The Coefficient of Prediction for Model Specification

The coefficient of prediction 2 j P is derived from the PRESS (prediction sum of squares) statistic just as 2 j R is derived from SSE, the error sum of squares. While 2 j R measures quality of fit, 2 j P measures quality of point predictions. Unlike SSE and PRESS, 2 j R and 2 j P are bounded, relative measures ideally suited for statistical modeling. This paper describes the limits, properties,...

islanding detection methods for microgrids

امروزه استفاده از منابع انرژی پراکنده کاربرد وسیعی یافته است . اگر چه این منابع بسیاری از مشکلات شبکه را حل می کنند اما زیاد شدن آنها مسائل فراوانی برای سیستم قدرت به همراه دارد . استفاده از میکروشبکه راه حلی است که علاوه بر استفاده از مزایای منابع انرژی پراکنده برخی از مشکلات ایجاد شده توسط آنها را نیز منتفی می کند . همچنین میکروشبکه ها کیفیت برق و قابلیت اطمینان تامین انرژی مشترکان را افزایش ...

Functional-Coefficient Autoregressive Model and its Application for Prediction of the Iranian Heavy Crude Oil Price

Time series and their methods of analysis are important subjects in statistics. Most of time series have a linear behavior and can be modelled by linear ARIMA models. However, some of realized time series have a nonlinear behavior and for modelling them one needs nonlinear models. For this, many good parametric nonlinear models such as bilinear model, exponential autoregressive model, threshold...

A Simplified Perturbation Model for Prediction of Mean Ionic Activity Coefficient in Aqueous Electrolyte Solution