Predictor-Corrector Smoothing Methods for Linear Programs with a More Flexible Update of the Smoothing Parameter

Use of Two Smoothing Parameters in Penalized Spline Estimator for Bi-variate Predictor Non-parametric Regression Model

Penalized spline criteria involve the function of goodness of fit and penalty, which in the penalty function contains smoothing parameters. It serves to control the smoothness of the curve that works simultaneously with point knots and spline degree. The regression function with two predictors in the non-parametric model will have two different non-parametric regression functions. Therefore, we...

Predictor-corrector Smoothing Methods for the Solution of Linear Programs1

Two-step Smoothing Estimation of the Time-variant Parameter with Application to Temperature Data

‎In this article‎, ‎we develop two nonparametric smoothing estimators for parameter of a time-variant parametric model‎. ‎This parameter can be from any parametric family or from any parametric or semi-parametric regression model‎. ‎Estimation is based on a two-step procedure‎, ‎in which we first get the raw estimate of the parameter at a set of disjoint time...

A new adaptive exponential smoothing method for non-stationary time series with level shifts

Simple exponential smoothing (SES) methods are the most commonly used methods in forecasting and time series analysis. However, they are generally insensitive to non-stationary structural events such as level shifts, ramp shifts, and spikes or impulses. Similar to that of outliers in stationary time series, these non-stationary events will lead to increased level of errors in the forecasting pr...

A non-interior predictor-corrector path following algorithm for the monotone linear complementarity problem

We present a predictor{corrector non{interior path following algorithm for the monotone linear complementarity problem based on Chen{Harker{Kanzow{Smale smoothing techniques. Although the method is modeled on the interior point predictor{ corrector strategies, it is the rst instance of a non{interior point predictor{corrector algorithm. The algorithm is shown to be both globally linearly conver...