CURRENT SCIENCE, VOL. 93, NO. 10, 25 NOVEMBER 2007 1422 *For correspondence. (e-mail: [email protected]) vertical measurements. Also, the time taken by the different stochastic methods is compared. The longer data spans give reliable results as well as less standard deviation for residuals. Using the single-frequency receiver, the standard deviation of the residuals is the same for all three sto...

The use of residuals for detecting departures from the assumptions of the linear model, whether full rank or not, has long been recognized as an important diagnostic tool, once it became computationally feasible to compute them in a straight forward way, and several contributions to the literature have focussed on their underlying properties and their effectiveness. The recursive residuals are ...

In order to solve the fault detection and isolation problem, a diagnostic procedure is used. This procedure is composed of two steps: residuals generation followed by their evaluation within decision functions. Many ways have been developed to generate residuals. Among them, we quote the well known parity space approach and the observer based approach. These methods are known to produce structu...

The covariance matrix is formulated in the framework of a linear multivariate ARCH process with long memory, where the natural cross product structure of the covariance is generalized by adding two linear terms with their respective parameter. The residuals of the linear ARCH process are computed using historical data and the (inverse square root of the) covariance matrix. Simple measure of qua...

The Hinich (1982) bispectrum test for nonlinearity and Gaussianity indicates that the residuals of the Tiao-Box (1981) constrained and unconstrained VAR models for the gas furnace data reject the assumption of Gaussianity and linearity over a grid of bandwidths for estimating the bispectrum. These findings call into question the specification of the linear VAR and VARMA models assumed by Tiao-B...