The inspection of residuals is a fundamental step to investigate the quality of adjustment of a parametric model to data. For spatial point processes, the concept of residuals has been recently proposed by Baddeley et al. Baddeley et al. (2005) as an empirical counterpart of the Campbell equilibrium equation for marked Gibbs point processes. The present paper focuses on stationary marked Gibbs ...

We take a fresh look at Theil’s BLUS residuals and ask why they have gone out of fashion. All our simulation experiments indicate that tests based on BLUS residuals have higher power than those based on the more popular recursive residuals, even in those cases (structural breaks) where intuition would favour the recursive residuals. JEL Classification: B23; C10; C13; C20

in this paper, in order to increase the efficiency, to reduce the cost and to prevent the failures of wind turbines, which lead to an extensive break down, a robust fault diagnosis system is proposed for v47/660kw wind turbine operated in manjil wind farm, gilan province, iran. according to the acquired data from iran wind turbine industry, common faults of the wind turbine such as sensor fault...

The manufacturing operations often involve multistage processes where the process capability of each stage is affected by the process capability of its precedent processes. This property is known as the cascade property. The purpose of this paper is to estimate the process capability of the second stage of two-stage process while the cascade property impact is removed using residuals analysis. ...

In this study, the residuals in time series analysis, which were classified in four different classes as ”conditional residuals”, ”unconditional residuals”, ”innovation” and ”normalized residuals”, are calculated by a simulation study for the ARMA model under certain parameter values for different numbers of observation and their conditions in diagnostic checking are examined using the test sta...

Christensen and Lin (2014), henceforth C-L, suggested two lack-of-fit tests to assess the adequacy of a linear model based on partial sums of residuals. In particular, their tests evaluated the adequacy of the mean function. Their tests relied on asymptotic results without requiring small sample normality. We extend this research by proposing additional tests based on partial sums of residuals....

The asymptotic theory of the residual empirical process of autoregressions with an intercept is developed. In contrast to situations without intercept the asymptotic distribution does not depend on the location of the characteristic roots. This is important in applications, as the question of the distribution of the innovations then can be addressed without having to locate the characteristic r...