Our paper suggests a simple, recursive residuals (out-of-sample) graphical approach to evaluating the predictive power of popular equity premium and stock market timeseries forecasting regressions. When applied, we find that dividend ratios should have been known to have no predictive ability even prior to the 1990s, and that any seeming ability even then was driven by only two years, 1973 and ...

In this paper, an adaptive fault diagnosis technique is used for fault detection in Lithium ion batteries. The monitoring setup consists of multiple models representing the different degree of parameter shift due to over-discharge in the Lithium ion battery. A recursive least square estimator along with equivalent circuit methodology is used to construct the non-linear battery models. Extended ...

Kalman filters are largely used in the jet engine community for condition monitoring purpose. This algorithm gives a good estimate of the engine condition provided that the residuals between the model prediction and the measurements are zero-mean, Gaussian random variables. In the case of sensor faults, this assumption does not hold anymore and consequently the diagnosis is spoiled. This contri...

We study the limiting distribution of the degree of a given node in a scaled attachment random recursive tree, a generalized random recursive tree, which is introduced by Devroye et. al (2011). In a scaled attachment random recursive tree, every node $i$ is attached to the node labeled $lfloor iX_i floor$ where $X_0$, $ldots$ , $X_n$ is a sequence of i.i.d. random variables, with support in [0,...

One of the significant challenges to the successful teaching of statistics is that of giving the topic some relevant historical perspective. Such an effort is worthwhile because many students need a context within which they can understand why we are studying a given technique and how that technique came about. In fact, many of our traditional statistical procedures can be associated with speci...

in the ordinary linear models, regressing the residuals against lagged values has been suggested as an approach to test the hypothesis of zero autocorrelation among residuals. in this paper we extend these results to the both equally and unequally replicated functionally measurement error models. we consider the equally and unequally replicated cases separately, because in the first case the re...

Many thinning algorithms for 2D binary images, or modifications of existing ones, have been proposed in recent years. The one given herein is surprisingly simple compared to most of them, and still it has theoretically favorable properties. Actually, it provides a connected single-pixel in width whenever possible well-centered homototic skeleton that allows shapes to be nearly reconstructed. In...

The fit of structural equation models with normally distributed observed and latent variables can be evaluated by examining the normalized and standardized residuals computed in Mplus. These residuals are available for the ML, MLR, and MLF estimators and can be obtained by the residual output command. Suppose that Y is the vector of dependent observed variables and η is the vector of latent var...

we study the limiting distribution of the degree of a given node in a scaled attachment random recursive tree, a generalized random recursive tree, which is introduced by devroye et. al (2011). in a scaled attachment random recursive tree, every node $i$ is attached to the node labeled $lfloor ix_i floor$ where $x_0$, $ldots$ , $x_n$ is a sequence of i.i.d. random variables, with support in [0,...

a recursive-circulant $g(n; d)$ is defined to be acirculant graph with $n$ vertices and jumps of powers of $d$.$g(n; d)$ is vertex-transitive, and has some strong hamiltonianproperties. $g(n; d)$ has a recursive structure when $n = cd^m$,$1 leq c < d $ [10]. in this paper, we will find the automorphismgroup of some classes of recursive-circulant graphs. in particular, wewill find that the autom...