Local polynomial prediction method of multivariate chaotic time series and its application

To improve the prediction accuracy of chaotic time series, a new methodformed on the basis of local polynomial prediction is proposed. The multivariate phase spacereconstruction theory is utilized to reconstruct the phase space firstly, and on its basis, apolynomial function is applied to construct the prediction model, then the parameters of the modelaccording to the data matrix built with the embedding dimensions are estimated and a one-stepprediction value is calculated. An estimate and one-step prediction value is calculated. Finally,the mean squared root statistics are used to estimate the prediction effect. The simulation resultsobtained by the Lorenz system and the prediction results of the Shanghai composite index show thatthe local polynomial prediction errors of the multivariate chaotic time series are small and itsprediction accuracy is much higher than that of the univariate chaotic time series.

Application of local polynomial estimation in suppressing strong chaotic noise

In this paper, we propose a new method that combines chaotic series phase space reconstruction and local polynomial estimation to solve the problem of suppressing strong chaotic noise. First, chaotic noise time series are reconstructed to obtain multivariate time series according to Takens delay embedding theorem. Then the chaotic noise is estimated accurately using local polynomial estimation method. After chaotic noise is separated from observation signal, we can get the estimation of the useful signal. This local polynomial estimation method can combine the advantages of local and global law. Finally, it makes the estimation more exactly and we can calculate the formula of mean square error theoretically. The simulation results show that the method is effective for the suppression of strong chaotic noise when the signal to interference ratio is low.

Local Polynomial Estimation of Distribution Functions

Under the condition that the total distribution function is continuous and bounded on （ -∞,∞ ）, we constructed estimations for distribution and hazard functions with local polynomial method, and obtained the rate of strong convergence of the estimations.

Local Polynomial Regression Estimator of the Finite Population Total under Stratified Random Sampling: A Model-Based Approach

In this paper, auxiliary information is used to determine an estimator of finite population total using nonparametric regression under stratified random sampling. To achieve this, a model-based approach is adopted by making use of the local polynomial regression estimation to predict the nonsampled values of the survey variable y. The performance of the proposed estimator is investigated against some design-based and model-based regression estimators. The simulation experiments show that the resulting estimator exhibits good properties. Generally, good confidence intervals are seen for the nonparametric regression estimators, and use of the proposed estimator leads to relatively smaller values of RE compared to other estimators.

Local Polynomial-Brunk Estimation in Semi-Parametric Monotone Errors-in-Variables Model with Right-Censored Data

This paper introduces a semi-parametric model with right-censored data and a monotone constraint on the nonparametrie part. The authors study the local linear estimators of the parametric coefficients and apply B-spline method to approximate the nonparametric part based on grouped data. The authors obtain the rates of convergence for parametric and nonparametric estimators. Moreover, the authors also prove that the nonparametric estimator is consistent at the boundary. At last, the authors investigate the finite sample performance of the estimation.

Weighted local polynomial estimations of a non-parametric function with censoring indicators missing at random and their applications

In this paper,we consider the weighted local polynomial calibration estimation and imputation estimation of a non-parametric function when the data are right censored and the censoring indicators are missing at random,and establish the asymptotic normality of these estimators.As their applications,we derive the weighted local linear calibration estimators and imputation estimations of the conditional distribution function,the conditional density function and the conditional quantile function,and investigate the asymptotic normality of these estimators.Finally,the simulation studies are conducted to illustrate the finite sample performance of the estimators.

LOCAL POLYNOMIAL DOUBLE-SMOOTHING ESTIMATION OF A CONDITIONAL DISTRIBUTION FUNCTION WITH DEPENDENT

Based on the idea of local polynomial double-smoother, we propose an estimator of a conditional cumulative distribution function with dependent and left-truncated data. It is assumed that the observations form a stationary a-mixing sequence. Asymptotic normality of the estimator is established. The finite sample behavior of the estimator is investigated via simulations.

Moult intensity constraints along the complete moult sequence of the House Sparrow(Passer domesticus)

Sequence and intensity are two essential components of bird moult.While the moult sequences of remex tracts are highly homogenous across passerines,other tracts apparently show a high variability.Moreover,order of moult activation among tracts are insufficiently known.Likewise,dynamics of moult intensity as moult progresses remains poorly known.Here,we provide detailed quantitative description of moult sequence and intensity in the House Sparrow(Passer domesticus).To understand their role,we tested two hypotheses on the:1) protection function of moult sequence,and 2) aerodynamic and physiological constraints on moult intensity.We scored percentage growth of 313 captured sparrows using the mass of the feathers of each tract(also length for remiges)to monitor moult intensity throughout the complete moult progress,which is defined as the fraction of new and growing feathers in a moulting bird relative to the total plumage.Moult sequence was highly variable both within wing coverts and among feather tracts,with moult sequence differing among all birds to some degree.We only found support for the protection function between greater coverts and both tertials and secondaries.Remex-moult intensity conformed to theoretical predictions,therefore lending support to the aerodynamic-constraint hypothesis.Furthermore,remex-moult speed plateaued during the central stages of moult progress.However,overall plumage-moult speed did not fit predictions of the physiological-constraint hypothesis,showing that the remex moult is only constrained by aerodynamics.Our results indicate that aerodynamic loss is not simply the inevitable effect of moult,but that moult is finely regulated to reduce aerodynamic loss.We propose that the moult of the House Sparrow is controlled through sequence and intensity adjustments in order to:1) avoid body and wing growth peaks;2) fulfil the protection function between some key feather tracts;3) reduce detrimental effects on flight ability;4) keep remex sequence fixed;and 5) relax remex replacement to last the whole moult duration.

Partial Time-Varying Coefficient Regression and Autoregressive Mixed Model

Regression and autoregressive mixed models are classical models used to analyze the relationship between time series response variable and other covariates. The coefficients in traditional regression and autoregressive mixed models are constants. However, for complicated data, the coefficients of covariates may change with time. In this article, we propose a kind of partial time-varying coefficient regression and autoregressive mixed model and obtain the local weighted least-square estimators of coefficient functions by the local polynomial technique. The asymptotic normality properties of estimators are derived under regularity conditions, and simulation studies are conducted to empirically examine the finite-sample performances of the proposed estimators. Finally, we use real data about Lake Shasta inflow to illustrate the application of the proposed model.

Partial Time-Varying Coefficient Regression and Autoregressive Mixed Model

Regression and autoregressive mixed models are classical models used to analyze the relationship between time series response variable and other covariates. The coefficients in traditional regression and autoregressive mixed models are constants. However, for complicated data, the coefficients of covariates may change with time. In this article, we propose a kind of partial time-varying coefficient regression and autoregressive mixed model and obtain the local weighted least-square estimators of coefficient functions by the local polynomial technique. The asymptotic normality properties of estimators are derived under regularity conditions, and simulation studies are conducted to empirically examine the finite-sample performances of the proposed estimators. Finally, we use real data about Lake Shasta inflow to illustrate the application of the proposed model.

Estimation of Finite Population Totals in High Dimensional Spaces

In this paper, the problem of Nonparametric Estimation of Finite Population Totals in high dimensional datasets is considered. A robust estimator of the Finite Population Total based on Feedforward Backpropagation Neural Network is derived with the aid of a Super-Population Model. This current study is motivated by the fact that Local Polynomials and Kernel methods have in preceding related studies, been shown to provide good estimators for Finite Population Totals but in low dimensions. Even in these situations however, bias at boundary points presents a big challenge when using these estimators in estimating Finite Population parameters. The challenge worsens as the dimension of regressors increase. This is because as the dimension of the Regressor Vectors grows, the Sparseness of the Regressors’ values in the design space becomes unfeasible, resulting in a decrease in the fastest achievable rates of convergence of the Regression Function Estimators towards the target curve, rendering Kernel Methods and Local Polynomials ineffective to address these challenges. This study considers the technique of Artificial Neural Networks which yields robust estimators in high dimensions and reduces the estimation bias with marginal increase in variance. This is due to its Multi-Layer Structure, which can approximate a wide range of functions to any required level of precision. The estimator’s properties are developed, and a comparison with existing estimators was conducted to evaluate the estimator’s performance using real data sets acquired from the United Nations Development Programme 2020. The estimation approach performs well in an example using data from a United Nations Development Programme 2020 on the study of Human Development Index against other factors. The theoretical and practical results imply that the Neural Network estimator is highly recommended for survey sampling estimation of the finite population total.

Simulated annealing algorithm for detecting graph isomorphism

Evolutionary computation techniques have mostly been used to solve various optimization problems, and it is well known that graph isomorphism problem （GIP） is a nondeterministic polynomial problem. A simulated annealing （SA） algorithm for detecting graph isomorphism is proposed, and the proposed SA algorithm is well suited to deal with random graphs with large size. To verify the validity of the proposed SA algorithm, simulations are performed on three pairs of small graphs and four pairs of large random graphs with edge densities 0.5, 0.1, and 0.01, respectively. The simulation results show that the proposed SA algorithm can detect graph isomorphism with a high probability.

Polynomial Entropy of Amenable Group Actions for Noncompact Sets

In this paper, we define and study polynomial entropy on an arbitrary subset and local measure theoretic polynomial entropy for any Borel probability measure on a compact metric space,and investigate the relation between local measure-theoretic polynomial entropy of Borel probability measures and polynomial entropy on an arbitrary subset. Also, we establish a variational principle for polynomial entropy on compact subsets in the context of amenable group actions.

An invariant interest point detector under image affine transformation

For vision-based mobile robot navigation, images of the same scene may undergo a general affine transformation in the case of significant viewpoint changes. So, a novel method for detecting affine invariant interest points is proposed to obtain the invariant local features, which is coined polynomial local orientation tensor(PLOT). The new detector is based on image local orientation tensor that is constructed from the polynomial expansion of image signal. Firstly, the properties of local orientation tensor of PLOT are analyzed, and a suitable tuning parameter of local orientation tensor is chosen so as to extract invariant features. The initial interest points are detected by local maxima search for the smaller eigenvalues of the orientation tensor. Then, an iterative procedure is used to allow the initial interest points to converge to affine invariant interest points and regions. The performances of this detector are evaluated on the repeatability criteria and recall versus 1-precision graphs, and then are compared with other existing approaches. Experimental results for PLOT show strong performance under affine transformation in the real-world conditions.

A Note on the Nonparametric Least-squares Test for Checking a Polynomial Relationship

Recently, Gijbels and Rousson[6] suggested a new approach, called nonparametric least-squares test, to check polynomial regression relationships. Although this test procedure is not only simple but also powerful in most cases, there are several other parameters to be chosen in addition to the kernel and bandwidth. As shown in their paper, choice of these parameters is crucial but sometimes intractable. We propose in this paper a new statistic which is based on sample variance of the locally estimated pth derivative of the regression function at each design point. The resulting test is still simple but includes no extra parameters to be determined besides the kernel and bandwidth that are necessary for nonparametric smoothing techniques. Comparison by simulations demonstrates that our test performs as well as or even better than Gijbels and Rousson’s approach. Furthermore, a real-life data set is analyzed by our method and the results obtained are satisfactory.

Local generalized empirical estimation of regression

Letf(x) be the density of a design variableX andm(x) = E[Y∣X = x] the regression function. Thenm(x) = G(x)/f(x), whereG(x) = rn(x)f(x). The Dirac δ-function is used to define a generalized empirical functionG n(x) forG(x) whose expectation equalsG(x). This generalized empirical function exists only in the space of Schwartz distributions, so we introduce a local polynomial of orderp approximation toG n(.) which provides estimators of the functionG(x) and its derivatives. The densityf(x) can be estimated in a similar manner. The resulting local generalized empirical estimator (LGE ) ofm(x) is exactly the Nadaraya-Watson estimator at interior points whenp = 1, but on the boundary the estimator automatically corrects the boundary effect. Asymptotic normality of the estimator is established. Asymptotic expressions for the mean squared errors are obtained and used in bandwidth selection. Boundary behavior of the estimators is investigated in details. We use Monte Carlo simulations to show that the proposed estimator withp = 1 compares favorably with the Nadaraya-Watson and the popular local linear regression smoother.

Two-stage Local Walsh Average Estimation of Generalized Varying Coefficient Models

In this paper we investigate the robust estimation of generalized varying coefficient models in which the unknown regression coefficients may change with different explanatory variables. Based on the B-spline series approximation and Walsh-average technique we develop an initial estimator for the unknown regression coefficient functions. By virtue of the initial estimator, the generalized varying coefficient model is reduced to a univariate nonparametric regression model. Then combining the local linear smooth and Walsh average technique we further propose a two-stage local linear Walsh-average estimator for the unknown regression coefficient functions. Under mild assumptions, we establish the large sample theory of the proposed estimators by utilizing the results of U-statistics and shows that the two-stage local linear Walsh-average estimator own an oracle property, namely the asymptotic normality of the two-stage local linear Walsh-average estimator of each coefficient function is not affected by other unknown coefficient functions. Extensive simulation studies are conducted to assess the finite sample performance, and a real example is analyzed to illustrate the proposed method.

A survey on the local refinable splines

This paper provides a survey of local refinable splines,including hierarchical B-splines,T-splines,polynomial splines over T-meshes,etc.,with a view to applications in geometric modeling and iso-geometric analysis.We will identify the strengths and weaknesses of these methods and also offer suggestions for their using in geometric modeling and iso-geometric analysis.

Asymptotics for partly linear regression with dependent samples and ARCH errors:consistency with rates

Partly linear regression model is useful in practice, but littleis investigated in the literature to adapt it to the real data which are dependent and conditionally heteroscedastic. In this paper, the estimators of the regression components are constructed via local polynomial fitting and the large sample properties are explored. Under certain mild regularities, the conditions are obtained to ensure that the estimators of the nonparametric component and its derivatives are consistent up to the convergence rates which are optimal in the i.i.d. case, and the estimator of the parametric component is root-n consistent with the same rate as for parametric model. The technique adopted in the proof differs from that used and corrects the errors in the reference by Hamilton and Truong under i.i.d. samples.

Numerical Discretization-Based Kernel Type Estimation Methods for Ordinary Differential Equation Models

We consider the problem of parameter estimation in both linear and nonlinear ordinary differential equation（ODE） models. Nonlinear ODE models are widely used in applications. But their analytic solutions are usually not available. Thus regular methods usually depend on repetitive use of numerical solutions which bring huge computational cost. We proposed a new two-stage approach which includes a smoothing method（kernel smoothing or local polynomial fitting） in the first stage, and a numerical discretization method（Eulers discretization method, the trapezoidal discretization method,or the Runge–Kutta discretization method） in the second stage. Through numerical simulations, we find the proposed method gains a proper balance between estimation accuracy and computational cost.Asymptotic properties are also presented, which show the consistency and asymptotic normality of estimators under some mild conditions. The proposed method is compared to existing methods in term of accuracy and computational cost. The simulation results show that the estimators with local linear smoothing in the first stage and trapezoidal discretization in the second stage have the lowest average relative errors. We apply the proposed method to HIV dynamics data to illustrate the practicability of the estimator.