To create a new prediction model, the unbiased GM (1,1) model is optimized by the five-point slide method in this paper. Then, based on the occurrence areas of dce blast in Enshi District during 1995 -2004, the new ...To create a new prediction model, the unbiased GM (1,1) model is optimized by the five-point slide method in this paper. Then, based on the occurrence areas of dce blast in Enshi District during 1995 -2004, the new model and unbiased GM (1, 1 ) model are applied to predict the occurrence areas of rice blast during 2005 -2010. Predicting outcomes show that the prediction accuracy of five-point unbiased sliding optimized GM (1, 1 ) model is higher than the unbiased GM (1,1) model. Finally, combined with the prediction results, the author provides some suggestion for Enshi District in the prevention and control of rice blast in 2010.展开更多
Necessary and sufficient conditions for equalities between a 2 y′(I-P Xx)y and minimum norm quadratic unbiased estimator of variance under the general linear model, where a 2 is a known positive number, are...Necessary and sufficient conditions for equalities between a 2 y′(I-P Xx)y and minimum norm quadratic unbiased estimator of variance under the general linear model, where a 2 is a known positive number, are derived. Further, when the Gauss? Markov estimators and the ordinary least squares estimator are identical, a relative simply equivalent condition is obtained. At last, this condition is applied to an interesting example.展开更多
In order to improve the forecasting precision of road accidents, by introducing Markov chains forecasting method, a grey-Markov model for forecasting road accidents is established based on grey forecasting method. The...In order to improve the forecasting precision of road accidents, by introducing Markov chains forecasting method, a grey-Markov model for forecasting road accidents is established based on grey forecasting method. The model combines the advantages of both grey forecasting method and Markov chains forecasting method, overcomes the influence of random fluctuation data on forecasting precision and widens the application scope of the grey forecasting. An application example is conducted to evaluate the grey-Markov model, which shows that the precision of the grey-Markov model is better than that of grey model in forecasting road accidents.展开更多
Modeling experiences of traditional grey-Markov show that the prediction results are not accurate when analyzed data are rare and fluctuated.So it is necessary to revise or improve the original modeling procedure of t...Modeling experiences of traditional grey-Markov show that the prediction results are not accurate when analyzed data are rare and fluctuated.So it is necessary to revise or improve the original modeling procedure of the grey-Markov(GM)model.Therefore,a new idea is brought forward that the Markov theory is used twice,where the first time is to extend the original data and the second to calculate and estimate the residual errors.Then by comparing the original data sequence from a fault prediction case with the simulation sequence produced by the use of GM(1,1) and the new GM method,results are conforming to the original data.Finally,an assumption of GM model is put forward as the future work.展开更多
An empirical likelihood approach to estimate the coefficients in linear model with interval censored responses is developed in this paper. By constructing unbiased transformation of interval censored data,an empirical...An empirical likelihood approach to estimate the coefficients in linear model with interval censored responses is developed in this paper. By constructing unbiased transformation of interval censored data,an empirical log-likelihood function with asymptotic X^2 is derived. The confidence regions for the coefficients are constructed. Some simulation results indicate that the method performs better than the normal approximation method in term of coverage accuracies.展开更多
An analysis of statistical expected values for transformations is performed in this study to quantify the effect of heterogeneity on spatial geological modeling and evaluations. Algebraic transformations are frequentl...An analysis of statistical expected values for transformations is performed in this study to quantify the effect of heterogeneity on spatial geological modeling and evaluations. Algebraic transformations are frequently applied to data from logging to allow for the modeling of geological properties. Transformations may be powers, products, and exponential operations which are commonly used in well-known relations (e.g., porosity-permeability transforms). The results of this study show that correct computations must account for residual transformation terms which arise due to lack of independence among heterogeneous geological properties. In the case of an exponential porosity-permeability transform, the values may be positive. This proves that a simple exponential model back-transformed from linear regression underestimates permeability. In the case of transformations involving two or more properties, residual terms may represent the contribution of heterogeneous components which occur when properties vary together, regardless of a pair-wise linear independence. A consequence of power- and product-transform models is that regression equations within those transformations need corrections via residual cumulants. A generalization of this result is that transformations of multivariate spatial attributes require multiple-point random variable relations. This analysis provides practical solutions leading to a methodology for nonlinear modeling using correct back transformations in geology.展开更多
The solution of the grey model(GM(1,1)model)generally involves equal-precision observations,and the(co)variance matrix is established from the prior information.However,the data are generally available with unequal-pr...The solution of the grey model(GM(1,1)model)generally involves equal-precision observations,and the(co)variance matrix is established from the prior information.However,the data are generally available with unequal-precision measurements in reality.To deal with the errors of all observations for GM(1,1)model with errors-in-variables(EIV)structure,we exploit the total least-squares(TLS)algorithm to estimate the parameters of GM(1,1)model in this paper.Ignoring that the effect of the improper prior stochastic model and the homologous observations may degrade the accuracy of parameter estimation,we further present a nonlinear total least-squares variance component estimation approach for GM(1,1)model,which resorts to the minimum norm quadratic unbiased estimation(MINQUE).The practical and simulative experiments indicate that the presented approach has significant merits in improving the predictive accuracy in comparison with control methods.展开更多
Cost effective sampling design is a major concern in some experiments especially when the measurement of the characteristic of interest is costly or painful or time consuming.Ranked set sampling(RSS)was first proposed...Cost effective sampling design is a major concern in some experiments especially when the measurement of the characteristic of interest is costly or painful or time consuming.Ranked set sampling(RSS)was first proposed by McIntyre[1952.A method for unbiased selective sampling,using ranked sets.Australian Journal of Agricultural Research 3,385-390]as an effective way to estimate the pasture mean.In the current paper,a modification of ranked set sampling called moving extremes ranked set sampling(MERSS)is considered for the best linear unbiased estimators(BLUEs)for the simple linear regression model.The BLUEs for this model under MERSS are derived.The BLUEs under MERSS are shown to be markedly more efficient for normal data when compared with the BLUEs under simple random sampling.展开更多
【目的】揭示基于动物模型最佳线性无偏预测(animal model best linear unbiased prediction,AM-BLUP)的选择指数对杜洛克猪生长及繁殖性状的选育效果。【方法】在采用AM-BLUP方法估计个体目标性状育种值基础上,以达100 kg体质量日龄(...【目的】揭示基于动物模型最佳线性无偏预测(animal model best linear unbiased prediction,AM-BLUP)的选择指数对杜洛克猪生长及繁殖性状的选育效果。【方法】在采用AM-BLUP方法估计个体目标性状育种值基础上,以达100 kg体质量日龄(相对权重0.7)和100 kg活体背膘厚(相对权重0.3)为主选性状构建选择指数,对1个闭锁的杜洛克猪群开展持续7年(2013—2019年)的选育,系统分析选育期间猪群6个生长及繁殖性状表型值、估计育种值(estimated breeding value,EBV)、选择指数及近交系数的变化。【结果】相较于2013年,2019年猪群达100 kg体质量日龄、100 kg活体背膘厚和30~100 kg料重比分别极显著缩短4.45 d、降低0.52 mm和降低0.05(P<0.01);初产和经产母猪的总产仔数分别提高0.99头(P<0.05)和1.02头(P>0.05),产活仔数分别提高0.72头和0.49头(P>0.05),21日龄窝重分别降低0.39 kg和提高6.20 kg(P>0.05);主选性状达100 kg体质量日龄和100 kg活体背膘厚的EBV分别极显著降低3.447和0.533(P<0.01),选择指数极显著提高23.62(P<0.01),除30~100 kg料重比外,其余辅选性状的EBV均获得了不同程度改进。选育结束时,群体平均近交系数为3.1973%,年均增量为0.4904%。【结论】基于AM-BLUP的指数选择可有效改良猪的生产性状,但不同性状的具体选择进展会因其遗传特性的不同而异。展开更多
In this paper, necessary and sufficient conditions for equalities betweenα~2y^1(I-P_X)y and under the general linear model, whereand α~2 is a known positive number, are derived. Furthermore, when the Gauss-Markovest...In this paper, necessary and sufficient conditions for equalities betweenα~2y^1(I-P_X)y and under the general linear model, whereand α~2 is a known positive number, are derived. Furthermore, when the Gauss-Markovestimators and the ordinary least squares estimators are identical, we obtain a simpleequivalent condition.展开更多
The unique Bayes linear unbiased estimator (Bayes LUE) of estimable functions is derived for the singular linear model. The superiority of Bayes LUE over ordinary best linear unbiased estimator is investigated under m...The unique Bayes linear unbiased estimator (Bayes LUE) of estimable functions is derived for the singular linear model. The superiority of Bayes LUE over ordinary best linear unbiased estimator is investigated under mean square error matrix (MSEM)criterion.展开更多
In this article, the Bayes linear unbiased estimation (BALUE) of parameters is derived for the partitioned linear model. The superiorities of the BALUE over ordinary least square estimator (LSE) are studied in ter...In this article, the Bayes linear unbiased estimation (BALUE) of parameters is derived for the partitioned linear model. The superiorities of the BALUE over ordinary least square estimator (LSE) are studied in terms of the Bayes mean square error matrix (BMSEM) criterion and Pitman closeness (PC) criterion.展开更多
In this article, the Bayes linear unbiased estimator (BALUE) of parameters is derived for the multivariate linear models. The superiorities of the BALUE over the least square estimator (LSE) is studied in terms of...In this article, the Bayes linear unbiased estimator (BALUE) of parameters is derived for the multivariate linear models. The superiorities of the BALUE over the least square estimator (LSE) is studied in terms of the mean square error matrix (MSEM) criterion and Bayesian Pitman closeness (PC) criterion.展开更多
It is well known that for one-dimensional normal EV regression model X = x+ u,Y =α+βx+e, where x, u, e are mutually independent normal variables and Eu=Ee=0, the regression parameters a and β are not identifiable w...It is well known that for one-dimensional normal EV regression model X = x+ u,Y =α+βx+e, where x, u, e are mutually independent normal variables and Eu=Ee=0, the regression parameters a and β are not identifiable without some restriction imposed on the parameters. This paper discusses the problem of existence of unbiased estimate for a and β under some restrictions commonly used in practice. It is proved that the unbiased estimate does not exist under many such restrictions. We also point out one important case in which the unbiased estimates of a and β exist, and the form of the MVUE of a and β are also given.展开更多
In recent years,Kriging model has gained wide popularity in various fields such as space geology,econometrics,and computer experiments.As a result,research on this model has proliferated.In this paper,the authors prop...In recent years,Kriging model has gained wide popularity in various fields such as space geology,econometrics,and computer experiments.As a result,research on this model has proliferated.In this paper,the authors propose a model averaging estimation based on the best linear unbiased prediction of Kriging model and the leave-one-out cross-validation method,with consideration for the model uncertainty.The authors present a weight selection criterion for the model averaging estimation and provide two theoretical justifications for the proposed method.First,the estimated weight based on the proposed criterion is asymptotically optimal in achieving the lowest possible prediction risk.Second,the proposed method asymptotically assigns all weights to the correctly specified models when the candidate model set includes these models.The effectiveness of the proposed method is verified through numerical analyses.展开更多
基金Supported by Science Research Project of Department of Education of Hubei Province (B20092901)~~
文摘To create a new prediction model, the unbiased GM (1,1) model is optimized by the five-point slide method in this paper. Then, based on the occurrence areas of dce blast in Enshi District during 1995 -2004, the new model and unbiased GM (1, 1 ) model are applied to predict the occurrence areas of rice blast during 2005 -2010. Predicting outcomes show that the prediction accuracy of five-point unbiased sliding optimized GM (1, 1 ) model is higher than the unbiased GM (1,1) model. Finally, combined with the prediction results, the author provides some suggestion for Enshi District in the prevention and control of rice blast in 2010.
文摘Necessary and sufficient conditions for equalities between a 2 y′(I-P Xx)y and minimum norm quadratic unbiased estimator of variance under the general linear model, where a 2 is a known positive number, are derived. Further, when the Gauss? Markov estimators and the ordinary least squares estimator are identical, a relative simply equivalent condition is obtained. At last, this condition is applied to an interesting example.
文摘In order to improve the forecasting precision of road accidents, by introducing Markov chains forecasting method, a grey-Markov model for forecasting road accidents is established based on grey forecasting method. The model combines the advantages of both grey forecasting method and Markov chains forecasting method, overcomes the influence of random fluctuation data on forecasting precision and widens the application scope of the grey forecasting. An application example is conducted to evaluate the grey-Markov model, which shows that the precision of the grey-Markov model is better than that of grey model in forecasting road accidents.
基金supported by the National Natural Science Foundation of China(No.61303098)
文摘Modeling experiences of traditional grey-Markov show that the prediction results are not accurate when analyzed data are rare and fluctuated.So it is necessary to revise or improve the original modeling procedure of the grey-Markov(GM)model.Therefore,a new idea is brought forward that the Markov theory is used twice,where the first time is to extend the original data and the second to calculate and estimate the residual errors.Then by comparing the original data sequence from a fault prediction case with the simulation sequence produced by the use of GM(1,1) and the new GM method,results are conforming to the original data.Finally,an assumption of GM model is put forward as the future work.
文摘An empirical likelihood approach to estimate the coefficients in linear model with interval censored responses is developed in this paper. By constructing unbiased transformation of interval censored data,an empirical log-likelihood function with asymptotic X^2 is derived. The confidence regions for the coefficients are constructed. Some simulation results indicate that the method performs better than the normal approximation method in term of coverage accuracies.
文摘An analysis of statistical expected values for transformations is performed in this study to quantify the effect of heterogeneity on spatial geological modeling and evaluations. Algebraic transformations are frequently applied to data from logging to allow for the modeling of geological properties. Transformations may be powers, products, and exponential operations which are commonly used in well-known relations (e.g., porosity-permeability transforms). The results of this study show that correct computations must account for residual transformation terms which arise due to lack of independence among heterogeneous geological properties. In the case of an exponential porosity-permeability transform, the values may be positive. This proves that a simple exponential model back-transformed from linear regression underestimates permeability. In the case of transformations involving two or more properties, residual terms may represent the contribution of heterogeneous components which occur when properties vary together, regardless of a pair-wise linear independence. A consequence of power- and product-transform models is that regression equations within those transformations need corrections via residual cumulants. A generalization of this result is that transformations of multivariate spatial attributes require multiple-point random variable relations. This analysis provides practical solutions leading to a methodology for nonlinear modeling using correct back transformations in geology.
基金supported by the National Natural Science Foundation of China(No.41874001 and No.41664001)Support Program for Outstanding Youth Talents in Jiangxi Province(No.20162BCB23050)National Key Research and Development Program(No.2016YFB0501405)。
文摘The solution of the grey model(GM(1,1)model)generally involves equal-precision observations,and the(co)variance matrix is established from the prior information.However,the data are generally available with unequal-precision measurements in reality.To deal with the errors of all observations for GM(1,1)model with errors-in-variables(EIV)structure,we exploit the total least-squares(TLS)algorithm to estimate the parameters of GM(1,1)model in this paper.Ignoring that the effect of the improper prior stochastic model and the homologous observations may degrade the accuracy of parameter estimation,we further present a nonlinear total least-squares variance component estimation approach for GM(1,1)model,which resorts to the minimum norm quadratic unbiased estimation(MINQUE).The practical and simulative experiments indicate that the presented approach has significant merits in improving the predictive accuracy in comparison with control methods.
基金Supported by the National Natural Science Foundation of China(11901236)the Scientific Research Fund of Hunan Provincial Science and Technology Department(2019JJ50479)+3 种基金the Scientific Research Fund of Hunan Provincial Education Department(18B322)the Winning Bid Project of Hunan Province for the 4th National Economic Census([2020]1)the Young Core Teacher Foundation of Hunan Province([2020]43)the Funda-mental Research Fund of Xiangxi Autonomous Prefecture(2018SF5026)。
文摘Cost effective sampling design is a major concern in some experiments especially when the measurement of the characteristic of interest is costly or painful or time consuming.Ranked set sampling(RSS)was first proposed by McIntyre[1952.A method for unbiased selective sampling,using ranked sets.Australian Journal of Agricultural Research 3,385-390]as an effective way to estimate the pasture mean.In the current paper,a modification of ranked set sampling called moving extremes ranked set sampling(MERSS)is considered for the best linear unbiased estimators(BLUEs)for the simple linear regression model.The BLUEs for this model under MERSS are derived.The BLUEs under MERSS are shown to be markedly more efficient for normal data when compared with the BLUEs under simple random sampling.
基金Supported by China Mathematics Tian Yuan Youth Foundation (10226024) and China Postdoctoral Science Foundation.
文摘In this paper, necessary and sufficient conditions for equalities betweenα~2y^1(I-P_X)y and under the general linear model, whereand α~2 is a known positive number, are derived. Furthermore, when the Gauss-Markovestimators and the ordinary least squares estimators are identical, we obtain a simpleequivalent condition.
基金This work was supported by the Doctoral Program Foundation of the Institute of High Educationthe Special Foundation of Chinese Academy of Sciences.
文摘The unique Bayes linear unbiased estimator (Bayes LUE) of estimable functions is derived for the singular linear model. The superiority of Bayes LUE over ordinary best linear unbiased estimator is investigated under mean square error matrix (MSEM)criterion.
基金This research is supported by National Natural Science Foundation of China under Grant Nos. 10801123, 10801124 and 10771204, and the Knowledge Innovation Program of the Chinese Academy of Sciences under Grant No. KJCX3-SYW-S02.
文摘In this article, the Bayes linear unbiased estimation (BALUE) of parameters is derived for the partitioned linear model. The superiorities of the BALUE over ordinary least square estimator (LSE) are studied in terms of the Bayes mean square error matrix (BMSEM) criterion and Pitman closeness (PC) criterion.
基金Supported by the National Natural Science Foundation of China (No.10801123,10801124,10771204)the Knowledge Innovation Program of the Chinese Academy of Sciences (Grant No. KJCX3-SYW-S02)
文摘In this article, the Bayes linear unbiased estimator (BALUE) of parameters is derived for the multivariate linear models. The superiorities of the BALUE over the least square estimator (LSE) is studied in terms of the mean square error matrix (MSEM) criterion and Bayesian Pitman closeness (PC) criterion.
基金This work was supported by the National Natural Science Foundation of China(Grant No.10231030).
文摘It is well known that for one-dimensional normal EV regression model X = x+ u,Y =α+βx+e, where x, u, e are mutually independent normal variables and Eu=Ee=0, the regression parameters a and β are not identifiable without some restriction imposed on the parameters. This paper discusses the problem of existence of unbiased estimate for a and β under some restrictions commonly used in practice. It is proved that the unbiased estimate does not exist under many such restrictions. We also point out one important case in which the unbiased estimates of a and β exist, and the form of the MVUE of a and β are also given.
基金supported by the National Natural Science Foundation of China under Grant Nos.71973116 and 12201018the Postdoctoral Project in China under Grant No.2022M720336+2 种基金the National Natural Science Foundation of China under Grant Nos.12071457 and 11971045the Beijing Natural Science Foundation under Grant No.1222002the NQI Project under Grant No.2022YFF0609903。
文摘In recent years,Kriging model has gained wide popularity in various fields such as space geology,econometrics,and computer experiments.As a result,research on this model has proliferated.In this paper,the authors propose a model averaging estimation based on the best linear unbiased prediction of Kriging model and the leave-one-out cross-validation method,with consideration for the model uncertainty.The authors present a weight selection criterion for the model averaging estimation and provide two theoretical justifications for the proposed method.First,the estimated weight based on the proposed criterion is asymptotically optimal in achieving the lowest possible prediction risk.Second,the proposed method asymptotically assigns all weights to the correctly specified models when the candidate model set includes these models.The effectiveness of the proposed method is verified through numerical analyses.