Search results for " Least squares"
showing 10 items of 223 documents
Econometric model to estimate the Probability of Default and Loss Given Default in the EBA stress test in 2016
2019
In this research, an econometric with panel data using Ordinary least squares OLS model is constructed following the guidelines recommended by the EBA stress test methodology for 2016. The findings indicate that macroeconomic factors affecting defaults are the expected ones in the Spanish credit institutions. However, loan impairments do not follow the patterns that a priori would be normal. Divergent is outcomes in defaults and impairments: the Non-Performing Loans (NPL) is pro-cyclical and impairment losses are counter-cyclical.
Psychological Network Analysis of General Self-Efficacy in High vs. Low Resilient Functioning Healthy Adults
2021
Resilience to stress has gained increasing interest by researchers from the field of mental health and illness and some recent studies have investigated resilience from a network perspective. General self-efficacy constitutes an important resilience factor. High levels of self-efficacy have shown to promote resilience by serving as a stress buffer. However, little is known about the role of network connectivity of self-efficacy in the context of stress resilience. The present study aims at filling this gap by using psychological network analysis to study self-efficacy and resilience. Based on individual resilient functioning scores, we divided a sample of 875 mentally healthy adults into a …
PCA and PLS methods applied to ecotoxicological data: Ecobalance project
1996
Within a case study ‘Ecobalance’, the fate and effects of various chlorinated and non-chlorinated organic compounds and some heavy metals discharged from pulp and paper mills into water, sediment and aquatic animals were studied in a recipient area of southern Lake Saimaa, SE Finland. The main aim of the project was to find an empirical link between chemical emission parameters and ecotoxicological effects expressed in the ecosystem. As part of the \‘Ecobalance’ project, principal component analysis (PCA) and partial least squares (PLS) methods were used to interpret the data of the lake area. The PLS method was used to estimate the lake area affected by mill effluents and to calculate the …
Determination of sugars in depilatory formulations: a green analytical method employing infrared detection and partial least squares regression.
2011
A green analytical method was developed for the analysis of sugar-based depilatories. Three independent partial least squares (PLS) regression models were built for the direct determination of glucose, fructose and maltose without any sample pretreatment based on their attenuated total reflectance - Fourier transform infrared (ATR-FTIR) spectra. The models showed adequate prediction capabilities with root-mean-square-errors of prediction ranging from 7.04 to 12.55 mg sugar g(-1) sample. As a reference procedure, gradient liquid chromatography with on-line infrared detection, employing background correction based on cubic smoothing splines, was used. The analysis revealed changes in the suga…
ATR-FTIR spectroscopy as a quality control system for monitoring the storage of blood products
2021
Blood screening is a fundamental part of disease diagnosis and monitoring health. Attenuated total reflectance Fourier transform infrared (ATR-FTIR) spectroscopy offers an innovative solution to streamlining the process, especially for multianalyte detection in aqueous samples. However, samples always undergo a storage phase before they are processed for testing and blood transfusion. In this study, we investigated the effect of standard storage procedures on the macromolecular composition of whole blood, and plasma collected in blood tubes for diagnostic purposes and initial screening of blood products. Periphery blood samples were collected from 10 volunteers and then stored for 14 days a…
Multivariate data analysis of quality parameters in drinking water.
2001
The quality of water destined for human consumption has been treated as a multivariate property. Since most of the quality parameters are obtained by applying analytical methods, the routine analytical laboratory (responsible for the accuracy of analytical data) has been treated as a process system for water quality estimation. Multivariate tools, based on principal component analysis (PCA) and partial least squares (PLS) regression, are used in the present paper to: (i) study the main factors of the latent data structure and (ii) characterize the water samples and the analytical methods in terms of multivariate quality control (MQC). Such tools could warn of both possible health risks rela…
Comparison of two partial least squares infrared spectrometric methods for the quality control of pediculosis lotions.
2006
Two vibrational spectroscopy procedures have been developed and compared for the direct and simultaneous determination of piperonyl butoxide and tetramethrin, the active ingredients of alcoholic capillary lotions, for hair pediculosis diseases. Nine lotions, purchased from the Spanish market, were analyzed using both, attenuated total reflectance (ATR) and transmission FT-IR measurements, and based on the use of partial least squares (PLS) multivariate calibration. A reduced set of 15 matched standards (11 for calibration and 4 for validation) was employed using both measurement modes. The spectral wave number ranges between 1757 and 1712 cm(-1) was selected to determine tetramethrin by bot…
Chromatographic multivariate quality control of pharmaceuticals giving strongly overlapped peaks based on the chromatogram profile
2004
In the present paper, the simultaneous quantification of two analytes showing strongly overlapped chromatographic peaks (alpha = 1.02), under the assumption that both available equipment and training of the laboratory staff are basic, is studied. A pharmaceutical preparation (Mutabase) containing two drugs of similar physicochemical properties (amitriptyline and perphenazine) is selected as case of study. The assays are carried out under realistic working conditions (i.e. routine testing laboratories). Uncertainty considerations are introduced in the study. A partial least squares model is directly applied to the chromatographic data (with no previous signal transformation) to perform quali…
Polarity study of ionic liquids with the solvatochromic dye Nile Red: a QSPR approach using in silico VolSurf+ descriptors
2016
The in silico VolSurfþ descriptors, accounting for both cationic and anionic structural features of ionic liquids (ILs) were used to develop a Partial Least Squares (PLS) model able to establish a Quantitative Structure Property Relationship (QSPR) correlation with their solvatochromic dye Nile Red polarity. The PLS model allowed prediction of ENR values for 116 ILs providing an in silico ILs polarity database.
Application of the modelling power approach to variable subset selection for GA-PLS QSAR models
2007
A previously developed function, the Modelling Power Plot, has been applied to QSARs developed using partial least squares (PLS) following variable selection from a genetic algorithm (GA). Modelling power (Mp) integrates the predictive and descriptive capabilities of a QSAR. With regard to QSARs for narcotic toxic potency, Mp was able to guide the optimal selection of variables using a GA. The results emphasise the importance of Mp to assess the success of the variable selection and that techniques such as PLS are more robust following variable selection.