Search results for " Regression"
showing 10 items of 1835 documents
On the calculation of derived variables in the analysis of multivariate responses
1992
AbstractThe multivariate regression of a p × 1 vector Y of random variables on a q × 1 vector X of explanatory variables is considered. It is assumed that linear transformations of the components of Y can be the basis for useful interpretation whereas the components of X have strong individual identity. When p ≥ q a transformation is found to a new q × 1 vector of responses Y∗ such that in the multiple regression of, say, Y1∗ on X, only the coefficient of X1 is nonzero, i.e. such that Y1∗ is conditionally independent of X2, …, Xq, given X1. Some associated inferential procedures are sketched. An illustrative example is described in which the resulting transformation has aided interpretation.
Carbon and safe-haven flows
2022
<abstract> <p>This paper explores the role of European Union Allowances (EUAs) as a safe haven for a range of assets and analyses the effect of safe-haven flows on the European carbon futures market. In particular, we demonstrate that EUAs can be considered a refuge against fluctuations in corporate bonds, gold and volatility-related assets in periods of market turmoil. Furthermore, we have shown that extremely bearish and bullish movements in those assets for which the EUA acts as a safe haven induce excess volatility in carbon markets, higher carbon trading volume and larger than normal EUA bid-ask spreads. These findings support the idea that some traders, by considering carb…
Estudio integral de humedales altoandinos (andean peatlands) con Teledetección y SIG
2022
La Reserva de Producción de Fauna Chimborazo (RPFCH) es un ecosistema de alto valor situado en los andes ecuatorianos, ocupado en su mayor parte por turberas, también llamados bofedales o peatlands. El objetivo de esta tesis es el estudio de dichos ecosistemas a partir de una extensa base de datos de campo obtenida en 2016 y usando datos de teledetección óptica y radar y variables topográficas, ambientales y climáticas con SIG. Para ello se analizaron los mejores métodos para el cartografiado de los peatlands en la RPFCH, la estimación del carbono bajo el suelo (COS) en la capa 0-30 cm y la estimación del carbono almacenado en la vegetación calculado a partir de la biomasa. Como resultado s…
Empirical analysis of daily cash flow time-series and its implications for forecasting
2019
Usual assumptions on the statistical properties of daily net cash flows include normality, absence of correlation and stationarity. We provide a comprehensive study based on a real-world cash flow data set showing that: (i) the usual assumption of normality, absence of correlation and stationarity hardly appear; (ii) non-linearity is often relevant for forecasting; and (iii) typical data transformations have little impact on linearity and normality. This evidence may lead to consider a more data-driven approach such as time-series forecasting in an attempt to provide cash managers with expert systems in cash management.
segmented: An R package to Fit Regression Models with Broken-Line Relationships
2008
Segmented or broken-line models are regression models where the relationships between the response and one or more explanatory variables are piecewise linear, namely represented by two or more straight lines connected at unknown values: these values are usually referred as breakpoints, changepoints or even joinpoints.
Use of pH gradients in continuous-flow systems and multivariate regression techniques applied to the determination of methionine and cysteine in phar…
1997
Abstract The simultaneous spectrophotometric determination of methionine and cysteine in presence of cystine and other compounds in pharmaceuticals, using a multivariate calibration method, was studied. The method is based on the reaction between the analytes and the o- phthalaldehyde -N- acetyl - l - cysteine (OPA-NAC) reagent performed in a continuous-flow system (FI). The FI system allows the generation of a local pH gradient in order to produce spectral and/or kinetic changes in the UV-Vis spectra of the amino acid-OPA-NAC derivatives. This information is used to improve the prediction ability of the Partial Least-Squares (PLS) models. The performance of two FI assemblies, the selection…
Evaluation of the quality of olive oil using fatty acid profiles by direct infusion electrospray ionization mass spectrometry
2008
Abstract Electrospray ionization mass spectrometry is used to predict the olive oil quality according to European Union marketing standards. Samples were 1:50 diluted in an alkaline 85:15 (v/v) propanol/methanol mixture and directly infused into the electrospray ionization source of an ion trap mass spectrometer. The establishment of ratios of the peak abundances of the free fatty acids followed by linear discriminant analysis was employed to predict the olive oil quality grade. In addition, using multiple linear regression and partial least-squares regression, the percentages of extra virgin and virgin olive oils in binary mixtures were predicted with 5–11% average prediction errors.
Prediction of the curing time of Spanish hams using peptide profiles established by capillary zone electrophoresis
2009
Abstract A capillary zone electrophoresis procedure for the prediction of curing time of Spanish hams using peptide profiles has been developed. Excellent resolution between the seven peptide peaks was achieved within 30 min analysis time with a BGE containing 60 mM MgSO 4 and 50 mM phosphate at pH 2.5. Using hams with curing times of 6, 8 and 12 months, both linear discriminant analysis (LDA) and multiple linear regression (MLR) models were constructed. In both cases, two different normalisation procedures of the peak areas were compared. Using LDA, all the ham samples corresponding to the three categories were correctly classified. Using MLR, the ham curing time could be predicted with av…
Determination of molecular weights and Stokes' radii of non-denatured proteins by polyacrylamide gradient gel electrophoresis. 1. An equation relatin…
1982
Untreated and processed gel plates of polyacrylamide (PAA) gradient gels were cut into strips perpendicularly to their length, and the wet and dry matter of the sections was determined. In untreated gels the apparent dry matter, as well as the relative dry matter, are a linear function of the gel length. In processed gels, however, only the apparent gel concentration increases linearly with the gel length, whereas the relative dry matter increases linearly with the square root of the gel length. The %T (content in polyacrylamide) was calculated from the apparent dry matter. The gel gradients used were found to be linear with respect to %T. Six different calibration proteins were run and the…
Rapid evaluation of oxidised fatty acid concentration in virgin olive oil using Fourier-transform infrared spectroscopy and multiple linear regression
2011
Abstract Fourier-transform infrared spectroscopy (FTIR), followed by multivariate treatment of spectral data, was used to evaluate the oxidised fatty acid (OFA) concentration in virgin olive oil samples characterised by different oxidative status. The entire FTIR spectra (4000–700 cm−1) of oils were divided in 25 wavelength regions. The normalised absorbances of the peak areas within these regions were used as predictors. In order to predict the OFA concentration, multiple linear regression (MLR) models were performed. After a cube root transformation of data, an MLR model constructed using eight predictors was able to predict OFA concentration with an average error of 17%. The main wavelen…