Search results for " linear regression"
showing 10 items of 97 documents
Building energy performance forecasting: A multiple linear regression approach
2019
Abstract Different ways to evaluate the building energy balance can be found in literature, including comprehensive techniques, statistical and machine-learning methods and hybrid approaches. The identification of the most suitable approach is important to accelerate the preliminary energy assessment. In the first category, several numerical methods have been developed and implemented in specialised software using different mathematical languages. However, these tools require an expert user and a model calibration. The authors, in order to overcome these limitations, have developed an alternative, reliable linear regression model to determine building energy needs. Starting from a detailed …
The exchange rates – indicators for assessing the financial performance of the companies from Romania
2016
Abstract The research aims to determine the financial performance of the companies listed and traded on the Bucharest Stock Exchange from the manufacturing sector in Romania, compared with the performance recorded by the Bucharest Stock Exchange, based on the exchange rates. It was concluded that the financial performance of the companies included in the research, quantified on the basis of the exchange rates, decreased significantly with the arrival of the financial and economic crisis, currently, the companies being unable to reach the level of performance recorded before the crisis.
Linear and nonlinear interest rate sensitivity of Spanish banks
2011
Abstract Interest rate risk is one of the major financial risks faced by banks due to the very nature of the banking business. The most common approach in the literature has been to estimate the impact of interest rate risk on banks using a simple linear regression model. However, the relationship between interest rate changes and bank stock returns does not need to be exclusively linear. This article provides a comprehensive analysis of the interest rate exposure of the Spanish banking industry employing both parametric and non-parametric estimation methods. Its main contribution is to use, for the first time in the context of banks’ interest rate risk, a nonparametric regression technique…
Economic development and agriculture: Managing protected areas and safeguarding the environment
2017
Abstract The establishment of protected areas has been one of the most important interventions to protect biodiversity from the threat of human activities and in particular from the agricultural traditional activities where they have been restricted at the expense of the economy of the territory sparking in literature a heated debate between those who argue the these hinder the socio-economic development and on the other hand are those who argue that is able to advance social welfare. On the basis of these considerations, the weight of agricultural sector of a country is highly linked to the percentage of protected areas even though the trend of the weight of agriculture in the overall econ…
Functional Linear Regression
2018
This article presents a selected bibliography on functional linear regression (FLR) and highlights the key contributions from both applied and theoretical points of view. It first defines FLR in the case of a scalar response and shows how its modelization can also be extended to the case of a functional response. It then considers two kinds of estimation procedures for this slope parameter: projection-based estimators in which regularization is performed through dimension reduction, such as functional principal component regression, and penalized least squares estimators that take into account a penalized least squares minimization problem. The article proceeds by discussing the main asympt…
Functional linear regression with functional rensponse application to prediction of electricity consumption
2008
Functional linear regression model linking observations of a functional response variable with measurements of an explanatory functional variable is considered. The slope function is estimated with a tensor product splines. Some computational issues are addressed by means of a simulation study. This model serves to analyze a real data set concerning electricity consumption in Sardinia. The interest lies in predicting either incoming weekend or incoming weekdays consumption curves if actual weekdays consumption is known.
THE RELATIONSHIP BETWEEN CIVIC FACTORS AND THE MIDDLE PROFICIENCY LEVEL OF CIVIC KNOWLEDGE
2021
This study explores the relationship between civic and citizenship factors and the middle proficiency level of students’ civic knowledge in the Baltic countries: Estonia, Latvia and Lithuania. The study uses large scale data from the IEA’s International Civic and Citizenship Education Study (ICCS) 2016. According to ICCS 2016, 39% of students from the three Baltic countries and only 26% of students from the Nordic countries had a middle proficiency level of civic knowledge. This middle proficiency level is the largest group in comparison to other levels. Therefore, the study aims to recognise the differences between the highest and lowest achievements in the middle proficiency level of civi…
Multivariate versus univariate calibration for nonlinear chemiluminescence data
2001
Abstract Multivariate calibration is tested as an alternative to model chromium(III) concentration versus chemiluminescence registers obtained from luminol-hydrogen peroxide reaction. The multivariate calibration approaches included have been: conventional linear methods (principal component regression (PCR) and partial least squares (PLS)), nonlinear methods (nonlinear variants and variants of locally weighted regression) and linear methods combined with variable selection performed in the original or in the transformed data (stepwise multiple linear regression procedure). Both the direct and inverse univariate approaches have been also tested. The use of a double logarithmic transformatio…
The Norm-P Estimation of Location, Scale and Simple Linear Regression Parameters
1989
A new formulation of the exponential power distributions is used as general error model to describe long-tailed and short -tailed distributed errors. The proposed estimators of the location, scale and structure parameters of this general model and of the simple linear regression parameters when the response variable is affected by errors coming from the previous model should be used instead of robust estimators and against the practice of rejecting outlying observations. Two Monte Carlo simulations prove the good properties of these norm-p estimators.
Comparative analysis of different techniques for spatial interpolation of rainfall data to create a serially complete monthly time series of precipit…
2011
Abstract The availability of good and reliable rainfall data is fundamental for most hydrological analyses and for the design and management of water resources systems. However, in practice, precipitation records often suffer from missing data values mainly due to malfunctioning of raingauge for specific time periods. This is an important issue in practical hydrology because it affects the continuity of rainfall data and ultimately influences the results of hydrologic studies which use rainfall as input. Many methods to estimate missing rainfall data have been proposed in literature and, among these, most are based on spatial interpolation algorithms. In this paper different spatial interpo…