Search results for "Non-linear least squares"
showing 9 items of 9 documents
Flexible Estimation of Heteroskedastic Stochastic Frontier Models via Two-step Iterative Nonlinear Least Squares
2019
Despite its importance, the monotonicity condition is typically overlooked in stochastic frontier analysis. This article illustrates a straightforward and useful method for the estimation of semiparametric stochastic frontier models imposing such constraint and incorporating exogenous inefficiency effects exploiting the scaling property. An iterative estimation algorithm based on nonlinear least squares is developed and the behavior of the proposed procedure is investigated through a set of Monte Carlo experiments comparing its finite sample properties with those of available alternatives. The simulation results highlight very good performance of the new algorithm which outperforms the comp…
Algorithms for rational discrete least squares approximation
1975
In this paper an algorithm for the computation of a locally optimal polefree solution to the discrete rational least squares problem under a mild regularity condition is presented. It is based on an adaptation of projection methods [8], [12], [13], [14], [18], [19] to the modified Gaus-Newton method [4], [10]. A special device makes possible the direct handling of the infinitely many linear constraints present in this problem.
Photoluminescence study of terbium-exchanged ultrastable Y zeolites: Number of species, photoluminescence decays and decay-associated spectra
2008
Terbium-exchanged ultrastable Y (USY) zeolites were investigated by using time-resolved photoluminescence spectroscopy techniques and methods. To determine the distribution of terbium species in USY zeolites together with their photoluminescence properties, several analysis methods for the time-resolved luminescence spectra were used such as the area normalization of time-resolved photoluminescence spectra, singular value decomposition, global nonlinear least squares, and the maximum entropy. Except for a questionable long lifetime, small contribution of a terbium species with lifetime of 1.9¿2.1 ms, all the experimental and analysis results converged to a two terbium species distribution w…
Maximum Likelihood Estimation and non-linear least squares fitting with Levenberg-Marquardt Algorithm implementation in FPGA devices for high resolut…
2012
This work compares two possible solutions to achieve a higher resolution in a hodoscope based on Plastic Scintillating Fibers (PSF) by obtaining the point of maximum incidence of the radioactive beam. The two fitting algorithms proposed have been tested and implemented in Field Programmable Gate Array (FPGA) devices. On one hand, a probabilistic model based on the Maximum Likelihood Estimation (MLE) and on the other hand, non-linear least-squares fit with the Levenberg-Marquardt Algorithm (LMA).
Algorithms for Rational Discrete Least Squares Approximation Part I: Unconstrained Optimization
1976
In this paper a modification of L. Wittmeyer’s method ([1], [14]) for rational discrete least squares approximation is given which corrects for its failure to converge to a non-optimal point in general. The modification makes necessary very little additional computing effort only. It is analysed thoroughly with respect to its conditions for convergence and its numerical properties. A suitable implementation is shown to be benign in the sense of F. L. Bauer [2]. The algorithm has proven successful even in adverse situations.
A generalization of the orthogonal regression technique for life cycle inventory
2012
Life cycle assessment (LCA) is a method used to quantify the environmental impacts of a product, process, or service across its whole life cycle. One of the problems occurring when the system at hand involves processes delivering more than one valuable output is the apportionment of resource consumption and environmental burdens in the correct proportion amongst the products. The mathematical formulation of the problem is represented by the solution of an over-determined system of linear equations. The paper describes the application of an iterative algorithm for the implementation of least square regression to solve this over-determined system directly in its rectangular form. The applied …
TOWARD A SOLUTION OF ALLOCATION IN LIFE CYCLE INVENTORIES: THE USE OF LEAST SQUARES TECHNIQUES
2010
Purpose: The matrix method for the solution of the so-called inventory problem in LCA generally determines the inventory vector related to a specific system of processes by solving a system of linear equations. The paper proposes a new approach to deal with systems characterized by a rectangular (and thus non-invertible) coefficients matrix. The approach, based on the application of regression techniques, allows solving the system without using computational expedients such as the allocation procedure. Methods: The regression techniques used in the paper are (besides the ordinary least squares, OLS) total least squares (TLS) and data least squares (DLS). In this paper, the authors present t…
A modified least squares FE-method for ideal fluid flow problems
1982
A modified least squares FE-method suitable e.g. for calculating the ideal fluid flow is presented. It turns out to be essentially more efficient than the conventional least squares method. peerReviewed
Quantile regression via iterative least squares computations
2012
We present an estimating framework for quantile regression where the usual L 1-norm objective function is replaced by its smooth parametric approximation. An exact path-following algorithm is derived, leading to the well-known ‘basic’ solutions interpolating exactly a number of observations equal to the number of parameters being estimated. We discuss briefly possible practical implications of the proposed approach, such as early stopping for large data sets, confidence intervals, and additional topics for future research.