Search results for "Robustne"
showing 10 items of 515 documents
Pricing to market behaviour in European car markets
2003
Abstract This paper investigates PTM behaviour in European car markets for a period of great interest (1993–98), taking into account the role of invoicing currency. The results indicate that local currency price stability is a strong and pervasive phenomenon across products independently of the invoicing currency. The paper offers robustness checks, tests and arguments that justify the interpretation of this finding, at least in part, as evidence of PTM. It implies the existence of market segmentation and price discrimination, despite the completion of the single market programme on 1 January 1993.
Robust Conditional Independence maps of single-voxel Magnetic Resonance Spectra to elucidate associations between brain tumours and metabolites.
2020
The aim of the paper is two-fold. First, we show that structure finding with the PC algorithm can be inherently unstable and requires further operational constraints in order to consistently obtain models that are faithful to the data. We propose a methodology to stabilise the structure finding process, minimising both false positive and false negative error rates. This is demonstrated with synthetic data. Second, to apply the proposed structure finding methodology to a data set comprising single-voxel Magnetic Resonance Spectra of normal brain and three classes of brain tumours, to elucidate the associations between brain tumour types and a range of observed metabolites that are known to b…
A study on the degree of relationship between two individuals.
2000
The paper studies the likely degree of relationship between two individuals who could possibly be half sibs. The possible common ancestor was dead, which further complicated the problem. The model used was devised by Thompson [in Rao and Chakraborty (eds): Handbook of Statistics, North-Holland, Amsterdam, 1991] and establishes a correspondence between the possible degree of relationship and certain feasible probability distributions on the number of identical by descent genes. Two statistical approaches are considered: the classical one, in which the maximum likelihood estimation for the parameters of Thompson’s model are obtained, and the Bayesian one, in which the test of the hypothesis o…
Fast Distributed Subspace Projection via Graph Filters
2018
A significant number of linear inference problems in wireless sensor networks can be solved by projecting the observed signal onto a given subspace. Decentralized approaches avoid the need for performing such an operation at a central processor, thereby reducing congestion and increasing the robustness and the scalability of the network. Unfortunately, existing decentralized approaches either confine themselves to a reduced family of subspace projection tasks or need an infinite number of iterations to obtain the exact projection. To remedy these limitations, this paper develops a framework for computing a wide class of subspace projections in a decentralized fashion by relying on the notio…
Robust fault detection filter design for a class of linear systems with mixed time-varying delays and nonlinear perturbations
2009
In this note, the problem of robust fault detection filter (RFDF) design for a class of linear systems subjected to some nonlinear perturbations and mixed neutral and discrete time-varying delays is investigated based on an H ∞ performance condition. By introducing a descriptor technique, using Lyapunov-Krasovskii functional and a suitable change of variables, new required sufficient conditions are established in terms of delay-dependent linear matrix inequalities (LMIs) to synthesize the residual generation scheme. Based on Luenberger type observers, the explicit expression of the filters is derived for the fault such that both asymptotic stability and a prescribed level of disturbance att…
Robustness of the risk–return relationship in the U.S. stock market
2008
Abstract Using GARCH-in-Mean models, we study the robustness of the risk–return relationship in monthly U.S. stock market returns (1928:1–2004:12) with respect to the specification of the conditional mean equation. The issue is important because in this commonly used framework, unnecessarily including an intercept is known to distort conclusions. The existence of the relationship is relatively robust, but its strength depends on the prior belief concerning the intercept. The latter applies in particular to the first half of the sample, where also the coefficient of the relative risk aversion is smaller and the equity premium greater than in the latter half.
Foetal ECG recovery using dynamic neural networks
2002
Non-invasive electrocardiography has proven to be a very interesting method for obtaining information about the foetus state and thus to assure its well-being during pregnancy. One of the main applications in this field is foetal electrocardiogram (ECG) recovery by means of automatic methods. Evident problems found in the literature are the limited number of available registers, the lack of performance indicators, and the limited use of non-linear adaptive methods. In order to circumvent these problems, we first introduce the generation of synthetic registers and discuss the influence of different kinds of noise to the modelling. Second, a method which is based on numerical (correlation coe…
Optimization of Long-Run Average-Flow Cost in Networks With Time-Varying Unknown Demand
2010
We consider continuous-time robust network flows with capacity constraints and unknown but bounded time-varying demand. The problem of interest is to design a control strategy off-line with no knowledge of the demand realization. Such a control strategy regulates the flow on-line as a function of the realized demand. We address both the case of systems without and with buffers. The main novelty in this work is that we consider a convex cost which is a function of the long-run average-flow and average-demand. We distinguish a worst-case scenario where the demand is the worst-one from a deterministic scenario where the demand has a neutral behavior. The resulting strategies are called min-max…
A decentralized solution for the constrained minimum cost flow
2010
In this paper we propose a decentralized solution to the problem of network stabilization, under flow constraints ensuring steady—state flow optimality. We propose a stabilizing strategy for network flow control with capacity constraints which drives the buffer levels arbitrarily close to a desired reference. This is a decentralized strategy optimizing the flow via the minimization of a quadratic cost of the control. A second problem characterized by non-fully connected networks is also considered, for which an exact network equilibrium is not possible. Here, the strategy, in the absence of constraints leads to a least square decentralized problem, but, unfortunately, in the presence of con…
Automatic EKF tuning for UAS path following in turbulent air
2018
By using two simultaneously working Extended Kalman Filters, a procedure is implemented in order to perform in a fully autonomous way the path following in turbulent air. To guarantee the robustness of the proposed algorithm, an automatic tuning procedure is proposed to determine optimal values of Process and Measurement Noise statistics. Such a procedure is based on both the characteristics of the disturbances and the desired flight path; in particular, a specific performance index is applied to tune filters. In this way control laws are adapted to the flight condition and these lead to an optimal path-following. This research represents an upload of previous papers. It allows eliminating …