Midas Regression: Parameter Selection of Smoothed Least Squares Estimator

2021 ◽  
Author(s):  
Selma Toker ◽  
Nimet Özbay ◽  
Kristofer Månsson
1996 ◽  
Vol 8 (3) ◽  
pp. 133-144 ◽  
Author(s):  
María del Mar del Pozo Andrés ◽  
Jacques F A Braster

In this article we propose two research techniques that can bridge the gap between quantitative and qualitative historical research. These are: (1) a multiple regression approach that gives information about general patterns between numerical variables and the selection of outliers for qualitative analysis; (2) a homogeneity analysis with alternating least squares that results in a two-dimensional picture in which the relationships between categorical variables are graphically presented.


2012 ◽  
Vol 19 (1) ◽  
pp. 39-48 ◽  
Author(s):  
Jarosław Zygarlicki ◽  
Janusz Mroczka

Variable-Frequency Prony Method in the Analysis of Electrical Power QualityThe article presents a new modification of the the least squares Prony method. The so-called variable-frequency Prony method can be a useful tool for estimating parameters of sinusoidal components, which, in the analyzed signal, are characterized by time-dependent frequencies. The authors propose use of the presented method for testing the quality of electric energy. It allows observation of phenomena which, when using traditional methods, are averaged in the analysis window. The proposed modification of least squares Prony method is based on introduction and specific selection of a frequency matrix. This matrix represents frequencies of estimated components and their variability in time.


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