PROPERTIES OF ESTIMATES OF THE MEAN SQUARE ERROR OF PREDICTION IN AUTOREGRESSIVE MODELS

Author(s):  
Paul Shaman
1989 ◽  
Vol 38 (1-2) ◽  
pp. 43-56 ◽  
Author(s):  
A. K. Basu ◽  
S. Sen Roy

In this paper the asymptotic properties of the estimated predictor of a k-dimensional, pth order autoregressive process with dependent error variables and a general set-up of the roots have been considered. An expression for the mean-square-error of the estimated predictor has also been obtained.


2020 ◽  
Vol 2 (127) ◽  
pp. 103-116
Author(s):  
Aleksandr Sarichev ◽  
Bogdan Perviy

The developed method, which is a modification of the previously developed methods for constructing autoregressive models, is used to simulate the motion of space objects in the time series of their TLE elements. The modeling system has been developed that includes: determining the optimal volume of training samples in modeling time series of TLE elements; determination of the autoregression order for each variable (TLE element); determination of the optimal structure and identification of the parameters of the autoregressive model for each variable; identification of patterns of evolution of the mean square error of autoregressive models in time based on the modeling of time series of TLE elements according to the principle of "moving interval".


1978 ◽  
Vol 48 ◽  
pp. 227-228
Author(s):  
Y. Requième

In spite of important delays in the initial planning, the full automation of the Bordeaux meridian circle is progressing well and will be ready for regular observations by the middle of the next year. It is expected that the mean square error for one observation will be about ±0.”10 in the two coordinates for declinations up to 87°.


2018 ◽  
Vol 934 (4) ◽  
pp. 59-62
Author(s):  
V.I. Salnikov

The question of calculating the limiting values of residuals in geodesic constructions is considered in the case when the limiting value for measurement errors is assumed equal to 3m, ie ∆рred = 3m, where m is the mean square error of the measurement. Larger errors are rejected. At present, the limiting value for the residual is calculated by the formula 3m√n, where n is the number of measurements. The article draws attention to two contradictions between theory and practice arising from the use of this formula. First, the formula is derived from the classical law of the normal Gaussian distribution, and it is applied to the truncated law of the normal distribution. And, secondly, as shown in [1], when ∆рred = 2m, the sums of errors naturally take the value equal to ?pred, after which the number of errors in the sum starts anew. This article establishes its validity for ∆рred = 3m. A table of comparative values of the tolerances valid and recommended for more stringent ones is given. The article gives a graph of applied and recommended tolerances for ∆рred = 3m.


Sensors ◽  
2021 ◽  
Vol 21 (5) ◽  
pp. 1631
Author(s):  
Bruno Guilherme Martini ◽  
Gilson Augusto Helfer ◽  
Jorge Luis Victória Barbosa ◽  
Regina Célia Espinosa Modolo ◽  
Marcio Rosa da Silva ◽  
...  

The application of ubiquitous computing has increased in recent years, especially due to the development of technologies such as mobile computing, more accurate sensors, and specific protocols for the Internet of Things (IoT). One of the trends in this area of research is the use of context awareness. In agriculture, the context involves the environment, for example, the conditions found inside a greenhouse. Recently, a series of studies have proposed the use of sensors to monitor production and/or the use of cameras to obtain information about cultivation, providing data, reminders, and alerts to farmers. This article proposes a computational model for indoor agriculture called IndoorPlant. The model uses the analysis of context histories to provide intelligent generic services, such as predicting productivity, indicating problems that cultivation may suffer, and giving suggestions for improvements in greenhouse parameters. IndoorPlant was tested in three scenarios of the daily life of farmers with hydroponic production data that were obtained during seven months of cultivation of radicchio, lettuce, and arugula. Finally, the article presents the results obtained through intelligent services that use context histories. The scenarios used services to recommend improvements in cultivation, profiles and, finally, prediction of the cultivation time of radicchio, lettuce, and arugula using the partial least squares (PLS) regression technique. The prediction results were relevant since the following values were obtained: 0.96 (R2, coefficient of determination), 1.06 (RMSEC, square root of the mean square error of calibration), and 1.94 (RMSECV, square root of the mean square error of cross validation) for radicchio; 0.95 (R2), 1.37 (RMSEC), and 3.31 (RMSECV) for lettuce; 0.93 (R2), 1.10 (RMSEC), and 1.89 (RMSECV) for arugula. Eight farmers with different functions on the farm filled out a survey based on the technology acceptance model (TAM). The results showed 92% acceptance regarding utility and 98% acceptance for ease of use.


2011 ◽  
Vol 57 (7) ◽  
pp. 4622-4635 ◽  
Author(s):  
Bernhard G. Bodmann ◽  
Pankaj K. Singh

2021 ◽  
pp. 58-60
Author(s):  
Naziru Fadisanku Haruna ◽  
Ran Vijay Kumar Singh ◽  
Samsudeen Dahiru

In This paper a modied ratio-type estimator for nite population mean under stratied random sampling using single auxiliary variable has been proposed. The expression for mean square error and bias of the proposed estimator are derived up to the rst order of approximation. The expression for minimum mean square error of proposed estimator is also obtained. The mean square error the proposed estimator is compared with other existing estimators theoretically and condition are obtained under which proposed estimator performed better. A real life population data set has been considered to compare the efciency of the proposed estimator numerically.


2010 ◽  
Vol 40 (8) ◽  
pp. 1844-1847 ◽  
Author(s):  
Dimas Estrasulas de Oliveira ◽  
Luis Orlindo Tedeschi

Saturated aliphatic hydrocarbons (n-alkanes) were extracted from feed, orts, and bovine fecal samples using disposable, plastic 5mL-syringes as an alternative material to disposable columns, which are normally used in the liquid-solid extraction phase of n-alkanes. For both methods, the n-alkane extracts (carbon chain length between 31 and 36 atoms) were identified using gas chromatography. The linear regression between methods were: 1) feces: column Alkane=2.63+0.92×syringeAlkane [r²=0.94, square root of the mean square error (RMSE)=13.7mg kg-1, n=30] from which the intercept and the slope did not simultaneously differ from zero and unity (P>0.05), respectively; 2) feeds: column Alkane=0.36+1.12×syringeAlkane (r²=0.85, RMSE=1.9mg kg-1, n=21) from which the intercept and the slope did not simultaneously differ from zero and unity (P>0.05), respectively; 3) orts: column Alkane=0.49+0.92×syringeAlkane (r²=0.98, RMSE=1.2mg kg-1, n=15) from which the intercept and the slope did not simultaneously differ from zero and unity (P>0.05), respectively. Materials with low concentration of n-alkanes may affect the values obtained in both methods. These results suggested that disposable plastic syringes might be a viable alternative to columns thus, reducing analytical costs.


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