scholarly journals Nonparametric estimation in a regression model with additive and multiplicative noise

2020 ◽  
Vol 380 ◽  
pp. 112971 ◽  
Author(s):  
Christophe Chesneau ◽  
Salima El Kolei ◽  
Junke Kou ◽  
Fabien Navarro
Mathematics ◽  
2021 ◽  
Vol 9 (12) ◽  
pp. 1329
Author(s):  
Lev Ryashko ◽  
Dmitri V. Alexandrov ◽  
Irina Bashkirtseva

A problem of the noise-induced generation and shifts of phantom attractors in nonlinear dynamical systems is considered. On the basis of the model describing interaction of the climate and vegetation we study the probabilistic mechanisms of noise-induced systematic shifts in global temperature both upward (“warming”) and downward (“freezing”). These shifts are associated with changes in the area of Earth covered by vegetation. The mathematical study of these noise-induced phenomena is performed within the framework of the stochastic theory of phantom attractors in slow-fast systems. We give a theoretical description of stochastic generation and shifts of phantom attractors based on the method of freezing a slow variable and averaging a fast one. The probabilistic mechanisms of oppositely directed shifts caused by additive and multiplicative noise are discussed.


2012 ◽  
Vol 66 (4) ◽  
pp. 479-500 ◽  
Author(s):  
P. Huang ◽  
Y. Pi ◽  
I. Progri

In some Global Positioning System (GPS) signal propagation environments, especially in the ionosphere and urban areas with heavy multipath, GPS signal encounters not only additive noise but also multiplicative noise. In this paper we compare and contrast the conventional GPS signal acquisition method which focuses on handling GPS signal acquisition with additive noise, with the enhanced GPS signal processing under multiplicative noise by proposing an extension of the GPS detection mechanism, to include the GPS detection model that explains detection of the GPS signal under additive and multiplicative noise. For this purpose, a novel GPS signal detection scheme based on high order cyclostationarity is proposed. The principle is introduced, the GPS signal detection structure is described, the ambiguity of initial PseudoRandom Noise (PRN) code phase and Doppler shift of GPS signal is analysed. From the simulation results, the received GPS signal at low power level, which is degraded by additive and multiplicative noise, can be detected under the condition that the received block of GPS data length is at least 1·6 ms and sampling frequency is at least 5 MHz.


2021 ◽  
Vol 14 (1) ◽  
pp. 89-97
Author(s):  
Dewi Retno Sari Saputro ◽  
Sulistyaningsih Sulistyaningsih ◽  
Purnami Widyaningsih

The regression model that can be used to model spatial data is Spatial Autoregressive (SAR) model. The level of accuracy of the estimated parameters of the SAR model can be improved, especially to provide better results and can reduce the error rate by resampling method. Resampling is done by adding noise (noise) to the data using Ensemble Learning (EL) with multiplicative noise. The research objective is to estimate the parameters of the SAR model using EL with multiplicative noise. In this research was also applied a spatial regression model of the ensemble non-hybrid multiplicative noise which has a lognormal distribution of cases on poverty data in East Java in 2016. The results showed that the estimated value of the non-hybrid spatial ensemble spatial regression model with multiplicative noise with a lognormal distribution was obtained from the average parameter estimation of 10 Spatial Error Model (SEM) resulting from resampling. The multiplicative noise used is generated from lognormal distributions with an average of one and a standard deviation of 0.433. The Root Mean Squared Error (RMSE) value generated by the non-hybrid spatial ensemble regression model with multiplicative noise with a lognormal distribution is 22.99.


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