scholarly journals The Impact of Outliers on Parameter Estimation Method for Bilinear Model

2020 ◽  
pp. 1-7
Author(s):  
Mohd Isfahani Ismail ◽  
Hazlina Ali ◽  
Sharipah Soaad Syed Yahaya

Nonlinear least squares (NLS) method along with Newton-Raphson (NR) iterative procedure is the best method to estimate parameters for bilinear model. However, the existence of outliers will affect the estimated value of the parameter and its validity can be doubtful. This statement was proven by conducting simulation analysis for the bilinear model, especially on bilinear (1,0,1,1) model without and with the existence of additive outlier (AO), innovational outlier (IO), temporary change (TC) and level change (LC) in the data. The performance of the NLS method is measured in terms of bias. Numerical results show that, in general, the NLS method performs better in estimating the parameters without the existence of AO, IO, TC or LC in the data. Keywords: bilinear model; nonlinear least squares; Newton-Raphson; additive outlier; innovational outlier; temporary change; level change

2015 ◽  
Vol 20 (5) ◽  
pp. 1038-1049 ◽  
Author(s):  
Grant M. Kopec ◽  
Julian M. Allwood ◽  
Jonathan M. Cullen ◽  
Daniel Ralph

2012 ◽  
Vol 24 (2) ◽  
pp. 363-371 ◽  
Author(s):  
Shunsuke Toritani ◽  
◽  
Ruhizan Liza Ahmad Shauri ◽  
Kenzo Nonami ◽  
Daigo Fujiwara

In this paper, we present an Inverse Kinematics (IK) algorithm based on the nonlinear least-squares method for redundant manipulators. The Newton-Raphson (NR) method is a commonmethod for IK calculation of redundant manipulators. The NR method, however, causes many problems in terms of joint angle limits, singularity, and solvability. Severalmethods have therefore been proposed to solve these problems. Most, however, focus only on IK calculation performance when a desired trajectory moves outside of the workspace. A manipulator is required to move continuously, even after a desired trajectory moves outside of the workspace. It is thus also necessary to implement the IK calculation method for bringing a desired trajectory back into the workspace. In this study, we propose a user-friendly method for robotic manipulation that is capable of implementing accurate IK calculation when a desired trajectorymust be returned to the workspace.


1974 ◽  
Vol 28 (5) ◽  
pp. 663-669 ◽  
Author(s):  
Allen J. Pope

The following discussion of Newton-Raphson and Newton-Gauss applied to least squares adjustment of nonlinear conditions with parameters is abstracted from the longer paper, “Modern Trends in Adjustment Calculus”, presented at the International Symposium on Problems Related to the Redefinition of North American Geodetic Networks, Fredericton, New Brunswick. Copies are available from the author. This paper attempts a broad survey of some interesting, useful, or potentially useful, developments in today’s geodetic adjustment theory. Special consideration is given to relevant inputs from numerical analysis and statistics.


2021 ◽  
Vol 32 (86) ◽  
pp. 224-240
Author(s):  
Silvia Pereira da Rocha ◽  
Francisco Antonio Bezerra

ABSTRACT This article evaluates the impact of the disclosure of the participation of Brazilian firms listed on the Bolsa Brasil Balcão (B3) in corruption scandals through media scrutiny and by disclosure of independent auditors on the quality of accounting information, measured from the perspective of accounting conservatism. We examine the possible theoretical link between the disclosure of corruption scandals and the quality of accounting information in the Brazilian context. Brazil has gone through successive corruption scandals involving firms and government entities in different levels. Accounting can be an important tool to mitigate said risks based on the artifacts it has to inform key stakeholders. However, it is necessary to identify the extent to which these artifacts can be influenced by the actors involved in these scandals. The research places accounting as an instrument subject to pressures from different interests and that may be shaped to them. Although accounting is an instrument that must aim to reduce information asymmetry, preventing the harmful effects of corruption, in specific contexts, it can be used in the opposite direction, such as in cases of corruption and economic crises. We used the model based on Ball and Shivakumar (2005) with specific modeling characteristics for corruption and crisis. The models were estimated using the Stata 13 software using the pooled approach using the Ordinary Least Squares (OLS) estimation method, clustered by year and economic sector, and the Generalized Least Squares (GSL) estimator. The results point to the presence of conservatism when disclosing involvement in investigations of corruption crimes in Brazil. This behavior was less intense in firms effectively mentioned in these events. These results highlight the relevance of studies aimed at clarifying the connections between corruption and accounting reports, enabling the development of measures to curb corruption in the business environment.


2020 ◽  
Vol 90 (3) ◽  
pp. 30502
Author(s):  
Alessandro Fantoni ◽  
João Costa ◽  
Paulo Lourenço ◽  
Manuela Vieira

Amorphous silicon PECVD photonic integrated devices are promising candidates for low cost sensing applications. This manuscript reports a simulation analysis about the impact on the overall efficiency caused by the lithography imperfections in the deposition process. The tolerance to the fabrication defects of a photonic sensor based on surface plasmonic resonance is analysed. The simulations are performed with FDTD and BPM algorithms. The device is a plasmonic interferometer composed by an a-Si:H waveguide covered by a thin gold layer. The sensing analysis is performed by equally splitting the input light into two arms, allowing the sensor to be calibrated by its reference arm. Two different 1 × 2 power splitter configurations are presented: a directional coupler and a multimode interference splitter. The waveguide sidewall roughness is considered as the major negative effect caused by deposition imperfections. The simulation results show that plasmonic effects can be excited in the interferometric waveguide structure, allowing a sensing device with enough sensitivity to support the functioning of a bio sensor for high throughput screening. In addition, the good tolerance to the waveguide wall roughness, points out the PECVD deposition technique as reliable method for the overall sensor system to be produced in a low-cost system. The large area deposition of photonics structures, allowed by the PECVD method, can be explored to design a multiplexed system for analysis of multiple biomarkers to further increase the tolerance to fabrication defects.


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