On the least squares estimator asymptotic normality of the multivariate symmetric textured surface parameters

A multivariate trigonometric regression model is considered. Various discrete modifications of the similar bivariate model received serious attention in the literature on signal and image processing due to multiple applications in the analysis of symmetric textured surfaces. In the paper asymptotic normality of the least squares estimator for amplitudes and angular frequencies is obtained in multivariate trigonometric model assuming that the random noise is a homogeneous or homogeneous and isotropic Gaussian, in particular, strongly dependent random field on R M , M > 2. \mathbb {R}^M,\,\, M>2.

A comparative study of univariate models for container throughput forecasting of major ports in Asia

This study aims to make comparisons on different univariate forecasting methods and provides a more accurate short-term forecasting model on the container throughput for rendering a reference to relevant authorities. We collected monthly data regarding container throughput volumes for three major ports in Asia, Shanghai, Singapore, and Busan Ports. Six different univariate methods, including the grey forecasting model, the hybrid grey forecasting model, the multiplicative decomposition model, the trigonometric regression model, the regression model with seasonal dummy variables, and the seasonal autoregressive integrated moving average (SARIMA) model, were used. We found that the hybrid grey forecasting model outperforms the other univariate models. This study’s findings can provide a more accurate short-term forecasting model for container throughput to create a reference for port authorities.

COVID-19 mortality analysis from soft-data multivariate curve regression and machine learning

A multiple objective space-time forecasting approach is presented involving cyclical curve log-regression, and multivariate time series spatial residual correlation analysis. Specifically, the mean quadratic loss function is minimized in the framework of trigonometric regression. While, in our subsequent spatial residual correlation analysis, maximization of the likelihood allows us to compute the posterior mode in a Bayesian multivariate time series soft-data framework. The presented approach is applied to the analysis of COVID-19 mortality in the first wave affecting the Spanish Communities, since March, 8, 2020 until May, 13, 2020. An empirical comparative study with Machine Learning (ML) regression, based on random k-fold cross-validation, and bootstrapping confidence interval and probability density estimation, is carried out. This empirical analysis also investigates the performance of ML regression models in a hard- and soft-data frameworks. The results could be extrapolated to other counts, countries, and posterior COVID-19 waves.

D-optimal designs of experiments for trigonometric regression on interval with heteroscedastic observations

In article the problem of construction continuous (number of observations is not fixed) D-optimal designs of experiments for trigonometric regression in a case when variance of errors of observations depend on a point in which is made is investigated. Class of functions which describe change variance of heteroscedastic observations is defined for which it is possible construct continuous D-optimal designs of experiments. For trigonometric regression with three factors it is constructed continuous D-optimal designs of experiments with different types heteroscedastic observations. For each of these types the own class of functions describing change variance of observations is defined.

CosinorPy: a python package for cosinor-based rhythmometry

Background Even though several computational methods for rhythmicity detection and analysis of biological data have been proposed in recent years, classical trigonometric regression based on cosinor still has several advantages over these methods and is still widely used. Different software packages for cosinor-based rhythmometry exist, but lack certain functionalities and require data in different, non-unified input formats. Results We present CosinorPy, a Python implementation of cosinor-based methods for rhythmicity detection and analysis. CosinorPy merges and extends the functionalities of existing cosinor packages. It supports the analysis of rhythmic data using single- or multi-component cosinor models, automatic selection of the best model, population-mean cosinor regression, and differential rhythmicity assessment. Moreover, it implements functions that can be used in a design of experiments, a synthetic data generator, and import and export of data in different formats. Conclusion CosinorPy is an easy-to-use Python package for straightforward detection and analysis of rhythmicity requiring minimal statistical knowledge, and produces publication-ready figures. Its code, examples, and documentation are available to download from https://github.com/mmoskon/CosinorPy. CosinorPy can be installed manually or by using pip, the package manager for Python packages. The implementation reported in this paper corresponds to the software release v1.1.

Asymptotic normality of the least squares estimate in trigonometric regression with strongly dependent noise

The least squares estimator asymptotic properties of the parameters of trigonometric regression model with strongly dependent noise are studied. The goal of the work lies in obtaining the requirements to regression function and time series that simulates the random noise under which the least squares estimator of regression model parameters are asymptotically normal. Trigonometric regression model with discrete observation time and open convex parametric set is research object. Asymptotic normality of trigonometric regression model parameters the least squares estimator is research subject. For obtaining the thesis results complicated concepts of time series theory and time series statistics have been used, namely: local transformation of Gaussian stationary time series, stationary time series with singular spectral density, spectral measure of regression function, admissibility of singular spectral density of stationary time series in relation to this measure, expansions by Chebyshev-Hermite polynomials of the transformed Gaussian time series values and it’s covariances, central limit theorem for weighted vector sums of the values of such a local transformation and Brouwer fixed point theorem.