The Effect of Weighting Data on the Goodness of Fit Indicators of the Six Sigma Structural Equation Modeling

The main core of Structural Equation Modeling (SEM) is the parameter estimation process. This process implies a variance-covariance matrix Σ that is close as possible to the sample variance-covariance matrix of data input (S). The six Sigma survey uses ordinal (rank) values from 1 to 5. There are several weighted correlation coefficients that overcome the problems of assigning equal weights to each rank and provide a locally most powerful rank test. This paper extends the SEM estimation method by adding the ordinal weighted techniques to enhance the goodness of fit indicators. A two data sets of the Six Sigma model with different statistics properties are used to investigate this idea. The weight 1.3 enhances the goodness of fit indicators with data set that has a negative skewness, and the weight 0.7 enhances the goodness of fit indicators with data set that has a positive skewness through treating the top-rankings.

A New Variance-Covariance Matrix for Improving Positioning Accuracy in High-Speed GPS Receivers

One of the main challenges in using GPS is reducing the positioning accuracy in high-speed conditions. In this contribution, by considering the effect of spatial correlation between observations in estimating the covariances, we propose a model for determining the variance–covariance matrix (VCM) that improves the positioning accuracy without increasing the computational load. In addition, we compare the performance of the extended Kalman filter (EKF) and unscented Kalman filter (UKF) combined with different dynamic models, along with the proposed VCM in GPS positioning at high speeds. To review and test the methods, we used six motion scenarios with different speeds from medium to high and examined the positioning accuracy of the methods and some of their statistical characteristics. The simulation results demonstrate that the EKF algorithm based on the Gauss–Markov model, along with the proposed VCM (based on the sinusoidal function and considering spatial correlations), performs better and provides at least 30% improvement in the positioning, compared to the other methods.

Study on Likelihood-Ratio-Based Multivariate EWMA Control Chart Using Lasso

Purpose: When applying exponentially weighted moving average (EWMA) multivariate control charts to multivariate statistical process control, in many cases, only some elements of the controlled parameters change. In such situations, control charts applying Lasso are useful. This study proposes a novel multivariate control chart that assumes that only a few elements of the controlled parameters change. Methodology/Approach: We applied Lasso to the conventional likelihood ratio-based EWMA chart; specifically, we considered a multivariate control chart based on a log-likelihood ratio with sparse estimators of the mean vector and variance-covariance matrix. Findings: The results show that 1) it is possible to identify which elements have changed by confirming each sparse estimated parameter, and 2) the proposed procedure outperforms the conventional likelihood ratio-based EWMA chart regardless of the number of parameter elements that change. Research Limitation/Implication: We perform sparse estimation under the assumption that the regularization parameters are known. However, the regularization parameters are often unknown in real life; therefore, it is necessary to discuss how to determine them. Originality/Value of paper: The study provides a natural extension of the conventional likelihood ratio-based EWMA chart to improve interpretability and detection accuracy. Our procedure is expected to solve challenges created by changes in a few elements of the population mean vector and population variance-covariance matrix.

Normality Testing of High-Dimensional Data Based on Principle Component and Jarque-Bera Statistics

The testing of high-dimensional normality has been an important issue and has been intensively studied in literatures, it depends on the Variance-Covariance matrix of the sample, numerous methods have been proposed to reduce the complex of the Variance-Covariance matrix. The principle component analysis(PCA) was widely used since it can project the high-dimensional data into lower dimensional orthogonal space, and the normality of the reduced data can be evaluated by Jarque-Bera(JB) statistic on each principle direction. We propose two combined statistics, the summation and the maximum of one-way JB statistics, upon the independency of each principle direction, to test the multivariate normality of data in high dimensions. The performance of the proposed methods is illustrated by the empirical power of the simulated data of normal data and non-normal data. Two real examples show the validity of our proposed methods.

Normality Testing of High-Dimensional Data Based on Principle Component and Jarque-Bera Statistics

The testing of high-dimensional normality has been an important issue and has been intensively studied in literatures, it depends on the Variance-Covariance matrix of the sample, numerous methods have been proposed to reduce the complex of the Variance-Covariance matrix. The principle component analysis(PCA) was widely used since it can project the high-dimensional data into lower dimensional orthogonal space, and the normality of the reduced data can be evaluated by Jarque-Bera(JB) statistic on each principle direction. We propose two combined statistics, the summation and the maximum of one-way JB statistics, upon the independency of each principle direction, to test the multivariate normality of data in high dimensions. The performance of the proposed methods is illustrated by the empirical power of the simulated data of normal data and non-normal data. Two real examples show the validity of our proposed methods.

GOCO06s – a satellite-only global gravity field model

GOCO06s is the latest satellite-only global gravity field model computed by the GOCO (Gravity Observation Combination) project. It is based on over a billion observations acquired over 15 years from 19 satellites with different complementary observation principles. This combination of different measurement techniques is key in providing consistently high accuracy and best possible spatial resolution of the Earth's gravity field. The motivation for the new release was the availability of reprocessed observation data for the Gravity Recovery and Climate Experiment (GRACE) and Gravity field and steady-state Ocean Circulation Explorer (GOCE), updated background models, and substantial improvements in the processing chains of the individual contributions. Due to the long observation period, the model consists not only of a static gravity field, but comprises additionally modeled temporal variations. These are represented by time-variable spherical harmonic coefficients, using a deterministic model for a regularized trend and annual oscillation. The main focus within the GOCO combination process is on the proper handling of the stochastic behavior of the input data. Appropriate noise modeling for the observations used results in realistic accuracy information for the derived gravity field solution. This accuracy information, represented by the full variance–covariance matrix, is extremely useful for further combination with, for example, terrestrial gravity data and is published together with the solution. The primary model data consisting of potential coefficients representing Earth's static gravity field, together with secular and annual variations, are available on the International Centre for Global Earth Models (http://icgem.gfz-potsdam.de/, last access: 11 June 2020). This data set is identified with the following DOI: https://doi.org/10.5880/ICGEM.2019.002 (Kvas et al., 2019b). Supplementary material consisting of the full variance–covariance matrix of the static potential coefficients and estimated co-seismic mass changes is available at https://ifg.tugraz.at/GOCO (last access: 11 June 2020).

GOCO06s – A satellite-only global gravity field model

GOCO06s is the latest satellite-only global gravity field model computed by the GOCO (Gravity Observation Combination) project. It is based on over a billion observations acquired over 15 years from 19 satellites with different complementary observation principles. This combination of different measurement techniques is key in providing consistent high-accuracy and best possible spatial resolution of the Earth's gravity field. The motivation for the new release was in the availability of reprocessed observation data for GRACE and GOCE, updated background models, and substantial improvements in the processing chains of the individual contributions. Due to the long observation period, the model consists not only of a static gravity field, but comprises additionally modeled temporal variations. These are represented by time variable spherical harmonic coefficients, using a deterministic model for a regularized trend and annual oscillation. The main focus within the GOCO combination process is on the proper handling of the stochastic behavior of the input data. Appropriate noise modelling for the used observations result in realistic accuracy information for the derived gravity field solution. This accuracy information, represented by the full variance-covariance matrix, is extremely useful for further combination with, for example, terrestrial gravity data and is published together with the solution. The primary model data (Kvas et al., 2019b) consisting of potential coefficients representing Earth's static gravity field, together with secular and annual variations are available on International Centre for Global Earth Models (http://icgem.gfz-potsdam.de/, last accessed 2020-06-11). This data set is identified with the DOI https://doi.org/10.5880/ICGEM.2019.002. Supplementary material consisting of the full variance-covariance matrix of the static potential coefficients and estimated co-seismic mass changes are available on https://ifg.tugraz.at/GOCO (last accessed 2020-06-11).