On the Optimal Parameters for Reconstruction and Forecasting in Singular Spectrum Analysis

There are two main parameters in Singular Spectrum Analysis (SSA). The aim of this study is to determine whether the optimal values of these parameters are different for reconstruction and forecasting stages, and if those are worth the extra computational effort and time which they require. Here, we evaluate these issues using simulation study.     

On risk-averse maximum weighted subgraph problems

In this work, we consider a class of risk-averse maximum weighted subgraph problems (R-MWSP). Namely, assuming that each vertex of the graph is associated with a stochastic weight, such that the joint distribution is known, the goal is to obtain a subgraph of minimum risk satisfying a given hereditary property. We employ a stochastic programming framework that is based on the formalism of modern theory of risk measures in order to find minimum-risk hereditary structures in graphs with stochastic vertex weights. The introduced form of risk function for measuring the risk of subgraphs ensures that optimal solutions of R-MWS problems represent maximal subgraphs. A graph-based branch-and-bound (BnB) algorithm for solving the proposed problems is developed and illustrated on a special case of risk-averse maximum weighted clique problem. Numerical experiments on randomly generated Erdös-Rényi graphs demonstrate the computational performance of the developed BnB.     

Efficiency of the generalized difference-based Liu estimators in semiparametric regression models with correlated errors

In this paper, a generalized difference-based estimator is introduced for the vector parameter β in the semiparametric regression model when the errors are correlated. A generalized difference-based Liu estimator is defined for the vector parameter β in the semiparametric regression model. Under the linear nonstochastic constraint Rβ=r, the generalized restricted difference-based Liu estimator is given. The risk function for the β?_GRD(η) associated with weighted balanced loss function is presented. The performance of the proposed estimators is evaluated by a simulated data set.     

Identification of outlying height and weight data in the Iranian National Health Survey 1990-92

Data on the weights and heights of children 2-18 yeas old in Iran were obtained in a National Health Survey of 10 660 families in 1990-92. Data were 'cleaned' in 1 year age groups. After excluding gross outliers by inspection of bivariate scatter plots, Box-Cox power transformations were used to normalize the distributions of height and weight. If a multivariate Box-Cox power transformation to normality exists, then it is equivalent to normalizing the data variable by variable. After excluding gross outliers, exclusions based on the Mahalanobis distance were almost identical to those identified by Hadi's iterative procedure, because the percentages of outliers were small. In all, 1% of the observations were gross outliers and a further 0.4% were identified by multivariate analysis. Review of records showed that the outliers identified by multivariate analysis resulted from data-processing errors. After transformation and 'cleaning', the data quality was excellent and suitable for the construction of growth charts.     

On ridge parameter estimators under stochastic subspace hypothesis

This paper considers several estimators for estimating the restricted ridge parameter estimators. A simulation study has been conducted to compare the performance of these estimators. Based on the simulation study we found that, increasing the correlation between the independent variables has positive effect on the mean square error (MSE). However, increasing the value of ρ has negative effect on MSE. When the sample size increases, the MSE decreases even when the correlation between the independent variables is large. Two real life examples have been considered to illustrate the performance of the estimators.     

A bayesian analysis of the mixed linear model

The mixed model is defined. The exact posterior distribution for the fixed effect vector is obtained. The exact posterior distribution for the error variance is obtained. The exact posterior mean and variance of a Bayesian estimator for the variances of random effects is also derived. All computations are non-iterative and avoid numerical integrations.     

The impact of in-vehicle cell-phone use on accidents or near-accidents among college students

With in-vehicle use of cell phones rapidly increasing, the safety of young drivers, who represent 14% of licensed drivers but 26% of drivers involved in fatal crashes, may be disproportionately threatened. The authors used a questionnaire to examine the association between in-vehicle cell-phone use and accidents or near-accidents among 1,291 conveniently recruited college students in 4 states. Of the 1,185 respondents who were drivers, 87% had a cell phone, and 86% of the cell-phone owners reported talking while driving at least occasionally. Of the 762 reported accidents or near-accidents, 21% (n = 159) involved at least 1 of the drivers talking while driving. Chi-square tests and logistic regression analyses showed that the frequency, not the duration, of drivers talking while driving was related to experiencing accidents or near-accidents. Differences between drivers who used cell phones and nonusers in unsafe driving behaviors and attitudes were also examined, and target groups for intervention efforts against talking on a cell phone while driving are suggested.     

Majorization and the spectral radius of starlike trees

A starlike tree is a tree with exactly one vertex of degree greater than two. The spectral radius of a graph G, that is denoted by \(\lambda (G)\), is the largest eigenvalue of G. Let k and \(n_1,\ldots ,n_k\) be some positive integers. Let \(T(n_1,\ldots ,n_k)\) be the tree T (T is a path or a starlike tree) such that T has a vertex v so that \(T{\setminus } v\) is the disjoint union of the paths \(P_{n_1-1},\ldots ,P_{n_k-1}\) where every neighbor of v in T has degree one or two. Let \(P=(p_1,\ldots ,p_k)\) and \(Q=(q_1,\ldots ,q_k)\), where \(p_1\ge \cdots \ge p_k\ge 1\) and \(q_1\ge \cdots \ge q_k\ge 1\) are integer. We say P majorizes Q and let \(P\succeq _M Q\), if for every j, \(1\le j\le k\), \(\sum _{i=1}^{j}p_i\ge \sum _{i=1}^{j}q_i\), with equality if \(j=k\). In this paper we show that if P majorizes Q, that is \((p_1,\ldots ,p_k)\succeq _M(q_1,\ldots ,q_k)\), then \(\lambda (T(q_1,\ldots ,q_k))\ge \lambda (T(p_1,\ldots ,p_k))\).     

Measuring Human,Physical and Structural Capital Efficiency Performance of Insurance Companies

Based on the strategy perspective of intellectual capital, this paper proposes an integrated framework that is practical to estimate the human, physical, and structural capitals (intellectual capital) efficiency performance, at firm level. This paper uses a dynamic network data envelopment analysis model to estimate the intellectual capital efficiency at three levels in the insurance industry over the period of 2005–2012. Within the insurance industry, deficiencies occurred in the human and structural capital stages as opposed to the physical capital stage. A further investigation indicates that total investment is the major concern for the deficiencies. Moreover, the cluster analysis highlights the strengths and weaknesses of the insurers based on their inherently similar efficiencies. Malaysian insurance industry need to translate and promote the existing knowledge-based economy agenda lauded by the government to improve the intellectual capital efficiency, particularly at the human capital level.