Robustness

Distribution by Scientific Domains
Distribution within Engineering

Kinds of Robustness

  • good robustness
  • mechanical robustness
  • model robustness
  • strong robustness

  • Terms modified by Robustness

  • robustness analysis
  • robustness check
  • robustness property
  • robustness test

  • Selected Abstracts


    PERSPECTIVE: EVOLUTION AND DETECTION OF GENETIC ROBUSTNESS

    EVOLUTION, Issue 9 2003
    J. Arjan G. M. de Visser
    Abstract Robustness is the invariance of phenotypes in the face of perturbation. The robustness of phenotypes appears at various levels of biological organization, including gene expression, protein folding, metabolic flux, physiological homeostasis, development, and even organismal fitness. The mechanisms underlying robustness are diverse, ranging from thermodynamic stability at the RNA and protein level to behavior at the organismal level. Phenotypes can be robust either against heritable perturbations (e.g., mutations) or nonheritable perturbations (e.g., the weather). Here we primarily focus on the first kind of robustness,genetic robustness,and survey three growing avenues of research: (1) measuring genetic robustness in nature and in the laboratory; (2) understanding the evolution of genetic robustness; and (3) exploring the implications of genetic robustness for future evolution. [source]


    NONPARAMETRIC LIKELIHOOD: EFFICIENCY AND ROBUSTNESS,

    THE JAPANESE ECONOMIC REVIEW, Issue 1 2007
    YUICHI KITAMURAArticle first published online: 8 FEB 200
    Nonparametric likelihood is a natural generalization of parametric likelihood and it offers effective methods for analysing economic models with nonparametric components. This is of great interest, since econometric theory rarely suggests a parametric form of the probability law of data. Being a nonparametric method, nonparametric likelihood is robust to misspecification. At the same time, it often achieves good properties that are analogous to those of parametric likelihood. This paper explores various applications of nonparametric likelihood, with some emphasis on the analysis of biased samples and data combination problems. [source]


    ON THE ROBUSTNESS OF PRIVATE LEADERSHIP IN MIXED DUOPOLY

    AUSTRALIAN ECONOMIC PAPERS, Issue 2 2010
    TOSHIHIRO MATSUMURA
    We investigate a mixed duopoly where a state-owned public enterprise competes against a profit-maximising private enterprise. We analyse whether private leadership or public leadership is robust in the observable delay game. We find that private leadership is always risk dominant. We also investigate how ownership structure in a public firm affects the equilibrium distribution of roles. We find that the roles are as follows: (1) Cournot, when the degree of privatisation is low, (2) private leadership, when it is middle, (3) both private leadership and public leadership, when it is high. The result implies that private leadership is again more robust. [source]


    Trust-based robust scheduling and runtime adaptation of scientific workflow

    CONCURRENCY AND COMPUTATION: PRACTICE & EXPERIENCE, Issue 16 2009
    Mingzhong Wang
    Abstract Robustness and reliability with respect to the successful completion of a schedule are crucial requirements for scheduling in scientific workflow management systems because service providers are becoming autonomous. We introduce a model to incorporate trust, which indicates the probability that a service agent will comply with its commitments to improve the predictability and stability of the schedule. To deal with exceptions during the execution of a schedule, we adapt and evolve the schedule at runtime by interleaving the processes of evaluating, scheduling, executing and monitoring in the life cycle of the workflow management. Experiments show that schedules maximizing participants' trust are more likely to survive and succeed in open and dynamic environments. The results also prove that the proposed approach of workflow evaluation can find the most robust execution flow efficiently, thus avoiding the need of scheduling every possible execution path in the workflow definition. Copyright © 2009 John Wiley & Sons, Ltd. [source]


    Design of multiple tuned mass dampers by using a numerical optimizer

    EARTHQUAKE ENGINEERING AND STRUCTURAL DYNAMICS, Issue 2 2005
    Nam Hoang
    Abstract A new method to design multiple tuned mass dampers (multiple TMDs) for minimizing excessive vibration of structures has been developed using a numerical optimizer. It is a very powerful method by which a large number of design variables can be effectively handled without imposing any restriction before the analysis. Its framework is highly flexible and can be easily extended to general structures with different combinations of loading conditions and target controlled quantities. The method has been used to design multiple TMDs for SDOF structures subjected to wide-band excitation. Some novel results have been obtained. To reduce displacement response of the structure, the optimally designed multiple TMDs have distributed natural frequencies and distinct damping ratios at low damping level. The obtained optimal configuration of TMDs was different from the earlier analytical solutions and was proved to be the most effective. A robustness design of multiple TMDs has also been presented. Robustness is defined as the ability of TMDs to function properly despite the presence of uncertainties in the parameters of the system. Numerical examples of minimizing acceleration structural response have been given where the system parameters are uncertain and are modeled as independent normal variates. It was found that, in case of uncertainties in the structural properties, increasing the TMD damping ratios along with expanding the TMD frequency range make the system more robust. Meanwhile, if TMD parameters themselves are uncertain, it is necessary to design TMDs for higher damping ratios and a narrower frequency range. Copyright © 2004 John Wiley & Sons, Ltd. [source]


    Ambiguity Aversion, Robustness, and the Variational Representation of Preferences

    ECONOMETRICA, Issue 6 2006
    Fabio Maccheroni
    We characterize, in the Anscombe,Aumann framework, the preferences for which there are a utility functionu on outcomes and an ambiguity indexc on the set of probabilities on the states of the world such that, for all acts f and g, . The function u represents the decision maker's risk attitudes, while the index c captures his ambiguity attitudes. These preferences include the multiple priors preferences of Gilboa and Schmeidler and the multiplier preferences of Hansen and Sargent. This provides a rigorous decision-theoretic foundation for the latter model, which has been widely used in macroeconomics and finance. [source]


    PERSPECTIVE: EVOLUTION AND DETECTION OF GENETIC ROBUSTNESS

    EVOLUTION, Issue 9 2003
    J. Arjan G. M. de Visser
    Abstract Robustness is the invariance of phenotypes in the face of perturbation. The robustness of phenotypes appears at various levels of biological organization, including gene expression, protein folding, metabolic flux, physiological homeostasis, development, and even organismal fitness. The mechanisms underlying robustness are diverse, ranging from thermodynamic stability at the RNA and protein level to behavior at the organismal level. Phenotypes can be robust either against heritable perturbations (e.g., mutations) or nonheritable perturbations (e.g., the weather). Here we primarily focus on the first kind of robustness,genetic robustness,and survey three growing avenues of research: (1) measuring genetic robustness in nature and in the laboratory; (2) understanding the evolution of genetic robustness; and (3) exploring the implications of genetic robustness for future evolution. [source]


    Robustness of a 3 min all-out cycling test to manipulations of power profile and cadence in humans

    EXPERIMENTAL PHYSIOLOGY, Issue 3 2008
    Anni Vanhatalo
    The purpose of this study was to assess whether end-test power output (EP, synonymous with ,critical power') and the work done above EP (WEP) during a 3 min all-out cycling test against a fixed resistance were affected by the manipulation of cadence or pacing. Nine subjects performed a ramp test followed, in random order, by three cadence trials (in which flywheel resistance was manipulated to achieve end-test cadences which varied by ,20 r.p.m.) and two pacing trials (30 s at 100 or 130% of maximal ramp test power, followed by 2.5 min all-out effort against standard resistance). End-test power output was calculated as the mean power output over the final 30 s and the WEP as the power,time integral over 180 s for each trial. End-test power output was unaffected by reducing cadence below that of the ,standard test' but was reduced by ,10 W on the adoption of a higher cadence [244 ± 41 W for high cadence (at an end-test cadence of 95 ± 7 r.p.m.), 254 ± 40 W for the standard test (at 88 ± 6 r.p.m.) and 251 ± 38 W for low cadence (at 77 ± 5 r.p.m.)]. Pacing over the initial 30 s of the test had no effect on the EP or WEP estimates in comparison with the standard trial. The WEP was significantly higher in the low cadence trial (16.2 ± 4.4 kJ) and lower in the high cadence trial (12.9 ± 3.6 kJ) than in the standard test (14.2 ± 3.7 kJ). Thus, EP is robust to the manipulation of power profile but is reduced by adopting cadences higher than ,standard'. While the WEP is robust to initial pacing applied, it is sensitive to even relatively minor changes in cadence. [source]


    Robustness of Spin Polarization in Graphene-Based Spin Valves

    ADVANCED FUNCTIONAL MATERIALS, Issue 23 2009
    Masashi Shiraishi
    Abstract The decrease of spin polarization in spintronics devices under the application of a bias voltage is one of a number of currently important problems that should be solved. Here, an unprecedented robustness of the spin polarization in multilayer-graphene spin valves at room temperature is revealed. Surprisingly, the spin polarization of injected spins is constant up to a bias voltage of +2.7,V and ,0.6,V in positive- and negative-bias voltage applications at room temperature, respectively, which is superior to all spintronics devices. This finding is induced by suppression of spin scattering due to an ideal-interface formation. Furthermore, an important accordance between theory and experiment in molecular spintronics is found by observing the fact that the signal intensity in a local scheme is double that in a nonlocal scheme, as theory predicts, which provides construction of a steadfast physical basis in this field. [source]


    Robustness of inference on measured covariates to misspecification of genetic random effects in family studies

    GENETIC EPIDEMIOLOGY, Issue 1 2003
    Ruth M.Pfeiffer
    Abstract Family studies to identify disease-related genes frequently collect only families with multiple cases. It is often desirable to determine if risk factors that are known to influence disease risk in the general population also play a role in the study families. If so, these factors should be incorporated into the genetic analysis to control for confounding. Pfeiffer et al. [2001 Biometrika 88: 933,948] proposed a variance components or random effects model to account for common familial effects and for different genetic correlations among family members. After adjusting for ascertainment, they found maximum likelihood estimates of the measured exposure effects. Although it is appealing that this model accounts for genetic correlations as well as for the ascertainment of families, in order to perform an analysis one needs to specify the distribution of random genetic effects. The current work investigates the robustness of the proposed model with respect to various misspecifications of genetic random effects in simulations. When the true underlying genetic mechanism is polygenic with a small dominant component, or Mendelian with low allele frequency and penetrance, the effects of misspecification on the estimation of fixed effects in the model are negligible. The model is applied to data from a family study on nasopharyngeal carcinoma in Taiwan. Genet Epidemiol 24:14,23, 2003. © 2003 Wiley-Liss, Inc. [source]


    Stimulation of NMDA and AMPA glutamate receptors elicits distinct concentration dynamics of nitric oxide in rat hippocampal slices

    HIPPOCAMPUS, Issue 7 2009
    J.G. Frade
    Abstract Nitric oxide (,NO) is an intercellular messenger implicated in memory formation and neurodegeneration in the hippocampus. Owing to its physical and chemical properties, the concentration dynamics of ,NO is a critical issue in determining its bioactivity as a signaling molecule. Its production is closely related to glutamate N -methyl- D -aspartate (NMDA) receptors, following a rise in intracellular calcium levels. However, that dependent on ,-amino-3-hydroxy-5-methylisoxazole-4-propionate (AMPA) receptors remains elusive and controversial, despite reports describing a role for these receptors in other brain regions, largely because of lack of quantitative and dynamic measurements of ,NO. Using a ,NO-selective microsensor inserted in the diffusional spread of ,NO in the CA1 region of rat hippocampal slices, we measured its real-time endogenous production, following activation of ionotropic glutamate receptors and under tissue physiological oxygen tension. Both NMDA and AMPA stimulation resulted in a concentration-dependent ,NO production but encompassing distinct kinetics for lag phases and slower rates of ,NO production were observed for AMPA stimulation. Robustness of the results was achieved instrumentally and pharmacologically, by means of nitric oxide synthase (NOS) inhibitors and antagonists of NMDA (D -(,)-2-amino-5-phosphonopentanoic acid, AP5) and AMPA (2,3-dioxo-6-nitro-1,2,3,4-tetrahydrobenzo[f]quinoxaline-7-sulfonamide, NBQX) receptors. When using glutamate as a stimulus, ,NO production was of lower magnitude in the presence of AP5 plus NBQX than with AP5 alone, suggesting that even when NMDA receptors are inhibited Ca2+ rises to levels to induce a peak of ,NO from the background. Whereas extracellular Ca2+ was required for the ,NO signals, Philanthotoxin-4,3,3 (PhTX-4,3,3) a toxin used to target Ca2+ -permeable AMPA receptors, attenuated ,NO production. These observations are interpreted on basis of a distinct coupling between the glutamate receptors and neuronal NOS. A role for Ca2+ -permeable AMPA receptors in the Ca2+ activation of neuronal NOS is suggested. © 2008 Wiley-Liss, Inc. [source]


    Control of induction motors: an adaptive passivity MIMO perspective

    INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, Issue 4 2003
    Manuel A. Duarte-Mermoud
    The design of two multiple-input multiple-output (MIMO) controllers for induction motors, based on adaptive passivity, is presented in this paper. The controller design method is based on concepts of equivalence passivity via adaptive feedback, previously developed by the authors. Robustness under variations of the motor-load parameters is guaranteed and the knowledge of such a parameters is not needed in the design. Simple proportional controllers for the torque, rotor flux and stator current control loops are used, due to the control simplification introduced by the use of feedback passive equivalence. A principle called ,Torque-Flux Control Principle' is used in this article introducing a considerable simplification in the resultant controller. Because of the employment of this principle, the control efforts are diminished and rotor flux estimation (or measurement) is avoided. Copyright © 2003 John Wiley & Sons, Ltd. [source]


    On robust control algorithms for nonlinear network consensus protocols

    INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 3 2010
    Qing Hui
    Abstract Even though many consensus protocol algorithms have been developed over the last several years in the literature, robustness properties of these algorithms involving nonlinear dynamics have been largely ignored. Robustness here refers to sensitivity of the control algorithm achieving semistability and consensus in the face of model uncertainty. In this paper, we examine the robustness of several control algorithms for network consensus protocols with information model uncertainty of a specified structure. In particular, we develop sufficient conditions for robust stability of control protocol functions involving higher-order perturbation terms that scale in a consistent fashion with respect to a scaling operation on an underlying space with the additional property that the protocol functions can be written as a sum of functions, each homogeneous with respect to a fixed scaling operation, that retain system semistability and consensus. Copyright © 2009 John Wiley & Sons, Ltd. [source]


    A new non-linear sliding-mode torque and flux control method for an induction machine incorporating a sliding-mode flux observer

    INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 5 2004
    Fang Chen
    Abstract In this paper a novel sliding-mode control algorithm, based on the differential geometry state-co-ordinates transformation method, is proposed to control motor torque directly. Non-linear feedback linearization theory is employed to decouple the control of rotor flux magnitude and motor torque. The advantages of this method are: (1) The rotor flux and the generated torque can be accurately controlled. (2) Robustness with respect to matched and mismatched uncertainties is obtained. Additionally, a varying continuous control term is proposed. As a result, chattering is eliminated without sacrificing robustness and precision. The control strategy is based on all motor states being available. In practice the rotor fluxes are not usually measurable, and a sliding-mode observer is derived to estimate the rotor flux. The observer is designed to possess invariant dynamic modes which can be assigned independently to achieve the desired performance. Furthermore, it can be shown that the observer is robust against model uncertainties and measurement noise. Simulation and practical results are presented to confirm the characteristics of the proposed control law and rotor flux observer. Copyright © 2004 John Wiley & Sons, Ltd. [source]


    Healthcare Cost Differences with Participation in a Community-Based Group Physical Activity Benefit for Medicare Managed Care Health Plan Members

    JOURNAL OF AMERICAN GERIATRICS SOCIETY, Issue 8 2008
    Ronald T. Ackermann MD
    OBJECTIVES: To determine whether participation in a physical activity benefit by Medicare managed care enrollees is associated with lower healthcare utilization and costs. DESIGN: Retrospective cohort study. SETTING: Medicare managed care. PARTICIPANTS: A cohort of 1,188 older adult health maintenance organization enrollees who participated at least once in the EnhanceFitness (EF) physical activity benefit and a matched group of enrollees who never used the program. MEASUREMENTS: Healthcare costs and utilization were estimated. Ordinary least squares regression was used, adjusting for demographics, comorbidity, indicators of preventive service use, and baseline utilization or cost. Robustness of findings was tested in sensitivity analyses involving continuous propensity score adjustment and generalized linear models with nonconstant variance assumptions. RESULTS: EF participants had similar total healthcare costs during Year 1 of the program, but during Year 2, adjusted total costs were $1,186 lower (P=.005) than for non-EF users. Differences were partially attributable to lower inpatient costs (,$3,384; P=.02), which did not result from high-cost outliers. Enrollees who attended EF an average of one visit or more per week had lower adjusted total healthcare costs in Year 1 (,$1,929; P<.001) and Year 2 (,$1,784; P<.001) than nonusers. CONCLUSION: Health plan coverage of a preventive physical activity benefit for seniors is a promising strategy to avoid significant healthcare costs in the short term. [source]


    Robustness of time-scale learning of robot motions to uncertainty in acquired knowledge

    JOURNAL OF FIELD ROBOTICS (FORMERLY JOURNAL OF ROBOTIC SYSTEMS), Issue 10 2001
    C.C. Cheah
    A disadvantage of present iterative learning control algorithms is that they are generally applicable only in cases where a certain task is performed over and over again. Consequently, if knowledge or control inputs acquired from learning a task can be used on similar tasks, learning will be more efficient. Recently, several methods for constructing the control input of a new motion based on the control inputs acquired from previous learning of similar tasks have been proposed. However, these methods assumed that the perfect control inputs could be obtained from the previous learning. In practice, the control inputs could never be obtained exactly from learning in the presence of certain uncertainties such as disturbance and measurement noises. In addition, it is also not known for sure how the basic motion patterns should be chosen for learning. In this article, the robustness problem of the time-scale learning control to uncertainty in the acquired learning control inputs is formulated and solved. From the analysis, certain new insights such as its implication to choices of basic motion patterns for time-scale learning will be discussed. Simulation results of a 3-link robot are presented to illustrate the analysis. © 2001 John Wiley & Sons, Inc. [source]


    Robustness of alternative non-linearity tests for SETAR models

    JOURNAL OF FORECASTING, Issue 3 2004
    Wai-Sum Chan
    Abstract In recent years there has been a growing interest in exploiting potential forecast gains from the non-linear structure of self-exciting threshold autoregressive (SETAR) models. Statistical tests have been proposed in the literature to help analysts check for the presence of SETAR-type non-linearities in an observed time series. It is important to study the power and robustness properties of these tests since erroneous test results might lead to misspecified prediction problems. In this paper we investigate the robustness properties of several commonly used non-linearity tests. Both the robustness with respect to outlying observations and the robustness with respect to model specification are considered. The power comparison of these testing procedures is carried out using Monte Carlo simulation. The results indicate that all of the existing tests are not robust to outliers and model misspecification. Finally, an empirical application applies the statistical tests to stock market returns of the four little dragons (Hong Kong, South Korea, Singapore and Taiwan) in East Asia. The non-linearity tests fail to provide consistent conclusions most of the time. The results in this article stress the need for a more robust test for SETAR-type non-linearity in time series analysis and forecasting. Copyright © 2004 John Wiley & Sons, Ltd. [source]


    The Performance Effects of Business Groups in Russia

    JOURNAL OF MANAGEMENT STUDIES, Issue 3 2009
    Saul Estrin
    abstract This study analyses the impact of business group affiliation on firm performance during a time when business groups are newly formed, when the economic and institutional environment is changing, and when group survival is uncertain. Based primarily on a transaction cost approach, we develop two hypotheses, concerning profitability and risk sharing (redistribution) respectively. The positive profitability hypothesis proposes that company affiliation with a business group directly and positively affects the profitability of each affiliate. A positive direct effect emerges when each affiliate benefits from access to group resources. The redistribution hypothesis considers the simultaneous possibility that inter-affiliate transfers of resources through internal markets are designed to redistribute profits among group members. We argue that variance-reducing redistribution from strong to weak group members is linked to group survival in times of institutional change. Our empirical approach focuses on testing these two linked hypotheses (and their alternatives) using a relatively large, contemporary and time varying database of Russian firms. We also develop a framework that distinguishes among the four possible empirical outcomes associated with the hypotheses. Our results provide unambiguous support for the case where the impact of group membership on profitability is positive and redistribution is variance-reducing. We term this outcome Business Group Robustness, and contrast it with other possible empirical outcomes. [source]


    Robustness in the Pareto-solutions for the multi-criteria minisum location problem

    JOURNAL OF MULTI CRITERIA DECISION ANALYSIS, Issue 4 2001
    F.R. Fernández
    Abstract In this paper, a new trend is introduced into the field of multi-criteria location problems. We combine the robustness approach using the minmax regret criterion together with Pareto-optimality. We consider the multi-criteria squared Euclidean minisum location problem which consists of simultaneously minimizing a number of weighted sum-distance functions and the set of Pareto-optimal locations as its solution concept. The Pareto-optimal solutions for the set of robust locations with respect to the original weighted sum-distance functions is completely characterized. These Pareto-optimal solutions have both the properties of stability and non-domination which are required in robust and multi-criteria programming. Copyright © 2001 John Wiley & Sons, Ltd. [source]


    Robustness of Spatial Autocorrelation Specifications: Some Monte Carlo Evidence

    JOURNAL OF REGIONAL SCIENCE, Issue 2 2003
    Robin Dubin
    The generated data are then used to estimate all of the models. The estimated models are evaluated primarily on their predictive power. [source]


    Robustness of the co-ion transfer ratio in capillary electrophoresis

    JOURNAL OF SEPARATION SCIENCE, JSS, Issue 17 2009
    Guillaume L. Erny
    Abstract In CE, indirect detection mode often exhibits a lower precision than its direct counterpart. Although various explanations have already been advanced, in this work, we aimed to investigate if this is due, in part, to problems of robustness of the co-ion transfer ratio (TR), thus being inherent to this particular detection scheme. This was investigated using simulation software that allows an accurate control of various parameters and validated using acetic acid as a test compound. It was conclusively demonstrated that the TR could vary by more than 6% when the concentration of one of the ions in the BGE was changed by as few as 1%. The presence of a system peak seems to be particularly damaging as it has been shown that the TR of peaks whose mobilities differ by more than 0.5×10,8 m2 V,1 s,1 from one of the system peaks, still have a relatively low robustness. [source]


    Single sample extraction protocol for the quantification of NAD and NADH redox states in Saccharomyces cerevisiae

    JOURNAL OF SEPARATION SCIENCE, JSS, Issue 18 2008
    Jennifer L. Sporty
    Abstract A robust redox extraction protocol for quantitative and reproducible metabolite isolation and recovery has been developed for simultaneous measurement of nicotinamide adenine dinucleotide (NAD) and its reduced form, NADH, from Saccharomyces cerevisiae. Following culture in liquid media, yeast cells were harvested by centrifugation and then lysed under nonoxidizing conditions by bead blasting in ice-cold, nitrogen-saturated 50 mM ammonium acetate. To enable protein denaturation, ice cold nitrogen-saturated CH3CN/50 mM ammonium acetate (3:1 v/v) was added to the cell lysates. Chloroform extractions were performed on supernatants to remove organic solvent. Samples were lyophilized and resuspended in 50 mM ammonium acetate. NAD and NADH were separated by HPLC and quantified using UV,Vis absorbance detection. NAD and NADH levels were evaluated in yeast grown under normal (2% glucose) and calorie restricted (0.5% glucose) conditions. Results demonstrate that it is possible to perform a single preparation to reliably and robustly quantitate both NAD and NADH contents in the same sample. Robustness of the protocol suggests it will be (i) applicable to quantification of these metabolites in other cell cultures; and (ii) amenable to isotope labeling strategies to determine the relative contribution of specific metabolic pathways to total NAD and NADH levels in cell cultures. [source]


    On the Robustness of Unit Root Tests in the Presence of Double Unit Roots

    JOURNAL OF TIME SERIES ANALYSIS, Issue 2 2002
    NIELS HALDRUP
    We examine some of the consequences on commonly used unit root tests when the underlying series is integrated of order two rather than of order one. It turns out that standard augmented Dickey,Fuller type of tests for a single unit root have excessive density in the explosive region of the distribution. The lower (stationary) tail, however, will be virtually unaffected in the presence of double unit roots. On the other hand, the Phillips,Perron class of semi-parametric tests is shown to diverge to plus infinity asymptotically and thus favouring the explosive alternative. Numerical simulations are used to demonstrate the analytical results and some of the implications in finite samples. [source]


    Robust Automatic Bandwidth for Long Memory

    JOURNAL OF TIME SERIES ANALYSIS, Issue 3 2001
    Marc Henry
    The choice of bandwidth, or number of harmonic frequencies, is crucial to semiparametric estimation of long memory in a covariance stationary time series as it determines the rate of convergence of the estimate, and a suitable choice can insure robustness to some non-standard error specifications, such as (possibly long-memory) conditional heteroscedasticity. This paper considers mean squared error minimizing bandwidths proposed in the literature for the local Whittle, the averaged periodogram and the log periodogram estimates of long memory. Robustness of these optimal bandwidth formulae to conditional heteroscedasticity of general form in the errors is considered. Feasible approximations to the optimal bandwidths are assessed in an extensive Monte Carlo study that provides a good basis for comparison of the above-mentioned estimates with automatic bandwidth selection. [source]


    Robustness of efficient server assignment policies to service time distributions in finite-buffered lines

    NAVAL RESEARCH LOGISTICS: AN INTERNATIONAL JOURNAL, Issue 6 2010
    Eser K, zlar
    Abstract We study the assignment of flexible servers to stations in tandem lines with service times that are not necessarily exponentially distributed. Our goal is to achieve optimal or near-optimal throughput. For systems with infinite buffers, it is already known that the effective assignment of flexible servers is robust to the service time distributions. We provide analytical results for small systems and numerical results for larger systems that support the same conclusion for tandem lines with finite buffers. In the process, we propose server assignment heuristics that perform well for systems with different service time distributions. Our research suggests that policies known to be optimal or near-optimal for Markovian systems are also likely to be effective when used to assign servers to tasks in non-Markovian systems. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010 [source]


    Robustness of shortfall risk minimising strategies in the binomial model

    PROCEEDINGS IN APPLIED MATHEMATICS & MECHANICS, Issue 1 2003
    Gino Favero
    In this paper we study the dependence on the loss function of the strategy which minimises the expected shortfall risk when dealing with a financial contingent claim in the particular situation of a binomial model. After having characterised the optimal strategies in the particular cases when the loss function is concave, linear or strictly convex, we analyse how optimal strategies change when we approximate a loss function with a sequence of suitable loss functions. [source]


    Proportional Intensity Models Robustness with Overhaul Intervals

    QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, Issue 3 2006
    Shwu-Tzy Jiang
    Abstract The class of semi-parametric proportional intensity (PI) models applies to recurrent failure event modeling for a repairable system with explanatory variables (covariates). Certain repairable systems (e.g. aircraft and electrical power generating plants) experience a substantial period of downtime due to performing maintenance (i.e. major overhaul) at scheduled intervals or following a major failure. Other systems (e.g. emergency power units) experience extended periods of non-operating dormancy. These discontinuities in observation time have potential effects on the accuracy of estimation for covariate effects, particularly where calendar time is the life metric. This paper examines the robustness of two PI methods (Prentice,Williams,Peterson gap time (PWP-GT) and Andersen,Gill (AG)) as a function of the overhaul or dormancy duration. The PWP-GT model proves to perform well for sample size of 60 (30 per level of a class covariate), constant or moderately decreasing/increasing rate of occurrence of failures, and relative overhaul (dormancy) durations less than half of the immediately preceding interval between failures. The AG model performs consistently well for a small sample size of 20 (10 per level of a class covariate) for homogeneous Poisson processes, regardless of the relative overhaul (dormancy) duration. Copyright © 2005 John Wiley & Sons, Ltd. [source]


    Robustness of Chi-square and Canberra distance metrics for computer intrusion detection

    QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, Issue 1 2002
    Syed Masum Emran
    Abstract Intrusion detection complements intrusion prevention mechanisms, such as firewalls, cryptography, and authentication, to capture intrusions into an information system while they are acting on the information system. We develop two multivariate quality control techniques based on chi-square and Canberra distance metrics, respectively, to detect intrusions by building a long-term profile of normal activities in the information system (norm profile) and using the norm profile to detect anomalies. We investigate the robustness of these two distance metrics by comparing their performance on a number of data sets involving different noise levels in data. The performance results indicate that the Chi-square distance metric is much more robust to noises than the Canberra distance metric. Copyright © 2002 John Wiley & Sons, Ltd. [source]


    Robust optimization for multiple responses using response surface methodology

    APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, Issue 2 2010
    Zhen He
    Abstract Typically in the analysis of industrial data for product/process optimization, there are many response variables that are under investigation at the same time. Robustness is also an important concept in industrial optimization. Here, robustness means that the responses are not sensitive to the small changes of the input variables. However, most of the recent work in industrial optimization has not dealt with robustness, and most practitioners follow up optimization calculations without consideration for robustness. This paper presents a strategy for dealing with robustness and optimization simultaneously for multiple responses. In this paper, we propose a robustness desirability function distinguished from the optimization desirability function and also propose an overall desirability function approach, which makes balance between robustness and optimization for multiple response problems. Simplex search method is used to search for the most robust optimal point in the feasible operating region. Finally, the proposed strategy is illustrated with an example from the literature. Copyright © 2009 John Wiley & Sons, Ltd. [source]


    Convergence and Robustness of Iterative Learning Control For Strongly Positive Systems

    ASIAN JOURNAL OF CONTROL, Issue 1 2002
    Daniel Andres
    ABSTRACT In this paper, we consider the convergence and robustness of a general iterative learning control scheme for a class of systems which we term "strongly positive". The analysis is made in the framework of Hilbert-space theory. Thus the results are valid for discrete-time as well as continuous-time systems which may be time-variant or time-invariant. For the special case of continuous linear time-invariant systems which are defined over the Hilbert-space of square integrable functions, we will give a characterization of strongly positive systems in the frequency domain. [source]