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Transformation Parameter (transformation + parameter)

Distribution by Scientific Domains
Mathematics and Statistics50%

Selected Abstracts

Transformations and seasonal adjustment

JOURNAL OF TIME SERIES ANALYSIS, Issue 1 2009
Tommaso Proietti
Abstract., We address the problem of seasonal adjustment of a nonlinear transformation of the original time series, measured on a ratio scale, which aims at enforcing two essential features: additivity and orthogonality of the components. The posterior mean and variance of the seasonally adjusted series admit an analytic finite representation only for particular values of the transformation parameter, e.g. for a fractional Box,Cox transformation parameter. Even if available, the analytical derivation can be tedious and difficult. As an alternative we propose to compute the two conditional moments of the seasonally adjusted series by means of numerical and Monte Carlo integration. The former is both fast and reliable in univariate applications. The latter uses the algorithm known as the ,simulation smoother' and it is most useful in multivariate applications. We present two case studies dealing with robust seasonal adjustment under the square root and the fourth root transformation. Our overall conclusion is that robust seasonal adjustment under transformations is feasible from the computational standpoint and that the possibility of transforming the scale ought to be considered as a further option for improving the quality of seasonal adjustment. [source]

Inducing normality from non-Gaussian long memory time series and its application to stock return data

APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, Issue 4 2010
Kyungduk Ko
Abstract Motivated by Lee and Ko (Appl. Stochastic Models. Bus. Ind. 2007; 23:493,502) but not limited to the study, this paper proposes a wavelet-based Bayesian power transformation procedure through the well-known Box,Cox transformation to induce normality from non-Gaussian long memory processes. We consider power transformations of non-Gaussian long memory time series under the assumption of an unknown transformation parameter, a situation that arises commonly in practice, while most research has been devoted to non-linear transformations of Gaussian long memory time series with known transformation parameter. Specially, this study is mainly focused on the simultaneous estimation of the transformation parameter and long memory parameter. To this end, posterior estimations via Markov chain Monte Carlo methods are performed in the wavelet domain. Performances are assessed on a simulation study and a German stock return data set. Copyright © 2009 John Wiley & Sons, Ltd. [source]

Assessing household health expenditure with Box,Cox censoring models

HEALTH ECONOMICS, Issue 9 2005
Jean-Paul Chaze
Abstract In order to assess the combined presence of zero expenditures and a heavily skewed distribution of positive expenditures, the Box,Cox transformation with location parameter is used to define a set of models generalising the standard Tobit, Heckman selection and double-hurdle models. Extended flexibility with respect to previous specifications is introduced, notably regarding negative transformation parameters, which may prove necessary for medical expenditures, and corner-solution outcomes. An illustration is provided by the analysis of household health expenditure in Switzerland. Copyright © 2005 John Wiley & Sons, Ltd. [source]

Calibration of spectra from dispersive XAS beamlines

JOURNAL OF SYNCHROTRON RADIATION, Issue 6 2006
M. P. Ruffoni
The DXAS Calibration computer program provides a quantitative and automated solution to the problem of calibrating spectra from dispersive XAS beamlines. Such spectra, obtained in arbitrary energy units, are calibrated with respect to the absorption features of a supplied reference spectrum, which has been obtained under similar conditions on a calibrated beamline. In addition to basic energy coordinate transformation parameters, DXAS Calibration supplies instrument corrections to compensate for mismatches in instrument response functions between the dispersive and reference beamlines. [source]

Mapping Systems and GIS: A Case Study using the Ghana National Grid

THE GEOGRAPHICAL JOURNAL, Issue 4 2000
GRAHAM THOMAS
The problem of incompatible projections and conversion between mapping systems is of general concern to those involved in the collection of natural resources data. The Ghana National Grid (GNG) is an example of a mapping system that is not defined in image processing and GIS software and for which the transformation parameters are not readily available in the literature. Consequently, integrating GNG topographic map data within a GIS with data derived from other sources can be problematic. In this paper a practical solution for deriving the required transformation parameters to convert from the World Geodetic System of 1984 (WGS84) to the GNG system is demonstrated. The method uses a single geodetic control point, available 1:50 000 topographic maps and a SPOT satellite panchromatic image geo-referenced to GNG. The resultant parameters are applied to road survey data in Universal Transverse Mercator (UTM) format for overlay with the SPOT image. Despite the approximations made in applying the method, when compared against official estimates of the datum transformation parameters, this relatively simple procedure resulted in estimates that appear acceptable in regard to combining data sets at a nominal scale of 1:50000. [source]