Parametric and Non-parametric Mathematical Modelling Techniques: A Practical Approach of an Electrical Machine Identification

Parametric and Non-parametric System Modelling

The conditional parametric model is an extension of the well known linear regression model, obtained by replacing the parameters by smooth functions. Estimation in such models may be accomplished by fitting a, possibly larger, linear model locally to some explanatory variable(s). In this report the conditional parametric model is described together with a method of estimation. An S-PLUS / R imp...

Non-parametric Modelling

A Non-Parametric Approach

Since China joined the WTO in 2001, the pressure for bank reforms has mounted as China ought to fully open up its financial market to foreign competition by 2006. Efficiency is key for domestic banks to survive in a liberalised environment, but it appears that the last hope for raising bank efficiency is through ownership reform. Whether ownership reform and foreign competition can solve China’...

A new non-parametric approach for suppliers selection

In this paper we propose a simple non-parametric model for multiple crite-ria supplier selection problem. The proposed model does not generate a zeroweight for a certain criterion and ranks the suppliers without solving the modeln times (one linear programming (LP) for each supplier) and therefore allowsthe manager to get faster results. The methodology is illustrated using anexample.

Non - parametric VaR techniques

1 VaR (Value at Risk) estimates are currently based on two main techniques, the variance-covariance approach or simulation. Statistical and computational problems affect the reliability of these techniques. We illustrate a new technique, filtered historical simulation, that is designed to remedy some of the shortcomings of the simulation approach. We compare the estimates it produces with tradi...