Ersatz model tests
نویسندگان
چکیده
This paper describes how statistical methods can be tested on computer-generated data from known models. We explore bias and percentile tests in detail, illustrating these with examples based on insurance claims and financial time series.
منابع مشابه
Nonparametric Identification of Hammerstein Systems Using Orthogonal Basis Functions as Ersatz Nonlinearities
In this paper, we present a technique for estimating the input nonlinearity of a Hammerstein system by using multiple orthogonal ersatz nonlinearities. Theoretical analysis shows that by replacing the unknown input nonlinearity by an ersatz nonlinearity, the estimates of the Markov parameters of the plant are correct up to a scalar factor, which is related to the inner product of the true input...
متن کاملDavid Lewis: on the Plurality of Worlds
entities, and abstract entities are actual by nature; or perhaps they are “analytic actualists,” holding that ersatz possibilia are actual because it is analytic that everything is actual. Either way, the ersatzist seems to have an advantage over the modal realist in agreeing with common sense that whatever exists is actual. More importantly, the ersatzist has an advantage over the modal realis...
متن کاملRetrospective Cost Adaptive NARMAX Control of Hammerstein Systems with Ersatz Nonlinearities
In this paper, we generalize retrospective cost adaptive NARMAX control (RCANC) to a command-following problem for uncertain Hammerstein systems. In particular, RCANC with ersatz nonlinearities is applied to linear systems cascaded with input nonlinearities. We assume that one Markov parameter of the linear plant is known. RCANC also uses knowledge of the monotonicity properties of the input no...
متن کاملStereobodies: a Practice-led Choreographic Investigation Using the Collaborative Stereoscopic Access Grid Environment
This paper considers the ways in which virtual research environments (VREs) can provide a new context for practice-led research in dance. It will focus on the role VREs have played in the Stereobodies project in defining new methodological approaches to composition and the contribution to the ongoing debates concerning ‘presence’, ‘liveness’ and ‘virtual embodiment’ in performance. We focus on ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2017