This paper proposes a multiobjective formulation for variable selection in multivariate calibration problems in order to improve the generalization ability of the calibration model. The authors applied this proposed formulation in the multiobjective genetic algorithm NSGA-II. The formulation consists in two conflicting objectives: minimize the prediction error and minimize the number of selecte...

This paper describes a dynamic multivariate jump driven model in a credit setting. We set up a dynamic Lévy model, more precisely a Multivariate Variance Gamma (VG) model, for a series of correlated spreads. The parameters of the model come from a two step calibration procedure. First, a joint calibration on swaptions on the spreads is performed and second, a correlation matching procedure is a...

During the past decades, large amounts of diffuse cadmium (Cd) and zinc (Zn) contaminated soil material have been deposited in the floodplains of the river Rhine in the Netherlands. As spatial information on soil quality is required at different scale levels covering the whole area, characterisation exclusively based on soil sampling and analysis is time-consuming and very expensive. A quicker ...

a new method for determination of residual stresses in the bottom layers of laminated composites is developed. in this method the residual stresses are determined by performing a consecutive drilling of laminated composites in the center of the rosette and recording the strains after drilling each layer. the depth of the hole in each step is equal to the thickness of each layer and the maximum ...

Two multivariate calibration methods are compared for the simultaneous chromatographic determination and separation of Sulfamethoxazole (SMX) and Phthalazine (PHZ) by High Performance Liquid Chromatography (HPLC). Multivariate calibration techniques such as Classical Least Squares (CLS) and Inverse Least Squares (ILS) were introduced into HPLC to determine the quantification by using UV detecto...

By employing the simple but effective principle 'survival of the fittest' on which Darwin's Evolution Theory is based, a novel strategy for selecting an optimal combination of key wavelengths of multi-component spectral data, named competitive adaptive reweighted sampling (CARS), is developed. Key wavelengths are defined as the wavelengths with large absolute coefficients in a multivariate line...

In our recent work, Monte Carlo Cross Validation Stacked Regression (MCCVSR) is proposed to achieve automatic optimization of spectral interval selection in multivariate calibration. Though MCCVSR performs well in normal conditions, it is still necessary to improve it for more general applications. According to the well-known principle of "garbage in, garbage out (GIGO)", as a precise ensemble ...

Quantitative structure-activity relationship (QSAR) analysis has been carried out with a series of 107 anti-HIV HEPT compounds with antiviral activity, which was performed by chemometrics methods. Bi-dimensional images were used to calculate some pixels and multivariate image analysis was applied to QSAR modelling of the anti-HIV potential of HEPT analogues by means of multivariate calibration,...