A cascade model is a rule induction methodology using levelwise expansion of an itemset lattice, where the explanatory power of a rule set and its constituent rules are quantitatively expressed. The sum of squares for a categorical variable has been decomposed to within-group and between-group sum of squares, where the latter provides a good representation of the power concept in a cascade mode...

The standard F test for linear restrictions in regression is relevant as a criterion but fails to capture the notion of tradeoff between bias and variance. Average squared distance criteria yield operational tests that are more appropriate, depending upon objectives. In the present paper two alternative criteria are developed. The first allows testing of the hypothesis that the average squared ...

In this paper two eigenfilter techniques are described for designing far-field broadband beamformers with an arbitrary spatial directivity pattern. For both techniques the resulting filter is the generalised eigenvector corresponding to the minimum generalised eigenvalue of two real, symmetric and positive definite matrices. In the conventional eigenfilter technique a reference point is needed,...

Feature selection is an essential problem in many fields such as computer vision. In this paper we introduce a supervised feature selection criterion based on Partial Least Squares regression (PLS). We find an optimal feature subset by applying the theory of Optimal Experiment Design to optimize the eigenvalues of the loadings matrix obtained from PLS. Since PLS extracts components such that th...

Approximate model equations often relate given measurements to unknown parameters whose estimate is sought. The Least-Squares (LS) estimation criterion assumes the measured data to be exact, and seeks parameters which minimize the model errors. Existing extensions of LS, such as the Total LS (TLS) and Constrained TLS (CTLS) take the opposite approach, namely assume the model equations to be exa...

In order to attain multichannel blind deconvolution of linear time-invariant nonminimum-phase dynamic systems, Inouye and Habe proposed in 1995 a single-stage maximization criterion. The criterion function is the sum of squared forthorder cumulants of the equalizer outputs, and the coefficients of the equalizer are determined at once. On the other hand, one of possible approaches for multichann...

This paper deals with the estimation of linear dynamic models of the ARMA type for the conditional mean for time series with conditionally heteroskedastic innovation process widely used in modelling financial time series. Estimation is performed using subspace methods which are known to have computational advantages as compared to prediction error methods based on criterion minimization. These ...

In this paper, the effect of misspecification due to omission of relevant variables on the dominance of the r −(k, d) class estimator proposed by Özkale (2012), over the ordinary least squares (OLS) estimator and some other competing estimators when some of the regressors in the linear regression model are correlated, have been studied with respect to the mean squared error criterion. A simulat...

The restoration of a signal degraded by a stochastic impulse response is formulated as a problem with uncertainties in both the measurements and the impulse response. The method of total least squares, and variants thereof, are effective techniques for solving this class of problems. However, unlike set theoretic estimation schemes, these methods do not allow the incorporation of other a priori...