Applications of model structure determination to flight test data

Several statistical and information criteria need to be considered when selecting an adequate model. Incorrect stability and control derivates result from inadequate aerodynamic model structure. Stepwise regression is used to determine the structure for an adequate model. Flight data which covers a nonlinear aerodynamic model range may be analyzed as a single data set or partitioned into several distinct sets. Stepwise regression for model structure detemination and parameter estimation was successfully applied to three aircraft types (single engine general aviation, unaugmented modern jet fighter, jet transport)

A possibilistic approach to latent structure analysis for symmetric fuzzy data.

In many situations the available amount of data is huge and can be intractable. When the data set is single valued, latent structure models are recognized techniques, which provide a useful compression of the information. This is done by considering a regression model between observed and unobserved (latent) fuzzy variables. In this paper, an extension of latent structure analysis to deal with fuzzy data is proposed. Our extension follows the possibilistic approach, widely used both in the cluster and regression frameworks. In this case, the possibilistic approach involves the formulation of a latent structure analysis for fuzzy data by optimization. Specifically, a non-linear programming problem in which the fuzziness of the model is minimized is introduced. In order to show how our model works, the results of two applications are given.Latent structure analysis, symmetric fuzzy data set, possibilistic approach.

How Capital Structure Adjusts Dynamically during Financial Crisis

The availability of a unique data set of financially distressed firms enabled this study to apply the dynamic capital structure adjustment model to a study of capital structure. In addition, the factors driving capital structure adjustment of financially distressed and of healthy firms were estimated. The results identified 13 significant variables, which included many macroeconomic variables previously not studied, thus evidence is produced of the impact of macroeconomic factors on capital structure for the first time. We also estimated the adjustment parameters using a new dynamic adjustment model applied to an unbalanced panel data set of distressed and healthy firms. It is found that the adjustment parameters are different in the short term and long term. These new findings add to the capital structure literature.

Modeling model uncertainty

Recently there has been much interest in studying monetary policy under model uncertainty. We develop methods to analyze different sources of uncertainty in one coherent structure useful for policy decisions. We show how to estimate the size of the uncertainty based on time series data, and incorporate this uncertainty in policy optimization. We propose two different approaches to modeling model uncertainty. The first is model error modeling, which imposes additional structure on the errors of an estimated model, and builds a statistical description of the uncertainty around a model. The second is set membership identification, which uses a deterministic approach to find a set of models consistent with data and prior assumptions. The center of this set becomes a benchmark model, and the radius measures model uncertainty. Using both approaches, we compute the robust monetary policy under different model uncertainty specifications in a small model of the US economy. JEL Classification: E52, C32, D81estimation, Model uncertainty, monetary policy

Identification of nonlinear time-varying systems using an online sliding-window and common model structure selection (CMSS) approach with applications to EEG

The identification of nonlinear time-varying systems using linear-in-the-parameter models is investigated. A new efficient Common Model Structure Selection (CMSS) algorithm is proposed to select a common model structure. The main idea and key procedure is: First, generate K 1 data sets (the first K data sets are used for training, and theK 1 th one is used for testing) using an online sliding window method; then detect significant model terms to form a common model structure which fits over all the K training data sets using the new proposed CMSS approach. Finally, estimate and refine the time-varying parameters for the identified common-structured model using a Recursive Least Squares (RLS) parameter estimation method. The new method can effectively detect and adaptively track the transient variation of nonstationary signals. Two examples are presented to illustrate the effectiveness of the new approach including an application to an EEG data set

Data Structures in Classical and Quantum Computing

This survey summarizes several results about quantum computing related to (mostly static) data structures. First, we describe classical data structures for the set membership and the predecessor search problems: Perfect Hash tables for set membership by Fredman, Koml\'{o}s and Szemer\'{e}di and a data structure by Beame and Fich for predecessor search. We also prove results about their space complexity (how many bits are required) and time complexity (how many bits have to be read to answer a query). After that, we turn our attention to classical data structures with quantum access. In the quantum access model, data is stored in classical bits, but they can be accessed in a quantum way: We may read several bits in superposition for unit cost. We give proofs for lower bounds in this setting that show that the classical data structures from the first section are, in some sense, asymptotically optimal - even in the quantum model. In fact, these proofs are simpler and give stronger results than previous proofs for the classical model of computation. The lower bound for set membership was proved by Radhakrishnan, Sen and Venkatesh and the result for the predecessor problem by Sen and Venkatesh. Finally, we examine fully quantum data structures. Instead of encoding the data in classical bits, we now encode it in qubits. We allow any unitary operation or measurement in order to answer queries. We describe one data structure by de Wolf for the set membership problem and also a general framework using fully quantum data structures in quantum walks by Jeffery, Kothari and Magniez