Comments on: Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination

El autor realiza dos observaciones acerca del artículo "Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination" (10.1007/s11749-015-0450-6).Facultad de Ciencias Exacta

Classification of Systematic Measurement Errors within the Framework of Robust Data Reconciliation

A robust data reconciliation strategy provides unbiased variable estimates in the presence of a moderate quantity of atypical measurements. However, estimates get worse if systematic measurement errors that persist in time (e.g., biases and drifts) are undetected and the breakdown point of the robust strategy is surpassed. The detection and classification of those errors allow taking corrective actions on the inputs of the robust data reconciliation that preserve the instrumentation system redundancy while the faulty sensor is repaired. In this work, a new methodology for variable estimation and systematic error classification, which is based on the concepts of robust statistics, is presented. It has been devised to be part of the real-time optimization loop of an industrial plant; therefore, it runs for processes operating under steady-state conditions. The robust measurement test is proposed in this article and used to detect the presence of sporadic and continuous systematic errors. Also, the robust linear regression of the data contained in a moving window is applied to classify the continuous errors as biases or drifts. Results highlight the performance of the proposed methodology to detect and classify outliers, biases, and drifts for linear and nonlinear benchmarks.Fil: Llanos, Claudia Elizabeth. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Bahía Blanca. Planta Piloto de Ingeniería Química. Universidad Nacional del Sur. Planta Piloto de Ingeniería Química; ArgentinaFil: Sanchez, Mabel Cristina. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Bahía Blanca. Planta Piloto de Ingeniería Química. Universidad Nacional del Sur. Planta Piloto de Ingeniería Química; ArgentinaFil: Maronna, Ricardo Antonio. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Departamento de Matemáticas; Argentin

Walter W. Piegorsch and A. John Bailer (2005): Analyzing environmental data : Wiley & Sons, xv + 496 pp., US $ 90.00, GB £ 45.00, e 67.99, ISBN 0470848367

This book covers an impressive range of topics. Chapter 1 deals with simple and multiple linear regression and ANOVA. Chapter 2 contains detailed discussions of several simple nonlinear regression models. Chapter 3 presents likelihood and quasi-likelihood estimation for GLIM, and discusses different models for counts data. Chapter 4 deals with the estimation of median effective dose, risk estimation, and benchmark, uncertainty and sensitivity analyses. Chapter 5 considers harmonic regression, ARIMA models, intervention analysis and growth curves. Chapter 6 presents distance methods for spatial data, semivariograms, and diverse variants of kriging. Chapter 7 considers mainly meta-analysis and historical control information. Chapter 8 begins with a survey of basic sampling techniques, and then discusses specialized environmental methods such as capture-recapture, quadrat and line-intercept designs.Facultad de Ciencias Exacta

High finite-sample efficiency and robustness based on distance-constrained maximum likelihood

Good robust estimators can be tuned to combine a high breakdown point and a specified asymptotic efficiency at a central model. This happens in regression with MM- and -estimators among others. However, the finite-sample efficiency of these estimators can be much lower than the asymptotic one. To overcome this drawback, an approach is proposed for parametric models, which is based on a distance between parameters. Given a robust estimator, the proposed one is obtained by maximizing the likelihood under the constraint that the distance is less than a given threshold. For the linear model with normal errors, simulations show that the proposed estimator attains a finite-sample efficiency close to one while improving the robustness of the initial estimator. The same approach also shows good results in the estimation of multivariate location and scatter.Facultad de Ciencias Exacta

Estimates of MM type for the multivariate linear model

We propose a class of robust estimates for multivariate linear models. Based on the approach of MM-estimation (Yohai 1987, [24]), we estimate the regression coefficients and the covariance matrix of the errors simultaneously. These estimates have both a high breakdown point and high asymptotic efficiency under Gaussian errors. We prove consistency and asymptotic normality assuming errors with an elliptical distribution. We describe an iterative algorithm for the numerical calculation of these estimates. The advantages of the proposed estimates over their competitors are demonstrated through both simulated and real data.Facultad de Ciencias Exacta

Comments on: Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination

El autor realiza dos observaciones acerca del artículo "Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination" (10.1007/s11749-015-0450-6).Facultad de Ciencias Exacta

Probabilidad y estadística elementales para estudiantes de ciencias

Este libro es una introducción a las ideas básicas de la Teoría de Probabilidad y la Estadística, destinado a estudiantes de Ciencias Exactas, Informática e Ingeniería, con un buen conocimiento de Análisis de una variable y de Álgebra elemental, y algunas nociones de Análisis de varias variables. He procurado enfatizar la forma correcta de encarar los problemas, ya que muchos años de enseñanza y de práctica me han convencido de la inutilidad de las recetas, y de que lo único que realmente sirve es la correcta percepción de los problemas y de las posibles vías de acción. La Teoría de Probabilidad tiene la engañosa característica de que resultados intuitivamente plausibles tienen demostraciones que requieren conocimientos avanzados de Matemática (la llamada “Teoría de la Medida”). En este libro he procurado seguir un camino intermedio, demostrando lo que se pueda probar a nivel elemental, e indicando los casos en que esto no es posible. Los ejercicios son una parte importante del curso: contienen ejemplos y material complementario, y, especialmente, sirven para que el lector compruebe su comprensión de la teoría, y desarrolle su habilidad para pensar correctamente por su cuenta, lo que debiera ser el objeto último de toda enseñanza. Este libro es el resultado de muchos años de enseñar Probabilidad y Estadstica, en las Universidades Nacionales de Buenos Aires y de La Plata, y en la ESLAI (Escuela Superior Latinoamericana de Informática), cuyos alumnos han contribuido con sus comentarios –no siempre elogiosos– al mejoramiento de mis cursos.Facultad de Ciencias Exacta

Probabilidad y estadística elementales para estudiantes de ciencias

Este libro es una introducción a las ideas básicas de la Teoría de Probabilidad y la Estadística, destinado a estudiantes de Ciencias Exactas, Informática e Ingeniería, con un buen conocimiento de Análisis de una variable y de Álgebra elemental, y algunas nociones de Análisis de varias variables. He procurado enfatizar la forma correcta de encarar los problemas, ya que muchos años de enseñanza y de práctica me han convencido de la inutilidad de las recetas, y de que lo único que realmente sirve es la correcta percepción de los problemas y de las posibles vías de acción. La Teoría de Probabilidad tiene la engañosa característica de que resultados intuitivamente plausibles tienen demostraciones que requieren conocimientos avanzados de Matemática (la llamada “Teoría de la Medida”). En este libro he procurado seguir un camino intermedio, demostrando lo que se pueda probar a nivel elemental, e indicando los casos en que esto no es posible. Los ejercicios son una parte importante del curso: contienen ejemplos y material complementario, y, especialmente, sirven para que el lector compruebe su comprensión de la teoría, y desarrolle su habilidad para pensar correctamente por su cuenta, lo que debiera ser el objeto último de toda enseñanza. Este libro es el resultado de muchos años de enseñar Probabilidad y Estadstica, en las Universidades Nacionales de Buenos Aires y de La Plata, y en la ESLAI (Escuela Superior Latinoamericana de Informática), cuyos alumnos han contribuido con sus comentarios –no siempre elogiosos– al mejoramiento de mis cursos.Facultad de Ciencias Exacta

Analysis of Wind Roses Using Hierarchical Cluster and Multidimensional Scaling Analysis at La Plata, Argentina

Knowledge of frequency wind patterns is very important for air pollution modelling, especially in a city like La Plata (approximately 850,000 inhabitants) with high vehicular and industrial activities and no air monitoring network. An hourly wind analysis was carried out on data from two local weather stations (points A and J). An initial result was that, in spite of differences in data quality, the local weather stations observations were consistent with local and regional National Meteorological Service (NMS) monthly based observations. Two non conventional multivariate statistical methods were employed to further analyse hourly data at points A and J. Hierarchical cluster resulted in a good summarising tool to visualise prevailing hourly winds. Resultant vectors emerging from the clustering process showed good similarity between sites and seasons; this allowed a further visualization of the average diurnal wind development. Multidimensional scaling (MDS) permitted a pairwise comparison of a large number of hourly wind roses. These wind roses were more similar to each other in colder seasons and at site A (the one that is closer to the river) than in warmer seasons and at site J. Most of the observed variations regarding seasons and sites revealed by cluster and MDS analysis are explained in terms of the sea-land breeze circulations. The methodology applied proved to be of utility for simplifying the analysis of high dimensional data with numerous observations.Fil: Ratto, Gustavo. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - La Plata. Centro de Investigaciones Ópticas. Provincia de Buenos Aires. Gobernación. Comisión de Investigaciones Científicas. Centro de Investigaciones Ópticas. Universidad Nacional de La Plata. Centro de Investigaciones Ópticas; Argentina. Universidad Nacional de La Plata. Facultad de Ingeniería; ArgentinaFil: Maronna, Ricardo Antonio. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Departamento de Matemáticas; ArgentinaFil: Berri, Guillermo Jorge. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Ministerio de Defensa. Secretaria de Planeamiento. Servicio Meteorológico Nacional; Argentin

On the application of hierarchical cluster analysis for synthesizing low-level wind fields obtained with a mesoscale boundary layer model

Hierarchical clustering is applied to a boundary layer model output that describes the low-level wind field over the La Plata River region of South America. The model output consists of 180 17-dimensional vectors per season that include wind direction frequencies, calms and mean wind speeds per wind sector. The cluster approach is intended to assist the discussion of meteorological phenomena, and is also employed to define regionality. Results show that the 180 original vectors can be well represented by a small number of vectors, and the 18, 12 and 6 group cluster solutions share a similar layout. However, the 12 and the 6 group clusters seem both appropriate solutions when a threshold of 10% in wind direction frequency, including calms, is taken as a reference in order to decide significant differences between groups. All solutions show more groups along the northeastern than along the southwestern river shore, evidencing a complex sea-land breeze circulation pattern. The analysis of the observations at nine weather stations supports the findings of the cluster analysis conducted with the model outputs. The advantage of the hierarchical cluster analysis in synthesizing information becomes clearly evident when compared to the traditional method of visual inspection. Besides, the actual distribution of weather stations in the region is not very far from the regionality that suggests the obtained cluster distribution. However, in order to match the latter, more observing points would be needed particularly over the river and towards the northeastern shore.Centro de Investigaciones ÓpticasFacultad de Ciencias ExactasFacultad de Ingenierí