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Record W2262518626

Some aspects of robust estimation in time series analysis.

2000· article· en· W2262518626 on OpenAlexvenueno aff
Sanjoy K. Sinha

Bibliographic record

VenueLibrary and Archives Canada (Government of Canada) · 2000
Typearticle
Languageen
FieldMathematics
TopicAdvanced Statistical Methods and Models
Canadian institutionsnot available
Fundersnot available
KeywordsSeries (stratigraphy)Autoregressive–moving-average modelSpectral densityMathematicsSpectral density estimationTime seriesCross-spectrumProcess (computing)Estimation theoryApplied mathematicsFunction (biology)AlgorithmFourier seriesDiscrete Fourier transform (general)Stationary processMathematical optimizationAutoregressive modelFourier analysisStatisticsComputer scienceFourier transformFrequency domainMathematical analysis
DOInot available

Abstract

fetched live from OpenAlex

In this thesis, a number of robust methods have been developed for estimating the parameters in a time series setting. To estimate the power spectrum of an ARMA process, an M estimation method has been introduced which maximizes the robust likelihood function of the discrete Fourier transforms of the process. This robust method is useful in estimating the parameters of the continuous spectrum ARMA process by downweighting the influence of possible discrete spectrum harmonic components on the data. The proposed M estimation method has been applied to some actual time series data sets of sea level records, where a strong presence of tidal (harmonic) components is observed along with the continuous spectrum surge process. Here robust estimation of the power spectrum of the surge process has been considered assuming that the surge follows an ARMA process.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.013
metaresearch head score (Gemma)0.033
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.013
Threshold uncertainty score0.068

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0130.033
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.003
Bibliometrics0.0020.003
Science and technology studies0.0010.004
Scholarly communication0.0020.003
Open science0.0020.002
Research integrity0.0020.004
Insufficient payload (model declined to judge)0.0030.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.011
GPT teacher head0.221
Teacher spread0.210 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2000
Admission routes1
Has abstractyes

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Same venueLibrary and Archives Canada (Government of Canada)Same topicAdvanced Statistical Methods and ModelsFrench-language works237,207