Volume 27, Issue 4 (2016), pp. 893–910
Statistical modelling plays a central role for any prediction problem of interest. However, predictive models may give misleading results when the data contain outliers. In many real-world applications, it is important to identify and treat the outliers without direct elimination. To handle such issues, a hybrid computational method based on conic quadratic programming is introduced and employed on earthquake ground motion dataset. This method aims to minimize the impact of the outliers on regression estimators as well as handling the nonlinearity in the dataset. Results are compared against widely used parametric and nonparametric ground motion prediction models.
Volume 20, Issue 2 (2009), pp. 187–202
In this paper, a method for the study of cluster stability is purposed. We draw pairs of samples from the data, according to two sampling distributions. The first distribution corresponds to the high density zones of data-elements distribution. Thus it is associated with the clusters cores. The second one, associated with the cluster margins, is related to the low density zones. The samples are clustered and the two obtained partitions are compared. The partitions are considered to be consistent if the obtained clusters are similar. The resemblance is measured by the total number of edges, in the clusters minimal spanning trees, connecting points from different samples. We use the Friedman and Rafsky two sample test statistic. Under the homogeneity hypothesis, this statistic is normally distributed. Thus, it can be expected that the true number of clusters corresponds to the statistic empirical distribution which is closest to normal. Numerical experiments demonstrate the ability of the approach to detect the true number of clusters.