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Variable selection for single-index models based on martingale difference divergence
Yuan Xiaohui,Wang Yue,Wang Yiming,Liu Tianqing 한국통계학회 2024 Journal of the Korean Statistical Society Vol.53 No.1
In this paper, we consider variable selection for single-index models via martin- gale difference divergence. The important covariates are selected by maximizing penalized martingale difference divergence objective functions with fixed tuning parameters. To choose tuning parameters, we propose to use a BIC criterion. The consistency of the variable selection procedure with LASSO, SCAD and ALASSO penalties and asymptotic properties of the resulting estimators are established. The performance of the proposed procedure is assessed through extensive simulation studies. Finally, we apply the proposed method to real data sets.
Variable selection for semiparametric accelerated failure time models with nonignorable missing data
Liu Tianqing,Yuan Xiaohui,Sun Liuquan 한국통계학회 2024 Journal of the Korean Statistical Society Vol.53 No.1
The regularization approach for variable selection was well developed for semipara- metric accelerated failure time (AFT) models, where the response variable is right censored. In the presence of missing data, this approach needs to be tailored to dif- ferent missing data mechanisms. In this paper, we propose a flexible and generally applicable missing data mechanism for AFT models, which contains both ignorable and nonignorable missing data mechanism assumptions. We propose weighted rank (WR) estimators and corresponding penalized estimators of regression parameters under this missing data mechanism. An advantage of the WR estimators and cor- responding penalized estimators is that they do not require specifying a missing data model for the proposed missing data mechanism. The theoretical properties of the WR and corresponding penalized estimators are established. Comprehensive simulation studies and a real data application further demonstrate the merits of our approach.
A Hybrid Filtering Stage Based Quasi-type-1 PLL under Distorted Grid Conditions
Li, Yunlu,Wang, Dazhi,Han, Wei,Sun, Zhenao,Yuan, Tianqing The Korean Institute of Power Electronics 2017 JOURNAL OF POWER ELECTRONICS Vol.17 No.3
For three-phase synchronization applications, the synchronous reference frame phase-locked loop (SRF-PLL) is probably the most widely used technique due to its ease of implementation and satisfactory phase tracking performance under ideal grid conditions. However, under unbalanced and distorted grid conditions, its performance tends to worsen. To deal with this problem, a variety of filtering stages have been proposed and used in SRF-PLLs for the rejection of disturbance components at the cost of degrading the dynamic performance. In this paper, to improve dynamic performance without compromising the filtering capability, an effective hybrid filtering stage is proposed and incorporated into the inner loop of a quasi-type-1 PLL (QT1-PLL). The proposed filtering stage is a combination of a moving average filter (MAF) and a modified delay signal cancellation (DSC) operator in cascade. The time delay caused by the proposed filtering stage is smaller than that in the conventional MAF-based and DSC-based PLLs. A small-signal model of the proposed PLL is derived. The stability is analyzed and parameters design guidelines are given. The effectiveness of the proposed PLL is confirmed through experimental results.
A Hybrid Filtering Stage Based Quasi-type-1 PLL under Distorted Grid Conditions
Yunlu Li,Dazhi Wang,Wei Han,Zhenao Sun,Tianqing Yuan 전력전자학회 2017 JOURNAL OF POWER ELECTRONICS Vol.17 No.3
For three-phase synchronization applications, the synchronous reference frame phase-locked loop (SRF-PLL) is probably the most widely used technique due to its ease of implementation and satisfactory phase tracking performance under ideal grid conditions. However, under unbalanced and distorted grid conditions, its performance tends to worsen. To deal with this problem, a variety of filtering stages have been proposed and used in SRF-PLLs for the rejection of disturbance components at the cost of degrading the dynamic performance. In this paper, to improve dynamic performance without compromising the filtering capability, an effective hybrid filtering stage is proposed and incorporated into the inner loop of a quasi-type-1 PLL (QT1-PLL). The proposed filtering stage is a combination of a moving average filter (MAF) and a modified delay signal cancellation (DSC) operator in cascade. The time delay caused by the proposed filtering stage is smaller than that in the conventional MAF-based and DSC-based PLLs. A small-signal model of the proposed PLL is derived. The stability is analyzed and parameters design guidelines are given. The effectiveness of the proposed PLL is confirmed through experimental results.