HDTenEightyP/NetNews huggingface dataset:
From: pomat@math.liu.se (Pontus Matstoms)
Subject: X11
Organization: Dept of Math., Linkoping Univ, Sweden
Date: Thu, 19 Nov 1992 11:28:01 GMT

I'm looking for references concerning the X11 method for time series analysis.
What is the method used for and are there any known public domain implementations ?

Thanks a lot 

-- Pontus Matstoms

Newsgroups: sci.math.stat
From: thearn@nmsu.edu (Tom Hearn)
Subject: Re: Median absolute deviation from median
Organization: New Mexico State University
Date: Mon, 16 Nov 1992 17:26:31 GMT

In article <141430@lll-winken.LLNL.GOV> macq@miguel.llnl.gov (Don MacQueen) writes:
>Some members of the environmental monitoring division
>here are fond of using the median and the median absolute
>deviation from the median (the MAD) as summary statistics for samples
>that have some left censoring.
>
>Does anyone know of any good properties the MAD has?
>(regardless of whether there is censoring)
>
>For instance, the median minimizes the sum of the absolute
>deviations, so perhaps the median absolute deviation makes
>sense as a measure of variability. Is there more to it than
>that?
>
>Thanks
>-- 
>---------------------------------------------------
>Don MacQueen
>preferred                   macq@llnl.gov
>o.k.                        macq@alle.llnl.gov
>Lawrence Livermore Nat. Lab.
>7000 East Ave., L-307          (510) 423-1062
>Livermore, CA 94550
>---------------------------------------------------

The important thing is that the MAD is robust, and hence a more consistent
estimate of error between samples when the samples may contain outliers.

For data that has a gaussian distribution (in which case the mean and
standard deviation are appropriate) the MAD can be related to the
standard error by:
	Stan.Dev. = 1.48 x MAD
This scaling factor can be used to convert the MAD into a number that can
be compared and used as if it were a standard deviation.


Newsgroups: sci.math.stat
From: perry@eesun1.ttu.edu (Dr. Matt Perry)
Subject: Fractal PDF's and Fractal Time Series 
Organization: Texas Tech University
Date: Mon, 16 Nov 1992 16:07:42 GMT
X-Posted-From: eesun1.ee.ttu.edu
NNTP-Posting-Host: sol.ctr.columbia.edu

Hi,

I want to give a computer assignment for my graduate EE
stochastics and random variables class on fractal time 
series.  Does anyone have a good reference for actually 
generating random fractal time series?  I read chaos and
the capital market.  It discusses stable peritian (sp?)
in regards to its characteristic function but it does
not state how to generate sequences.  Ideally, I would
like the students to write a program in MATLAB to perform
this function.

Any hints on references would be most appreciated.

Thanks

Matt

PS: Does anyone know of an expression to compute
    unbiased kurtosis?  Any references?
-- 
------------------------------------------------------------------------
Matt Perry, PhD                      Electrical Engineering
Assistant Professor                  Texas Tech
Voice: (806) 742-3489                Box 43102
e-mail: perry@sun1.coe.ttu.edu       Lubbock, TX, USA  79509-3102
------------------------------------------------------------------------
From: nichols@spss.com (David Nichols)
Subject: Re: X11
Organization: SPSS Inc.
Date: Thu, 19 Nov 1992 22:10:40 GMT

In article <1992Nov19.112801.4975@isy.liu.se> pomat@math.liu.se (Pontus Matstoms) writes:
>I'm looking for references concerning the X11 method for time series analysis.
>What is the method used for and are there any known public domain implementations ?

I'm not really sure about references, but I know that one version of this
method was developed by the people at Statistics Canada, and is implemented
in X11-ARIMA in the TRENDS module of SPSS. This isn't public domain, but is
available in many universities, etc. There is a short chapter with some
introduction to the method in SPSS TRENDS manuals.

--
 David Nichols        Senior Statistical Support Specialist         SPSS, Inc.
 Phone: (312) 329-3684     Internet:  nichols@spss.com     Fax: (312) 329-3657
*******************************************************************************
 Any correlation between my views and those of SPSS is strictly due to chance.
From: brv@reef.cis.ufl.edu (Balaji Venkatraman)
Newsgroups: sci.math.stat
Subject: Help - A TIME SERIES question
Date: 19 Nov 92 16:25:45 GMT
Organization: Univ. of Florida CIS Dept.

Hi,

I am a graduate student in computer science with not much back ground
in statistics, specifically TIME SERIES analysis.

As part of my work, i am trying to analyze the behavior of computer
network traffic on the campus backbone.
Each record in the data set consists of (among others):
	1. Packet arrival time
	2. Packet size
	3. Packet type.

I would like to fit a model to the data set so that i can predict:
	1. Arrival of packets on the network
	2. Packet size

Another important point (in my view) is to be able to characterize the
"Bursty" nature of traffic.

I have done considerable measurements and analysis on the traffic from
a networks viewpoint (and published it) and i would like to back it up 
with a "good" time series model.

I would appreciate any help and guidance on this problem. If anyone else 
is working on a similar problem, maybe we could continue this discussion
(offline). 
Please post your replies or send me E-mail.

Thanks in advance.

Balaji R. Venkatraman		     Internet:  brv@cis.ufl.edu
Computer and Information Sciences    Phone : (904) 392-1491, 392-1200 (office)
University of Florida                        (904) 372-3135 (home)
Gainesville, FL 32611.		     Fax   : (904) 392-1220
Newsgroups: sci.math.stat
From: luke@cs.city.ac.uk (Luke Whitaker)
Subject: Calculating variances
Keywords: variance
Organization: City University
Date: 20 Nov 92 12:58:29 GMT

I am trying to develop some ideas around contingency tables and entropy, 
and have come up with some measures which I think are quite useful,
but the problem is that I have no idea in general how to compute variances for
these measures. 

It seems that the only general rule for computing variances is for the sum or
difference of random variables (ie var(x+/-y) = var(x) + var(y)). What about 
products, reciprocals and other arbitrary combinations of random variables. 
I realise that this is non-trivial and that there is no simple answer as 
there is for sums and differences but there must be techniques to get a 
handle on this.

Could someone point me in the right direction, references etc for this problem.

thanks,

Luke
From: saswss@unx.sas.com (Warren Sarle)
Newsgroups: sci.math.stat
Subject: Re: Frobenious Norm
Date: 19 Nov 92 23:26:31 GMT
Organization: SAS Institute Inc.
Originator: saswss@hotellng.unx.sas.com


In article <1992Nov19.195356.5104@aio.jsc.nasa.gov>, seaborn@aio.jsc.nasa.gov (Jodi Seaborn) writes:
|> I'm reviewing a paper and the authors demonstrate the performance of the
|> system with the root-mean-square errors of the "Frobenious norm".
|> I can't find this in any of my statistics books--can someone point me
|> to a reference?

Frobenius norm = Euclidean norm = Schur norm = Hilbert-Schmidt norm =
L  norm = square root of the sum of the squared elements of a matrix.
 2

R. A. Horn & C. R. Johnson, _Matrix Analysis_, Cambridge Univ. Press,
1985, p. 291.


-- 

Warren S. Sarle       SAS Institute Inc.   The opinions expressed here
saswss@unx.sas.com    SAS Campus Drive     are mine and not necessarily
(919) 677-8000        Cary, NC 27513       those of SAS Institute.
Newsgroups: sci.math.stat
From: pfleury@ddsw1.mcs.com (Patrick J. Fleury)
Subject: Re: Quartiles in S-plus
Date: Thu, 19 Nov 1992 04:19:29 GMT
Organization: ddsw1.MCS.COM Contributor, Chicago, IL

In article <1992Nov17.170005@masg1.epfl.ch> zoubeidi@masg1.epfl.ch (Toufik Zoubeidi) writes:
>Hello, 
>
>In preparing a class example we found out that in computing quartiles
>S-plus uses different methods under different commands. The method
>used in the commands "summary" or "quantile" is different from the 
>one used to compute quartiles for a boxplot in the command "boxplot".
>We know which method is used in each case. Does anyone know the reason
>for this difference.
>
 There was an informative article a couple of years ago in _The Americna
_Statistician_ which might shed some light on this.  I think it was called
_Some implementations of the boxplot_ and two of its authors were Iglewicz 
and Hoaglin.  I think the year was 1989 but I am not absolutely sure.

As I remember it, the authors point out that there are eight different
definitions of the sample quartile which are used in different circumstances.

It is worth looking at.
Newsgroups: sci.math.stat
Subject: Re: Help - A TIME SERIES question
From: jsv@math.canterbury.ac.nz (Julian Visch)
Date: Fri, 20 Nov 1992 00:42:34 GMT
Organization: Department of Mathematics, University of Canterbury

In article <37667@uflorida.cis.ufl.edu>, brv@reef.cis.ufl.edu (Balaji Venkatraman) writes:
|> Hi,
|> 
|> I am a graduate student in computer science with not much back ground
|> in statistics, specifically TIME SERIES analysis.
|> 
|> As part of my work, i am trying to analyze the behavior of computer
|> network traffic on the campus backbone.
|> Each record in the data set consists of (among others):
|> 	1. Packet arrival time
|> 	2. Packet size
|> 	3. Packet type.
|> 
|> I would like to fit a model to the data set so that i can predict:
|> 	1. Arrival of packets on the network
|> 	2. Packet size
|> 
|> Another important point (in my view) is to be able to characterize the
|> "Bursty" nature of traffic.
|> 
|> I have done considerable measurements and analysis on the traffic from
|> a networks viewpoint (and published it) and i would like to back it up 
|> with a "good" time series model.
|> 
|> I would appreciate any help and guidance on this problem. If anyone else 
|> is working on a similar problem, maybe we could continue this discussion
|> (offline). 
|> Please post your replies or send me E-mail.
|> 
|> Thanks in advance.
|> 
|> Balaji R. Venkatraman		     Internet:  brv@cis.ufl.edu
|> Computer and Information Sciences    Phone : (904) 392-1491, 392-1200 (office)
|> University of Florida                        (904) 372-3135 (home)
|> Gainesville, FL 32611.		     Fax   : (904) 392-1220
|> 

If you trying to fit an A.R.I.M.A model
There is a book by Christopher Chatfield called 
"The analysis of time series : an introduction"
which I found quite useful

Otherwise you might try reading books on queueing theory.
Newsgroups: sci.math.stat
From: mcclella@yertle.Colorado.EDU (Gary McClelland)
Subject: Re: Calculating variances
Keywords: variance
Organization: University of Colorado, Boulder
Date: Fri, 20 Nov 1992 21:39:53 GMT

luke@cs.city.ac.uk (Luke Whitaker) writes:

>It seems that the only general rule for computing variances is for the sum or
>difference of random variables (ie var(x+/-y) = var(x) + var(y)). What about 
>products, reciprocals and other arbitrary combinations of random variables. 
>I realise that this is non-trivial and that there is no simple answer as 
>there is for sums and differences but there must be techniques to get a 
>handle on this.

>Could someone point me in the right direction, references etc for this problem.

A useful ref on the variance (and covariance) of products is

Bohrnstedt, G.W., \& Goldberger, A.S. (1969).  On the
exact covariance of products of random variables.  {\it Journal of the
American Statistical Association, 64}, 1439--1442.

They cite earlier work by Goodman which is also quite useful.

gary mcclelland
univ of colorado
mcclella@yertle.colorado.edu
Newsgroups: sci.math.stat
From: seaborn@aio.jsc.nasa.gov (Jodi Seaborn)
Subject: Frobenious Norm
Reply-To: seaborn@aio.jsc.nasa.gov
Organization: NASA Johnson Space Center
Date: Thu, 19 Nov 1992 19:53:56 GMT

I'm reviewing a paper and the authors demonstrate the performance of the
system with the root-mean-square errors of the "Frobenious norm".

I can't find this in any of my statistics books--can someone point me
to a reference?

Thanks, Jodi

Newsgroups: sci.math.stat
From: thompson@atlas.socsci.umn.edu (T. Scott Thompson)
Subject: Re: LS with linear constraints
Keywords: least squares
Reply-To: thompson@atlas.socsci.umn.edu
Organization: Economics Department, University of Minnesota
Distribution: usa
Date: Mon, 23 Nov 1992 22:07:28 GMT

ngo1@quads.uchicago.edu (hang-yue  ngo) writes:

>I have a problem:  minimize (Y - Xb)'(Y - Xb) with respect to b
> subject to Cb = d.  b  is a px1 vector and C is a qxp matrix.
> The matrix X may not be full rank (i.e., rank(X) = r < p).
> 
> A solution is given in Kennedy and Gentle, the solution is

>  b = (X'X + C'C)^{-1} X'Y.

> Can anyone show me other methods/solutions to this constrained
> LS problem?  Thanks in advance.

If you look in Kennedy and Gentle again you will see that this
"solution" is in fact a solution only for the case where d = 0.

One intuitive solution to the general problem can be obtained by
noting that Cb = d if and only if b = Az + e for some z in R^(p-q),
where A is any px(p-q) matrix of rank p-q for which CA = 0, and e is
any particular solution to the equation Ce = d.  So the constrained
problem is equivalent to the unconstrained problem:

	min (Y - Xe - XAz)'(Y - Xe - XAz)
	 z

which has solution

	z = (A'X'XA)^(-1)A'X'(Y - Xe)

assuming that the inverse exists.  (If not, then there is no unique
solution to the original problem, and you need some additional
criteria, minimum norm, perhaps, to pin down a unique solution.)

Substituting into the identity b = Az + e gives a final solution:

	b = A(A'X'XA)^(-1)A'X'(Y - Xe) + e

The choice of the matrix A and the vector e does not affect the
theoretical solution but may influence numerical stability of this
approach.  Someone else has already posted numerous references to
articles on the numerical aspects of the problem.

The problem is also fairly easy to solve using a vector of LaGrange
multipliers to handle the constraints.
--
T. Scott Thompson              email:  thompson@atlas.socsci.umn.edu
Department of Economics        phone:  (612) 625-0119
University of Minnesota        fax:    (612) 624-0209
Newsgroups: sci.math.stat
From: wajnberg@antibes.antibes.inra.fr (Eric Wajnberg)
Subject: Agregated --> Uniform distribution
Keywords: fonction to transform patchly to uniform distributions
Organization: I.N.R.A. Antibes (France) - Biologie des Populations
Date: Mon, 16 Nov 92 11:17:55 GMT

    Dear Netters,

    I have one problem I am not able to answer by myself. I'm working
    on  host-parasite interactions in insects ; and more precisely on
    spatial distribution of both hosts  and  parasites.  For  several
    reasons,  I  need to transform the host spatial distribution pat-
    tern (which usually show a highly agretated  structure)  into  an
    uniform distribution, in both the x's and the y's direction. This
    will allows me to accurately diescribe the characteristics of the
    parasite  distribution AT A STANDARDIZED HOST DISTRIBUTION.. So I
    have the Xi-Yi coordinates of all the hosts, and I  thus  need  a
    transformation on these pairs of data.

    If there is only one patch of hosts, the most obvious transforma-
    tion  is  to  take the ranks of the x's and the y's. However, for
    more than one path such a simple transfomation does not work  any
    more.

    Is there someone out there that can provide me any help in this?

    Thanks in advance.


    ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
     |\/\/\/|      Eric Wajnberg
     |      |      Centre de Recherche d'Antibes
     |      |      Laboratoire de Biologie des Invertebres
     | (o)(o)      Unite de Biologie des Populations
     C      _)     I.N.R.A.
     | ,___|       37, Bld. du Cap. 06600 Antibes. France.
     |   /         Tel : (33) 93.67.88.92
     /___\         Fax : (33) 93.67.88.25
    /     \        e-mail : wajnberg@antibes.inra.fr

    ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Newsgroups: sci.math.stat
From: emclean@sfsuvax1.sfsu.edu (Emmett McLean)
Subject: Re: Statistics on the Mac
Organization: San Francisco State University
Distribution: World
Date: Mon, 23 Nov 1992 09:00:56 GMT

In article <gln.722201122@brutus> gln@iti.org (Glen Niebur) writes:
>
>We are looking for ANOVA, paired and multi way comparisons, T tests, repeated
>measures, and things like that.  (I apologize if these terms are incorrect,
>I'm asking for things that *other people* are asking me for.)
>

Have you heard of XlispStat ?  One thing nice about
it is that it is free and that there are versions of
which run under DOS and UNIX.  You should be able
to get it at the ftp sight "umnstat.stat.umn.edu". 
Last summer I took a course called "Financial Data Analysis" 
where the students were split into groups and each 
had to make a presentation about available statistical
software .  Two groups discussed the XlispStat package
running on the MAC.  Based on their presentations,
I was impressed by the "Data Movie" application, the
overall graphics (e.g. you could get a 3/D plot and 
spin it around in any direction), and the ease of use 
of the package.  There was one built in feature,
I don't recall precisely what they was - perhaps an
CART application- which made the instructor really like
it. Documentation is pretty good since a Wiley text
explains it all.  Obviously, if you already know LISP, you
can use the software to enhance what you write. 

BTW, all that standard stuff for ANOVA , regression, and t 
statistics is in there too.

Regards, Emmett emclean@vax1.sfsu.edu

Newsgroups: sci.math.stat
From: dld@cs.monash.edu.au (David L Dowe)
Subject: Seeking e-mail address of Geert SCHOU
Summary: Seeking e-mail address of Geert Schou
Keywords: Seeking, e-mail address, Schou, Geert Schou, Denmark, Aarhus, von Mises, von Mises-Fisher
Organization: Computer Science, Monash University, Australia
Date: Wed, 18 Nov 1992 09:48:15 GMT


   Hello.   I seek the e-mail address of Geert SCHOU, (once at (the))
Department of Theoretical Statistics, University of Aarhus, Denmark, author of
"Estimation of the concentration parameter in von Mises-Fisher distributions",
Biometrika (1978), 65, 1, pp369-77.

Thank you.

(Dr.) David Dowe, Dept of Computer Science, Monash University, Clayton,
Victoria 3168, Australia           dld@bruce.cs.monash.edu.au 
Newsgroups: sci.math.stat
From: sjs6@quads.uchicago.edu (s jonathan silverman)
Subject: Splus book or manual
Reply-To: sjs6@midway.uchicago.edu
Organization: University of Chicago Computing Organizations
Date: Wed, 18 Nov 1992 06:59:37 GMT

Does anyone know of a book on Splus.  Failing this, can I buy a manual
from the company that writes it?

I've found a number of books on S, but nothing on Splus..

Thanks,

Jonathan Silverman
-- 
Jonathan Silverman

sjs6@quads.uchicago.edu
jonat@cicero.spc.uchicago.edu
Newsgroups: sci.math.stat
From: steve@agropyron.cfnr.colostate.edu (Steve)
Subject: how-to: nonlinear surface fitting
Date: Wed, 18 Nov 1992 06:17:59 GMT
Reply-To: steve@agropyron.cfnr.colostate.edu
Organization: Colorado State University, Dept. of Mech. Eng.
Keywords: non-linear, regression, surface, model

I'm trying to fit a model to historical data, and keep hitting
limitations and problems with various approaches/packages.
This doesn't seem to be too weird of a problem, but I'm getting frustrated.
I'm not a statistics guru, so I could be (probably am) wrong.

The problem, I have several samples of data in x and y that I need
to fit a surface/model to. X and Y are independent. For each sample, 
x ranges from 30 to 60 by increments of 2, while y goes from 130 to
260 by increments of 5, I have values for each point of this matrix,
although the border/outer edge data values are unreliable.  When plotted,
the surface created by the seperate data samples looks like a fairly
"steep" poisson density function (tall hump in the middle). I've been
unable to find a reference/package for this type of a fit. I've found 
linear/quadratic surface algorithms, but this is exponential. I've found
exponential curve algorithms, but no surfaces except where y is a dependent
variable ( if I am understanding things correctly, I'm refering to ODRPACK
here). 

I'm guessing a model of the form (roughly):

                             F G                       M N
                B      D(1-Ex )          I       K(1-Ly )
     f(x,y) = Ax  *  Ce             +  Hy  *  Je             + Pxy


Any ideas/pointers/references would be GREATLY appreciated!

thanks

Steve = steve@bouteloua.cfnr.colostate.edu

Newsgroups: sci.math.stat,sci.econ
From: sjs6@quads.uchicago.edu (s jonathan silverman)
Subject: Share Census data
Reply-To: sjs6@midway.uchicago.edu
Organization: University of Chicago Computing Organizations
Date: Thu, 19 Nov 1992 21:26:33 GMT

I am trying to assemble a group of people who are interested in getting
the Public Use Microdata Sample of the Census of Population and Housing
as soon as it becomes available.  Those of us at research institutions
can generally get this for only the cost of the media through ICPSR, but
only after what can be a long delay.

The census bureau will sell the 5% Sample for US $4,000.  I would like to
find 9 people who will chip in $400 each plus the cost of the physical
media.  I will then copy the data to either high density mag. tape or
DAT, according to your preference.

This offer is, of course, contingent on finding the requisite number of
people.

Please e-mail me at jonat@cicero.spc.uchicago if you are interested.
According to the bureau, the data will be released by the end of the year.

Jonathan SIlverman
(312) 883-2125
-- 
Jonathan Silverman

sjs6@quads.uchicago.edu
jonat@cicero.spc.uchicago.edu
From: cmoraga@dcc.uchile.cl (MORAGA ORELLANA CORNELIO SEGUNDO)
Subject: coins Problem
Originator: cmoraga@dcc.uchile.cl
Date: Tue, 24 Nov 1992 01:56:29 GMT
Organization: Universidad de Chile, Depto. de Ciencias de la Computacion

Problem:

  we have a coin labeled with A y B (Pr[A] = Pr[B] = 1/2). We launch it
  N times. What is the average value times that we get the same
  number of A's y B's ???  (e.g. if N=10 and we had get  AABABBBAAA then
  had 2 matchs)

  cmoraga@dcc.uchile.cl
Newsgroups: sci.math.stat
From: ngo1@quads.uchicago.edu (hang-yue  ngo)
Subject: LS with linear constraints
Followup-To: ngo1@midway.uchicago.edu
Keywords: least squares
Reply-To: ngo1@midway.uchicago.edu
Organization: University of Chicago
Distribution: usa
Date: Fri, 20 Nov 1992 18:23:50 GMT

I have a problem:  minimize (Y - Xb)'(Y - Xb) with respect to b
 subject to Cb = d.  b  is a px1 vector and C is a qxp matrix.
 The matrix X may not be full rank (i.e., rank(X) = r < p).
 
 A solution is given in Kennedy and Gentle, the solution is

  b = (X'X + C'C)^{-1} X'Y.

 Can anyone show me other methods/solutions to this constrained
 LS problem?  Thanks in advance.

 H.Y. Ngo
 ngo1@midway.uchicago.edu
From: albert@mathlab.sunysb.edu (Jose Ramon Albert)
Newsgroups: sci.math.stat
Subject: help on references to "u-plot"
Date: 22 Nov 92 20:08:36 GMT
Organization: SUNY at Stony Brook, Dept. of Math

in software reliability models, it is often assumed that
the data t_1, t_2, ..., t_N are independent with
t_i having df F_i (of a known parametric form, e.g. the t_i's may be considered
the order statistics of ind. exp. r.v.'s  with parameter (N-i+1)*C).

bev littlewood in several papers has suggested that 
  U_i = F_i(T_i; \beta_{i-1}) 
be calculated (as a goodness of fit indicator) 
where beta_{i-1} is the MLE of the parameter beta based on the first i - 1 data.
a plot of the cdf of the U_i's is called the u-plot.  

i was wondering if anybody could give me additional references on the u-plot (whether
within or without software reliability).

please e-mail responses (to albert@ams.sunysb.edu).  thanks.


jose albert
ams department
suny stony brook
stony brook ny 11794-3600
Newsgroups: sci.math.stat