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固定设计异方差非参数回归模型的预测方法 被引量:2
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作者 武新乾 程芳 《统计与决策》 CSSCI 北大核心 2017年第17期76-79,共4页
文章针对固定设计下异方差非参数回归模型,考虑了基于多项式样条的三种预测方法,即非外推法、线性外推法和非线性外推法。模拟结果表明非外推预测法的均方根误差(RMSE)和平均绝对误差(MAE)的均值最大,而线性外推法的RMSE和MAE的均值略... 文章针对固定设计下异方差非参数回归模型,考虑了基于多项式样条的三种预测方法,即非外推法、线性外推法和非线性外推法。模拟结果表明非外推预测法的均方根误差(RMSE)和平均绝对误差(MAE)的均值最大,而线性外推法的RMSE和MAE的均值略小于非线性外推法的RMSE和MAE的均值。实证分析结果显示:非外推预测法的平均绝对百分比误差(MAPE)、RMSE和MAE最大,线性外推法的MAPE、RMSE和MAE最小。这表明整体上外推法优于非外推法,而线性外推法是简单可行的。 展开更多
关键词 非参数回归模型 多项式样条方法 预测方法
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信噪比对非参数回归模型拟合效果的数值模拟
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作者 程芳 武新乾 杨万才 《南阳师范学院学报》 CAS 2016年第12期12-17,共6页
为探究信噪比大小对非参数回归模型拟合的影响,本文针对固定设计下的非参数回归模型进行Monte Carlo数值模拟.在模拟中使用了三次B-样条估计方法,并利用AIC和BIC准则自动选择结点.结果表明:信噪比越大,均值函数估计的平均平方误差的平... 为探究信噪比大小对非参数回归模型拟合的影响,本文针对固定设计下的非参数回归模型进行Monte Carlo数值模拟.在模拟中使用了三次B-样条估计方法,并利用AIC和BIC准则自动选择结点.结果表明:信噪比越大,均值函数估计的平均平方误差的平方根的均值和标准差越小,另外,响应变量的拟合的均方误差和平均绝对误差也越小. 展开更多
关键词 非参数回归模型 多项式样条方法 信噪比 MONTE Carlo数值模拟
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Interpolation in R^2 with Minimum Value of the Uniform Norm of the Laplace Operator
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作者 Sergey I. Novikov 《Journal of Mathematics and System Science》 2013年第2期55-61,共7页
Problems, which are studied in the paper, concern to theoretical aspects of interpolation theory. As is known, interpolation is one of the methods for approximate representation or recovery of functions on the basis o... Problems, which are studied in the paper, concern to theoretical aspects of interpolation theory. As is known, interpolation is one of the methods for approximate representation or recovery of functions on the basis of their given values at points of a grid. Interpolating functions can be chosen by many various ways. In the paper the authors are interested in interpolating functions, for which the Laplace operator, applied to them, has a minimal norm. The authors interpolate infinite bounded sequences at the knots of the square grid in Euclidian space. The considered problem is formulated as an extremal one. The main result of the paper is the theorem, in which certain estimates for the uniform norm of the Laplace operator applied to smooth interpolating functions of two real variables are established for the class of all bounded (in the corresponding discrete norm) interpolated sequences. Also connections of the considered interpolation problem with other problems and with embeddings of the Sobolev classes into the space of continuous functions are discussed. In the final part of the main section of the paper, the authors formulate some open problems in this area and sketch possible approaches to the search of solutions. In order to prove the main results, the authors use methods of classical mathematical analysis and the theory of polynomial splines of one variable with equidistant knots. 展开更多
关键词 INTERPOLATION Laplace operator minimal norm B-spline.
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