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基于双边核估计的保持跳跃曲线回归过程基于双边核估计的保持跳跃曲线回归过程
Statistical and Application 统计学与应用, 2015, 4(4), 335-347
Published Online December 2015 in Hans. /journal/sa
/10.12677/sa.2015.44037
A Jump-Preserving Curve Regression
Procedure Based on Bilateral Kernel
Estimation
*
Yiran Li, Xingfang Huang , Jiazhao Ding, Xuan Chen
Department of Mathematics, Southeast University, Nanjing Jiangsu
th th st
Received: Dec. 10 , 2015; accepted: Dec. 28 , 2015; published: Dec. 31 , 2015
Copyright © 2015 by authors and Hans Publishers Inc.
This work is licensed under the Creative Commons Attribution International License (CC BY).
/licenses/by/4.0/
Abstract
It is well known that curve regression is very important in many applications. However, since data
collection procedures are disturbed by errors, traditional curve regression methods cannot play
well in jump points. This paper proposes a jump-preserving curve fitting procedure, which is
based on bilateral kernel estimation. Kernel functions are not only added to x-axis, but also added
to y-axis. Then, we estimate given points from left side, right side and whole neighborhood. Weighted
residual sums of squares are calculated to compare. The estimate with smaller weighted residual
sums of squares is selected as the final estimate of the given point, so that we can achieve jump-
preserving while not to detect jump points at first. Numerical simulation and real data analysis
demonstrate the feasibility and efficiency of this method.
Keywords
Curve Fitting Procedure, Jump-Preserving, Bilateral Kernel Estimation, Weighted Residual Sums of
Squares, Discontinuous Curve
基于双边核估计的保持跳跃曲线回归过程
*
李怡然,黄性芳 ,丁嘉沼,陈 旋
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