跳到主要內容

簡易檢索 / 詳目顯示

研究生: 林哲宇
Lin, Zhe-Yu
論文名稱: 基於 multi-resolution B-spline basis 之二維曲面估計
Estimate of the two-dimensions surface based on multi-resolution B-spline basis
指導教授: 黃子銘
口試委員: 翁久幸
鄭宇翔
學位類別: 碩士
Master
系所名稱: 商學院 - 統計學系
Department of Statistics
論文出版年: 2020
畢業學年度: 108
語文別: 中文
論文頁數: 31
中文關鍵詞: B-spline迴歸節點選取曲面估計
外文關鍵詞: B-spline regression, Knot selection, Surface estimation
DOI URL: http://doi.org/10.6814/NCCU202000415
相關次數: 點閱:152下載:22
分享至:
查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報
  • 本研究是根據Yuan[12]提出的Multi-resolution B-spline basis節點放置方法對於節點的篩選做進一步的改良,以擾動項ε的變異數σ^2為標準,採用向後刪除的概念提出方法一及方法二,也將其改良後的方法透過張量積擴展到二維曲面的估計,以copula密度函數作為迴歸函數,與核迴歸中的局部線性迴歸的結果進行比較。 依模擬結果,方法一會因為σ的估計膨脹而篩選掉過多節點,方法二受σ的估計影響較小,估計效果較佳,也較為穩定。 在以copula密度函數作為迴歸函數的模擬實驗中,較不平滑的迴歸函數使用方法二來估計,估計效果較佳;較平滑的迴歸函數使用局部線性迴歸來估計為最佳,但如果在σ的估計上能更好,方法二的估計效果可能優於局部線性迴歸。


    This thesis is based on the multi-resolution B-spline basis knots placement method proposed by Yuan[12] to further improve the selection of knots. Based on the variation of the disturbance term, Method 1 and Method 2,are proposed using the concept of backward deletion. The improved method is also extended to the estimation of the two-dimensional surface. through the tensor product. Simulation studies have been carried out to compare the performance of Methods 1 and 2, and local linear regression. According to the results of simulation studies, Method 1 tends to filter out too many knots because of the large estimation error of σ,and Method 2 is less affected by the estimation of σ. The estimation based on Method 2 is more accurate and stable. In the studies where Methods 1 and 2, and local linear regression are compared, Method 2 outperforms local linear regression when the regression function is less smooth. When the regression function is smooth, local linear regression performs better than Method 2. However,if the estimation of σ can be better, the estimation accuracy of Method 2 may be better than local linear regression.

    1 緒論 1

    2 文獻探討 2

    3 研究方法 4
    3.1 Multi-resolution B-spline basis 4
    3.2 Lasso 6
    3.3 Cross Validation 6
    3.4 懲罰係數選取 7
    3.5 節點篩選方法 8
    3.5.1 方法一 9
    3.5.2 方法二 9
    3.6 Local Linear Regression 9

    4 模擬資料分析 11
    4.1 模擬函數為(4.1)式g時的實驗結果 12
    4.2 模擬函數為張量積B-spline基底生成時的實驗結果 14
    4.3 方法一、方法二和local linear估計的比較 16

    5 結論與建議 21
    5.1 研究結論 21

    參考文獻 23

    附錄一 25

    附錄二 29

    [1] William S. Cleveland and Susan J. Devlin. Locally weighted regression: An approach to regression analysis by local fitting. Journal of the American Statistical Association, 83(403):596–610, 1988.

    [2] WS Cleveland. Lowess: A program for smoothing scatterplots by robust locally weighted regression. The American Statistician, 35:54, 1981.

    [3] Jerome H. Friedman. Multivariate adaptive regression splines. Ann. Statist., 19(1):1–67, 1991.

    [4] David L. B. Jupp. Approximation to data by splines with free knots. SIAM Journal on Numerical Analysis, 15(2):328–343, 1978.

    [5] Hongmei Kang, Falai Chen, Yusheng Li, Jiansong Deng, and Zhouwang Yang.

    Knot calculation for spline fitting via sparse optimization. Computer-Aided Design, 58:179–188, 2015.

    [6] Mary J. Lindstrom. Penalized estimation of free-knot splines. Journal of Computational and Graphical Statistics, 8(2):333–352, 1999.

    [7] Satoshi Miyata and Xiaotong Shen. Adaptive free-knot splines. Journal of Computational and Graphical Statistics, 12(1):197–213, 2003.

    [8] M. R. Osborne, B. Presnell, and B. A. Turlach. Knot selection for regression splines via the lasso. In Dimension Reduction, Computational Complexity, and Information, pages 44–49. America, Inc, 1998.

    [9] Abe Sklar. Fonctions de r´epartition `a n dimensions et leurs marges. Publications de l’Institut de Statistique de l’Universit´e de Paris, 8:229–231, 1959.

    [10] R. Tibshirani. Regression shrinkage and selection via the lasso. Journal of the Royal Statistical Society (Series B), 58:267–288, 1996.

    [11] Wannes Van Loock, Goele Pipeleers, J. Schutter, and Jan Swevers. A convex optimization approach to curve fitting with b-splines. IFAC Proceedings Volumes (IFAC-PapersOnline), 18:2290–2295, 2011.

    [12] Yuan Yuan, Nan Chen, and Shiyu Zhou. Adaptive b-spline knot selection using multi-resolution basis set. IIE Transactions, 45:1263–1277, 2013.

    [13] Shanggang Zhou and Xiaotong Shen. Spatially adaptive regression splines and accurate knot selection schemes. Journal of the American Statistical Association, 96(453):247–259, 2001

    QR CODE
    :::