| 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 |
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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
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