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研究生: 孟耿德
Meng, Geng De
論文名稱: 基於LASSO和FORWARD的節點選取方法比較
A comparison between two knot selection methods based on LASSO and FORWARD selection
指導教授: 黃子銘
Huang, Tzee Ming
口試委員: 翁久幸
Weng, Chiu-Hsing
黃貞瑛
Hwang, Jen-Ing
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: 2017
畢業學年度: 105
語文別: 中文
論文頁數: 15
中文關鍵詞: 變數選取最小壓縮法
外文關鍵詞: KNOT, LASSO
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  • 在無母數迴歸問題中,如果迴歸函數以spline函數近似,而且使用等距節點,則節點選取可以視為一個變數選取的問題。TiBshirani(1996)提出最小絕對壓縮挑選運算(Least Absolute Shrinkage and Selection Operator; LASSO)能夠對變數縮減,本研究中將考慮使用LASSO和forward 兩種選取變數方法進行節點選取。根據本研究模擬結果,forward選取方法的挑選節點效果比較好。


    In nonparametric regression, if the regression function is approximated using a spline function with equally spaced knots ,then the problem of knot selection can Be considered as a variable selection problem. Tibshirani(1996) proposed Least Absolute Shrinkage and Selection Operator(LASSO), which can Be used for variable selection. In this thesis, two variable selection methods: LASSO and forward, are considered for knots selection. According to the simulation results in this thesis, the forward method is better for knot selection.

    第一章 緒論 1
    第二章 文獻迴顧 3
    第三章 研究方法 4
    第一節 模型假設與節點對應變數關係 4
    第二節 LASSO運算 5
    第四章 模擬和比較 7
    第一節 節點設定 7
    第二節 模擬比較 10
    第五章 結論與建議 11

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