Title :
A new approach for regression with unknown but bounded errors
Author :
Wang, Shuning ; Dai, Jianshe ; Hu, Ping
Author_Institution :
Inst. of Syst. Eng., Huazhong Univ. of Sci. & Technol., Wuhan, China
fDate :
29 June-1 July 1994
Abstract :
The problem of regression within an application region is studied in this paper. The model errors are regarded as unknown but bounded. A concept of optimal forecasting parameter is introduced. The criterion and algorithm for determining this parameter are proposed. It is shown by a practical application that the forecasting accuracy can be improved by the new approach as compared with an ordinary parameter estimation method.
Keywords :
forecasting theory; identification; optimisation; statistical analysis; bounded errors; identification; model errors; nonlinear regression; optimal forecasting parameter; Educational institutions; H infinity control; Nonlinear equations; Parameter estimation; Systems engineering and theory; Uncertainty; Upper bound;
Conference_Titel :
American Control Conference, 1994
Print_ISBN :
0-7803-1783-1
DOI :
10.1109/ACC.1994.752328
