DocumentCode :
481759
Title :
Parametric Refining in Data Processing
Author :
Xiong, Pan ; Yingchun, Yue ; Youjian, Hu ; Beiping, Wu
Author_Institution :
Fac. of Inf. Eng., China Univ. of Geosci., Wuhan
Volume :
1
fYear :
2008
fDate :
19-20 Dec. 2008
Firstpage :
593
Lastpage :
596
Abstract :
This paper gives a method for getting the values of the unknown parameters of the semi-parametric model under the principle of penalized least squares with a positive definite regularity matrix. Based on the statistic characteristic of random errors, the mathematical expectation, variance and mean square error of the parameters estimator getting from this method are discussed in detail. The difference between the parameters values that were given by semi-parametric models and by general least squares is compared. It is shown clearly by the theoretical analysis and the simulating computation that the method of semi-parametric adjustment is better than that of least squares if the smoothing parameter takes a suitable value. Our study shows how to choose a reasonable value of the smoothing parameter and itpsilas influence to the precision of the mathematic model is also given.
Keywords :
data handling; least mean squares methods; matrix algebra; parameter estimation; random processes; data processing; mathematical expectation; parameter mean square error estimator; parametric refining; penalized least square principle; positive definite regularity matrix; statistic random error characteristic; Analytical models; Computational modeling; Data processing; Error analysis; Least squares methods; Mathematics; Mean square error methods; Parameter estimation; Parametric statistics; Smoothing methods; parametric estimation; regularize matrix; semi-parameter model; smoothing parameter;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Computational Intelligence and Industrial Application, 2008. PACIIA '08. Pacific-Asia Workshop on
Conference_Location :
Wuhan
Print_ISBN :
978-0-7695-3490-9
Type :
conf
DOI :
10.1109/PACIIA.2008.49
Filename :
4756629
Link To Document :
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