Title :
Polynomial regression coefficients estimation in finite differences space
Author :
Omelchenko, Anatolii V. ; Fedorov, Oleksii V.
Author_Institution :
Nat. Univ. of Radio Electron., Kharkov, Ukraine
Abstract :
Estimators for polynomial regression coefficients in case when correlation function of observation noise is not completely known have been considered. It was shown that sufficient statistics to define i-th order regression coefficient with respect to equidistantly spaced samples are finite differences of the same order. The major attention was paid to research into roundoff noises influence on precision of polynomial regression coefficients computation.
Keywords :
polynomials; regression analysis; finite differences space; i-th order regression coefficient; polynomial regression coefficients computation; polynomial regression coefficients estimation; roundoff noises; Correlation; Mathematical model; Noise; Optimization; Polynomials; Regression analysis; Roundoff errors;
Conference_Titel :
Radioelektronika (RADIOELEKTRONIKA), 2015 25th International Conference
Conference_Location :
Pardubice
Print_ISBN :
978-1-4799-8117-5
DOI :
10.1109/RADIOELEK.2015.7129024