排序方式: 共有6条查询结果,搜索用时 15 毫秒
1
1.
Nowadays airborne laser scanning is used in many territorial studies, providing point data which may contain strong discontinuities. Motivated by the need to interpolate such data and preserve their edges, this paper considers robust nonparametric smoothers. These estimators, when implemented with bounded loss functions, have suitable jump‐preserving properties. Iterative algorithms are developed here, and are equivalent to nonlinear M‐smoothers, but have the advantage of resembling the linear Kernel regression. The selection of their coefficients is carried out by combining cross‐validation and robust‐tuning techniques. Two real case studies and a simulation experiment confirm the validity of the method; in particular, the performance in building recognition is excellent. 相似文献
2.
Carlo Grillenzoni 《Australian & New Zealand Journal of Statistics》2012,54(3):325-342
Timely identification of turning points in economic time series is important for planning control actions and achieving profitability. This paper compares sequential methods for detecting peaks and troughs in stock values and deciding the time to trade. Three semi‐parametric methods are considered: double exponential smoothing, time‐varying parameters and prediction error statistics. These methods are widely used in monitoring, forecasting and control, and their common features are recursive computation and exponential weighting of observations. The novelty of this paper is the selection of smoothing and alarm coefficients for maximisation of the gain (the difference in level between subsequent peaks and troughs) of sample data. The methods are compared on applications to leading financial series and with simulation experiments. 相似文献
3.
Carlo Grillenzoni 《AStA Advances in Statistical Analysis》2008,92(2):117-134
Intensity functions—which describe the spatial distribution of the occurrences of point processes—are useful for risk assessment.
This paper deals with the robust nonparametric estimation of the intensity function of space–time data from events such as
earthquakes. The basic approach consists of smoothing the frequency histograms with the local polynomial regression (LPR)
estimator. This method allows for automatic boundary corrections, and its jump-preserving ability can be improved with robustness.
We derive a robust local smoother from the weighted-average approach to M-estimation and we select its bandwidths with robust
cross-validation (RCV). Further, we develop a robust recursive algorithm for sequential processing of the data binned in time.
An extensive application to the Northern California earthquake catalog in the San Francisco, CA, area illustrates the method
and proves its validity. 相似文献
4.
Carlo Grillenzoni 《Statistical Methods and Applications》2008,17(4):471-482
This paper analyzes the MSE of the exponentially weighted least squares (EWLS) estimator in dynamic regression models with
time-varying parameters. Under the assumption of differentiable parameter functions, it is derived an asymptotic expression
which is the sum of a stationary and of an evolutionary component. The validity of the analytical expression is illustrated
with simulation experiments, and its usefulness in designing the exponential discounting factor is illustrated on a real case-study.
The practical finding is similar to the plug-in bandwidth selection in nonparametric smoothers. 相似文献
5.
Robust nonparametric smoothers have been proved effective to preserve edges in image denoising. As an extension, they should be capable to estimate multivariate surfaces containing discontinuities on the basis of a random spatial sampling. A crucial problem is the design of their coefficients, in particular those of the kernels which concern robustness. In this paper it is shown that bandwidths which regard smoothness can consistently be estimated, whereas those which concern robustness cannot be estimated with plug-in and cross-validation criteria. Heuristic and graphical methods are proposed for their selection and their efficacy is proved in simulation experiments. 相似文献
6.
1