In this article,a procedure for estimating the coefficient functions on the functional-coefficient regression models with different smoothing variables in different coefficient functions is defined.First step,by the l...In this article,a procedure for estimating the coefficient functions on the functional-coefficient regression models with different smoothing variables in different coefficient functions is defined.First step,by the local linear technique and the averaged method,the initial estimates of the coefficient functions are given.Second step,based on the initial estimates,the efficient estimates of the coefficient functions are proposed by a one-step back-fitting procedure.The efficient estimators share the same asymptotic normalities as the local linear estimators for the functional-coefficient models with a single smoothing variable in different functions.Two simulated examples show that the procedure is effective.展开更多
In this paper,a class of functional-coefficient regression models is proposed and an estimation procedure based on the locally weighted least equares is suggested.This class of models,with the proposed estimation meth...In this paper,a class of functional-coefficient regression models is proposed and an estimation procedure based on the locally weighted least equares is suggested.This class of models,with the proposed estimation method,is a powerful means for exploratory data analysis.展开更多
The quantile estimation methods are proposed for functional-coefficient partially linear regression （FCPLR） model by combining nonparametric and functional-coefficient regression （FCR） model. The local linear sche...The quantile estimation methods are proposed for functional-coefficient partially linear regression （FCPLR） model by combining nonparametric and functional-coefficient regression （FCR） model. The local linear scheme and the integrated method are used to obtain Focal quantile estimators of all unknown functions in the FCPLR model. These resulting estimators are asymptotically normal, but each of them has big variance. To reduce variances of these quantile estimators, the one-step backfitting technique is used to obtain the efficient quantile estimators of all unknown functions, and their asymptotic normalities are derived. Two simulated examples are carried out to illustrate the proposed estimation methodology.展开更多
Combining mathematical morphology (MM),nonparametric and nonlinear model,a novel approach for predicting slope displacement was developed to improve the prediction accuracy.A parallel-composed morphological filter wit...Combining mathematical morphology (MM),nonparametric and nonlinear model,a novel approach for predicting slope displacement was developed to improve the prediction accuracy.A parallel-composed morphological filter with multiple structure elements was designed to process measured displacement time series with adaptive multi-scale decoupling.Whereafter,functional-coefficient auto regressive (FAR) models were established for the random subsequences.Meanwhile,the trend subsequence was processed by least squares support vector machine (LSSVM) algorithm.Finally,extrapolation results obtained were superposed to get the ultimate prediction result.Case study and comparative analysis demonstrate that the presented method can optimize training samples and show a good nonlinear predicting performance with low risk of choosing wrong algorithms.Mean absolute percentage error (MAPE) and root mean square error (RMSE) of the MM-FAR&LSSVM predicting results are as low as 1.670% and 0.172 mm,respectively,which means that the prediction accuracy are improved significantly.展开更多
文摘In this article,a procedure for estimating the coefficient functions on the functional-coefficient regression models with different smoothing variables in different coefficient functions is defined.First step,by the local linear technique and the averaged method,the initial estimates of the coefficient functions are given.Second step,based on the initial estimates,the efficient estimates of the coefficient functions are proposed by a one-step back-fitting procedure.The efficient estimators share the same asymptotic normalities as the local linear estimators for the functional-coefficient models with a single smoothing variable in different functions.Two simulated examples show that the procedure is effective.
文摘In this paper,a class of functional-coefficient regression models is proposed and an estimation procedure based on the locally weighted least equares is suggested.This class of models,with the proposed estimation method,is a powerful means for exploratory data analysis.
基金supported by the Zhejiang Provincial Natural Science Foundation of China (No. Y6110662)
文摘The quantile estimation methods are proposed for functional-coefficient partially linear regression （FCPLR） model by combining nonparametric and functional-coefficient regression （FCR） model. The local linear scheme and the integrated method are used to obtain Focal quantile estimators of all unknown functions in the FCPLR model. These resulting estimators are asymptotically normal, but each of them has big variance. To reduce variances of these quantile estimators, the one-step backfitting technique is used to obtain the efficient quantile estimators of all unknown functions, and their asymptotic normalities are derived. Two simulated examples are carried out to illustrate the proposed estimation methodology.
基金Project(20090162120084)supported by Research Fund for the Doctoral Program of Higher Education of ChinaProject(08JJ4014)supported by the Natural Science Foundation of Hunan Province,China
文摘Combining mathematical morphology (MM),nonparametric and nonlinear model,a novel approach for predicting slope displacement was developed to improve the prediction accuracy.A parallel-composed morphological filter with multiple structure elements was designed to process measured displacement time series with adaptive multi-scale decoupling.Whereafter,functional-coefficient auto regressive (FAR) models were established for the random subsequences.Meanwhile,the trend subsequence was processed by least squares support vector machine (LSSVM) algorithm.Finally,extrapolation results obtained were superposed to get the ultimate prediction result.Case study and comparative analysis demonstrate that the presented method can optimize training samples and show a good nonlinear predicting performance with low risk of choosing wrong algorithms.Mean absolute percentage error (MAPE) and root mean square error (RMSE) of the MM-FAR&LSSVM predicting results are as low as 1.670% and 0.172 mm,respectively,which means that the prediction accuracy are improved significantly.
