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arXiv 1901.07599stat.ME
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功能连续回归

Functional continuum regression

Simon Fraser University(西蒙菲莎大学)

Zhiyang Zhou

AI总结:

本文提出功能连续回归方法,以解决功能主成分回归在响应与排除主成分高度相关时的预测问题,并通过模拟和案例研究验证其在估计和预测上的优越性。

摘要:

功能主成分回归(PCR)在响应高度相关于某些排除的功能主成分时可能无法提供良好的预测效果。这种情况很常见,因为构建功能主成分时从不涉及响应。为解决这一不足,我们开发了功能连续回归(CR)。功能CR的框架包括功能PCR和功能偏最小二乘(PLS)作为特殊情况。功能CR预计在估计和预测方面比功能PCR和功能PLS更准确;通过模拟和数值案例研究提供了证据。此外,我们还展示了功能CR提供的估计量的一致性。

英文摘要:

Functional principal component regression (PCR) can fail to provide good prediction if the response is highly correlated with some excluded functional principal component(s). This situation is common since the construction of functional principal components never involves the response. Aiming at this shortcoming, we develop functional continuum regression (CR). The framework of functional CR includes, as special cases, both functional PCR and functional partial least squares (PLS). Functional CR is expected to own a better accuracy than functional PCR and functional PLS both in estimation and prediction; evidence for this is provided through simulation and numerical case studies. Also, we demonstrate the consistency of estimators given by functional CR.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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