LEAST-SQUARES ESTIMATION OF LINEAR SPLINES WITH UNKNOWN KNOT LOCATIONS

被引：7

作者：

LARSON, HJ ^{[1
]}

机构：

[1] USN,POSTGRAD SCH,MONTEREY,CA 93943

来源：

COMPUTATIONAL STATISTICS & DATA ANALYSIS | 1992年 / 13卷 / 01期

关键词：

LEAST SQUARES ESTIMATION OF SPLINES; SPLINES WITH UNKNOWN KNOT LOCATIONS; BEST KNOT LOCATIONS FOR SPLINES;

D O I：

10.1016/0167-9473(92)90149-A

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

Many papers have appeared in the literature over the past 30 years concerning the least squares estimation of spline functions. All of these previously published procedures rely on numerical search techniques when faced with splines which have knots at unknown locations. In the special case of linear splines with unknown knot locations, such numerical searches are unnecessary. as shown in this paper. If one specifies a desired (known) number of knots using linear splines, the least squares solution(s) for the minimizing location(s) can be explicitly located. Some data generated by a computer simulation of a war game is used to illustrate the procedure.

引用

页码：1 / 8

页数：8

共 6 条

[1]

GALLANT AR, 1973, J AM STAT ASSOC, V65, P1320

[2] MODIFIED GAUSS-NEWTON METHOD FOR FITTING OF NON-LINEAR REGRESSION FUNCTIONS BY LEAST SQUARES [J].