๊ด€๋ฆฌ ๋ฉ”๋‰ด

๋ชฉ๋กsmoothingspline (1)

Soy Library

[๋…ผ๋ฌธ๋ฆฌ๋ทฐ] [Xuming He, Pin Ng, 1999] COBS: qualitative constrained smoothing via linear programming

์ด๋•Œ๊นŒ์ง€ ๋งŽ์€ smoothing spline๊ธฐ๋ฒ•์ด ๋งŽ์ด ๊ฐœ๋ฐœ๋˜์–ด์™”์ง€๋งŒ, monotonicity(๋‹จ์กฐ์„ฑ)๋‚˜ convexity/concavity, periodicity ๋“ฑ๊ณผ ๊ฐ™์€ ์ œ์•ฝ์กฐ๊ฑด์„ ์ น์šฉํ•˜๋Š”๋ฐ์—๋Š” ์–ด๋ ค์›€์ด ์žˆ์—ˆ๋‹ค. ํ•ด๋‹น ๋…ผ๋ฌธ์—์„œ๋Š” ์ด๋Ÿฌํ•œ ์ œ์•ฝ์กฐ๊ฑด์„ ๋งŒ์กฑํ•˜๋Š” smoothing spline ๊ธฐ๋ฒ•์„ ์†Œ๊ฐœํ•œ๋‹ค. COBS ๋ชจํ˜•์€ Xuming He ์™€ Peide Shi์— ์˜ํ•ด ๋งจ ์ฒ˜์Œ์œผ๋กœ ๊ณ ์•ˆ๋˜์—ˆ๊ณ  ๊ทธ ์ดํ›„ ๋‹ค๋ฅธ ์—ฐ๊ตฌ์ž๋“ค์— ์˜ํ•ด ์ถ”๊ฐ€ ์—ฐ๊ตฌ๊ฐ€ ์ง„ํ–‰๋˜์—ˆ๋‹ค. COBS ๋ชจํ˜•์€ ๋ช‡๋ช‡ ๋ฐ์ดํ„ฐ์— ๋Œ€ํ•ด flexibleํ•œ ์˜ต์…˜๋“ค์„ ํ†ตํ•ด ์ด์ ์„ ๊ฐ–๋Š”๋‹ค๊ณ  ๋งํ•œ๋‹ค. COBS์—์„œ fit์— ๋Œ€ํ•ด smoother๋ฅผ ์ œ๊ณตํ•˜๋Š” ๋‘ ๊ฐ€์ง€ ์˜ต์…˜์ด ์žˆ๋Š”๋ฐ ์ด๋ฅผ (1) smoothing splines (with a roughness penalty)..

Study/Statistics 2021. 10. 13. 00:14