A New Approach For Regression With Unknown But Bounded Errors/spl Dagger/

摘要

The problem of regression within an application region is studied in this paper. The model errors are regarded as unknown but bounded. A concept of optimal forecasting parameter is introduced. The criterion and algorithm for determining this parameter are proposed. It is shown by a practical application that the forecasting accuracy can be improved by the new approach as compared with an ordinary parameter estimation method.