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About algorithm of robust nonparametric estimation of regression function on observations

机译:关于对观测的鲁棒非参数估计算法

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The field of research presented in the paper is aimed at studying the methods of robust statistics for the modeling of multidimensional processes of discrete-continuous type. The model of the investigated process is constructed using identification methods. In one case, it is used parametric methods of identification where priori information about the object of research is sufficient to build the model accurate within vector of parameters. The second case is specific to lack of priori information. The researchers do not know the structure of the model and represent the object in the form of a "black box", therefore, nonparametric identification methods could be used. The accuracy of models is estimated using a relative error of approximation, which shows how much the model output value corresponds to the output value of the object. The paper proposes a new method of outliers' detection in the initial sample of observations, which is subsequently used for parametric and nonparametric identification of processes. The developed robust algorithm is applied to both types of models in order to determine in which case accuracy of outliers' detection is higher. In addition, the above algorithm is compared with an algorithm based on the interquartile range.
机译:本文提出的研究领域旨在研究用于模拟离散连续类型的多维过程的稳健统计方法。使用识别方法构建研究方法的模型。在一个情况下,它使用了参数识别方法,其中有关研究对象的先验信息足以在参数的矢量矢量内建立准确的模型。第二种案例特定于缺乏先验信息。研究人员不知道模型的结构,并表示“黑匣子”形式的对象,因此,可以使用非参数识别方法。使用近似误差估计模型的准确性,其示出了模型输出值对对象的输出值进行了多少。本文提出了一种新的异常值检测方法,其初始观察样本中,随后用于参数和非参数的过程。开发的稳健算法应用于两种类型的模型,以便确定异常值检测的案例精度更高。此外,将上述算法与基于狭窄范围的算法进行比较。

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