投影跟踪自回归和投影跟踪移动平均

Proceedings of 1994 Workshop on Information Theory and Statistics Pub Date : 1994-10-27 DOI:10.1109/WITS.1994.513906

Z. Tian

{"title":"投影跟踪自回归和投影跟踪移动平均","authors":"Z. Tian","doi":"10.1109/WITS.1994.513906","DOIUrl":null,"url":null,"abstract":"Projection pursuit autoregression (MPPAR) and projection pursuit moving average (MPPMA) with multivariate polynomials as ridge functions in both cases are proposed in this paper. The L/sub 2/-convergence of the methods is proved. This paper also proposes two new algorithms for MPPAR and MPPMA. By using the methods, we establish the mathematical models about the Wolfer sunspot data and Canadian lynx data.","PeriodicalId":423518,"journal":{"name":"Proceedings of 1994 Workshop on Information Theory and Statistics","volume":"37 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1994-10-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Projection pursuit autoregression and projection pursuit moving average\",\"authors\":\"Z. Tian\",\"doi\":\"10.1109/WITS.1994.513906\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Projection pursuit autoregression (MPPAR) and projection pursuit moving average (MPPMA) with multivariate polynomials as ridge functions in both cases are proposed in this paper. The L/sub 2/-convergence of the methods is proved. This paper also proposes two new algorithms for MPPAR and MPPMA. By using the methods, we establish the mathematical models about the Wolfer sunspot data and Canadian lynx data.\",\"PeriodicalId\":423518,\"journal\":{\"name\":\"Proceedings of 1994 Workshop on Information Theory and Statistics\",\"volume\":\"37 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1994-10-27\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Proceedings of 1994 Workshop on Information Theory and Statistics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/WITS.1994.513906\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of 1994 Workshop on Information Theory and Statistics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/WITS.1994.513906","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}

引用次数: 0

摘要

在这两种情况下，本文分别提出了投影跟踪自回归(MPPAR)和以多元多项式为脊函数的投影跟踪移动平均(MPPMA)。证明了该方法的L/下标2/-收敛性。本文还提出了两种新的MPPAR和MPPMA算法。利用该方法，建立了沃尔弗太阳黑子数据和加拿大猞猁数据的数学模型。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Projection pursuit autoregression and projection pursuit moving average

Projection pursuit autoregression (MPPAR) and projection pursuit moving average (MPPMA) with multivariate polynomials as ridge functions in both cases are proposed in this paper. The L/sub 2/-convergence of the methods is proved. This paper also proposes two new algorithms for MPPAR and MPPMA. By using the methods, we establish the mathematical models about the Wolfer sunspot data and Canadian lynx data.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Proceedings of 1994 Workshop on Information Theory and Statistics

自引率

0.00%

发文量