使用稳健多元线性回归的新型稳健远程参考估计器

Y. Usui, M. Uyeshima, S. Sakanaka, Tasuku Hashimoto, M. Ichiki, Toshiki Kaida, Yusuke Yamaya, Yasuo Ogawa, Masataka Masuda, Takahiro Akiyama
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引用次数: 0

摘要

远程参考法是磁电图数据处理中经常使用的一种技术,其解决方案可视为本地电磁场与远程站点参考场之间的两输入多输出关系的乘积。通过对两输入多输出系统应用稳健估计器,可以根据回归残差抑制本地磁场和本地电场中异常值的影响。因此,本研究借助稳健多元线性回归开发了一种新的稳健远程参考估计器。通过将稳健多元回归 S-estimator 应用于多输出系统,本研究得出了一组方程,可同时对传递函数、噪声方差和 Mahalanobis 距离尺度进行稳健估计。噪声方差是多元分析中对因变量残差进行归一化处理所必需的。Mahalanobis 距离是多元数据的距离度量,是多元统计中常用的异常值指标。通过迭代更新这些稳健估计值,新的稳健远程参考估计器寻求转移函数,使 Mahalanobis 距离的稳健标度估计值最小化。与之前提出的稳健远程参考估计器相比,所开发的估计器即使在参考磁场存在明显噪声的情况下也能避免磁电传输函数的偏差,并能更稳健地处理离群数据。作者将所开发的方法应用于合成数据集和真实世界数据。测试结果表明,所开发的方法能够降低本地电场和磁场中异常值的权重,并给出无偏的传递函数。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
New robust remote reference estimator using robust multivariate linear regression
The solution of the remote reference method, a frequently used technique in magnetotelluric data processing, can be viewed as a product of the two-input-multiple-output relationship between the local electromagnetic field and the reference field at a remote station. By applying a robust estimator to the two-input-multiple-output system, one can suppress the influence of outliers in the local magnetic field as well as those in the local electric field based on regression residuals. Therefore, this study develops a new robust remote reference estimator with the aid of robust multivariate linear regression. By applying the robust multivariate regression S-estimator to the multiple-output system, the present work derives a set of equations for robust estimates of the transfer function, noise variances, and the scale of the Mahalanobis distance simultaneously. The noise variances are necessary for the multivariate analysis to normalize the residuals of dependent variables. The Mahalanobis distance, a distance measure for multivariate data, is a commonly-used indicator of outliers in multivariate statistics. By updating those robust estimates iteratively, the new robust remote reference estimator seeks the transfer function that minimizes the robust scale estimate of the Mahalanobis distance. The developed estimator can avoid bias in the magnetotelluric transfer function even if there are significant noises in the reference magnetic field and handle outlying data more robustly than previously proposed robust remote reference estimators. The authors applied the developed method to a synthetic dataset and real-world data. The test results demonstrate that the developed method downweights outliers in the local electric and magnetic fields and gives an unbiased transfer function.
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