算法xxx:用R中的三次积分平滑样条积分恢复函数

IF 2.7 1区 数学 Q2 COMPUTER SCIENCE, SOFTWARE ENGINEERING
Yu. D. Korablev
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引用次数: 1

摘要

本文描述了一种用积分恢复函数的带粗糙度惩罚的三次积分光滑样条。详细描述了建立这种样条曲线的数学方法。该方法基于具有惩罚函数的三次积分样条,该函数最小化未知函数的观测积分与正在构建的样条积分之间的差的平方和,加上对样条非线性(粗糙度)的额外惩罚。这种方法有一个矩阵形式,本文详细说明了如何填充每个矩阵。参数α控制恢复函数的期望平滑度。样条曲线节点可以独立于观测值进行选择,并且可以为每个观测值定义权重,以更好地控制生成的样条曲线形状。给出了函数int_spline在R语言中的实现。函数int_spline很容易使用,所有参数都有完整的描述,并给出了相应的示例。给出了该方法在罕见事件分析与预测中的应用实例。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Algorithm xxx: Restoration of function by integrals with cubic integral smoothing spline in R
In this paper, a cubic integral smoothing spline with roughness penalty for restoring a function by integrals is described. A mathematical method for building such a spline is described in detail. The method is based on cubic integral spline with a penalty function, which minimizes the sum of squares of the difference between the observed integrals of the unknown function and the integrals of the spline being constructed, plus an additional penalty for the nonlinearity (roughness) of the spline. This method has a matrix form, and this paper shows in detail how to fill in each matrix. The parameter α governs the desired smoothness of the restored function. Spline knots can be chosen independently of observations, and a weight can be defined for each observation for more control over the resulting spline shape. An implementation in the R language as function int_spline is given. The function int_spline is easy to use, with all arguments completely described and corresponding examples given. An example of the application of the method in rare event analysis and forecasting is given.
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来源期刊
ACM Transactions on Mathematical Software
ACM Transactions on Mathematical Software 工程技术-计算机:软件工程
CiteScore
5.00
自引率
3.70%
发文量
50
审稿时长
>12 weeks
期刊介绍: As a scientific journal, ACM Transactions on Mathematical Software (TOMS) documents the theoretical underpinnings of numeric, symbolic, algebraic, and geometric computing applications. It focuses on analysis and construction of algorithms and programs, and the interaction of programs and architecture. Algorithms documented in TOMS are available as the Collected Algorithms of the ACM at calgo.acm.org.
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