Nonlinear filters for linear models (a robust approach)
نویسندگان
چکیده
منابع مشابه
a new approach to credibility premium for zero-inflated poisson models for panel data
هدف اصلی از این تحقیق به دست آوردن و مقایسه حق بیمه باورمندی در مدل های شمارشی گزارش نشده برای داده های طولی می باشد. در این تحقیق حق بیمه های پبش گویی بر اساس توابع ضرر مربع خطا و نمایی محاسبه شده و با هم مقایسه می شود. تمایل به گرفتن پاداش و جایزه یکی از دلایل مهم برای گزارش ندادن تصادفات می باشد و افراد برای استفاده از تخفیف اغلب از گزارش تصادفات با هزینه پائین خودداری می کنند، در این تحقیق ...
15 صفحه اولNon-linear filters for linear models
We consider the filtering problem for linear models where the driving noises may be quite general, non-white and non-Gaussian, and where the observation noise may only be known to belong to a finite family of possible disturbances. Using diffusion approximation methods, we show that a certain nonlinear filter minimizes the asymptotic filter variance. This nonlinear filter is obtained by choosin...
متن کاملWhich Methodology is Better for Combining Linear and Nonlinear Models for Time Series Forecasting?
Both theoretical and empirical findings have suggested that combining different models can be an effective way to improve the predictive performance of each individual model. It is especially occurred when the models in the ensemble are quite different. Hybrid techniques that decompose a time series into its linear and nonlinear components are one of the most important kinds of the hybrid model...
متن کاملA Derived Robust Statistics Approach for Adaptive Volterra Filters Applied in Nonlinear Acoustic Echo Cancellation Scenarios
The paper proposes a novel updating concept for adaptive Volterra kernels that relies on a robust statistics approach. The optimization of a certain cost function leads to the update equations for the linear and quadratic kernels with respect to an optimum error threshold, set according to the relative local noise power. Thereby, for absolute error samples larger than the threshold, which occur...
متن کاملRobust Estimation in Linear Regression with Molticollinearity and Sparse Models
One of the factors affecting the statistical analysis of the data is the presence of outliers. The methods which are not affected by the outliers are called robust methods. Robust regression methods are robust estimation methods of regression model parameters in the presence of outliers. Besides outliers, the linear dependency of regressor variables, which is called multicollinearity...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 1995
ISSN: 0018-9448
DOI: 10.1109/18.391245