Efficient computation for Whittaker-Henderson smoothing
نویسنده
چکیده
Efficient algorithms that compute both the estimates and the generalized cross-validation score for the problem of Whittaker– Henderson smoothing are presented. Algorithm efficiency results from carefully exploiting the problem’s rich structure to reduce execution time and memory use. The algorithms are much faster than existing ones, and use significantly less memory. MATLAB M-files are included. © 2006 Elsevier B.V. All rights reserved.
منابع مشابه
Whittaker Graduation and the Hodrick-Prescott Filter
Hodrick and Prescott (1997) proposed a smoothing method for economic time series that is very similar to graduation, it is usually known as the H-P method. They acknowledged that this method is equivalent to graduation methods and that it had been in use among actuaries. The literature on smoothing methods based on their approach grew separately from the graduation literature, due to the useful...
متن کاملEfficient construction of long-range language models using log-linear interpolation
In this paper we examine the construction of long-range language models using log-linear interpolation and how this can be achieved effectively. Particular attention is paid to the efficient computation of the normalisation in the models. Using the Penn Treebank for experiments we argue that the perplexity performance demonstrated recently in the literature using grammar-based approaches can ac...
متن کاملTwo dimensional smoothing via an optimised Whittaker smoother
*Correspondence: [email protected] 1Department of Mathematical Sciences, University of Essex, Wivenhoe Park, CO4 3SQ Colchester, UK Full list of author information is available at the end of the article Abstract Background: In many applications where moderate to large datasets are used, plotting relationships between pairs of variables can be problematic. A large number of observations will pr...
متن کاملThe Whittaker Smoother and the Moore-Penrose Inverse in Signal Reconstruction
The aim of this work is to propose a method based on B-splines for signal filtering and signal reconstruction. The proposed approach consists of applying the Moore-Penrose inverse for the reconstruction of noisy signals and the use of smoothing techniques with a Whittaker smoother to control the roughness of variation in order to extract the signal from a noisy series. The advantages of this me...
متن کاملTensor scale: An analytic approach with efficient computation and applications
Scale is a widely used notion in computer vision and image understanding that evolved in the form of scale-space theory where the key idea is to represent and analyze an image at various resolutions. Recently, we introduced a notion of local morphometric scale referred to as "tensor scale" using an ellipsoidal model that yields a unified representation of structure size, orientation and anisotr...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Computational Statistics & Data Analysis
دوره 52 شماره
صفحات -
تاریخ انتشار 2007