| 时间序列的广义平滑样条拟合 |
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| 引用本文： | 朱莉,王延新.时间序列的广义平滑样条拟合[J].厦门理工学院学报,2014(1):97-101. |
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| 作者姓名： | 朱莉 王延新 |
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| 作者单位： | [1]厦门理工学院应用数学学院,福建厦门361024 [2]宁波工程学院理学院,浙江宁波315211 |
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| 基金项目： | 厦门理工学院高层次人才引进项目（YKJ12029R） |
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| 摘 要： | 研究了时间序列的广义平滑样条拟合方法及与样条相关的算子的性质.将Unser等人的结果进行推广,即考虑拟合误差在频域中是带有权函数的形式,给出了近似问题的解,并证明了由样条定义的算子具有尺度不变性.
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| 关 键 词： | 时间序列 平滑样条 自相似 正则化 |
Generalized Smoothing Spline Fitting Method of Time Series |
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| ZHU Li,WANG Yan-xin.Generalized Smoothing Spline Fitting Method of Time Series[J].Journal of Xiamen University of Technology,2014(1):97-101. |
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| Authors: | ZHU Li WANG Yan-xin |
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| Institution: | 1. School of Applied Mathematics, Xiamen University of Technology, Xiamen 361024, China; 2. School of Science, Ningbo University of Technology, Ningbo 315211, China) |
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| Abstract: | In this paper, we studied the time series fitting algorithm using the generalized smoothing splines and the properties of operators corresponding to spline. Unser＇s result was then extended which took into account the weighted fitting error in the frequency domain. Approximate solution is given in the paper and the scale invariant of spline-admissible operators proved. |
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| Keywords: | time series smoothing spines self-similarity regularization |
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