کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146283 957502 2012 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On prediction rate in partial functional linear regression
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
On prediction rate in partial functional linear regression
چکیده انگلیسی

We consider a prediction of a scalar variable based on both a function-valued variable and a finite number of real-valued variables. For the estimation of the regression parameters, which include the infinite dimensional function as well as the slope parameters for the real-valued variables, it is inevitable to impose some kind of regularization. We consider two different approaches, which are shown to achieve the same convergence rate of the mean squared prediction error under respective assumptions. One is based on functional principal components regression (FPCR) and the alternative is functional ridge regression (FRR) based on Tikhonov regularization. Also, numerical studies are carried out for a simulation data and a real data.


► We consider a prediction of a scalar response when some of the predictors are functional.
► We propose functional principal component regression and functional ridge regression.
► They achieve the same prediction convergence rate under respective assumptions.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 103, Issue 1, January 2012, Pages 93–106
نویسندگان
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