Modelling time trend via spline confidence band

Modelling time trend via spline confidence band
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DOI:
10.1007/s10463-010-0311-8
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发表时间:
2012-04
影响因子:
1
通讯作者:
Jing Wang
Jing Wang
中科院分区:
数学4区
文献类型:
--
作者:
Jing Wang

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基于常数平滑和线性样条平滑,得到了具有异方差α-混合误差的时间序列趋势函数的联合置信带。仿真研究证实了波段对真实趋势函数具有保守的覆盖。对东非叶面积指数(LAI)数据进行了线性波段的建立,揭示了区域大气模拟系统(RAMS)中三角曲线的不足。
Simultaneous confidence band is obtained for the trend function of time series with heteroscedastic α-mixing errors, based on constant and linear spline smoothing. Simulation study confirms that the bands have conservative coverage of the true trend function. Linear band has been constructed for the leaf area index (LAI) data collected in East Africa, which has revealed that the trigonometric curve in the regional atmospheric modelling system (RAMS) is inadequate.