Proposal of the Concept of Endoharmony in the Method of Least Squares and Theoretical/Practical Study of the Concept
最小二乘法中内和谐概念的提出及其理论与实践研究
基本信息
- 批准号:13650069
- 负责人:
- 金额:$ 0.32万
- 依托单位:
- 依托单位国家:日本
- 项目类别:Grant-in-Aid for Scientific Research (C)
- 财政年份:2001
- 资助国家:日本
- 起止时间:2001 至 2002
- 项目状态:已结题
- 来源:
- 关键词:
项目摘要
"Endoharmony" (the Greek standing for "internal consistency") is an important but unno-ticed new concept in the polynomial regression of observational data with the method of least squares. When the data-size is large and we are interested in the behaviour of the data around a point of interest, we usually introduce the weight or window function. Then, as the point of interest moves, the coefficients of polynomials change accordingly. The endoharmony is the property of the method itself (i.e., independent of the data) which ensures that the differentiation of a coefficient with respect to the point of interest should coincide with the coefficient of the degree higher by one. Although this property is naturally expected to hold intuitively.It has not been studied under what circumstances it holds valid. This research clarifies that it is possible to choose the weight function and the distribution of observational points in such away that the resulting least-square method may enjoy the property of endoharmony. In brief, the sufficient condtions for endoharmony has been theoretically established, namely, endoharmony holds at some specific locations of the point of interest if we take a weight function of the Gaussian type and if the observational points are arranged regularly (i.e., equally spaced in each coordinate direction).It has also been shown that, under those sufficient conditions, endoharmony practically-numerically holds valid almost everywhere (except the region near the boundary). The theoretical results are backed up by a number of numerical examples.
在用最小二乘法进行观测数据的多项式回归中,“内协调”(希腊语中“内部一致性”的意思)是一个重要而又不确定的新概念。当数据量很大,并且我们对兴趣点附近的数据行为感兴趣时,我们通常引入权重或窗口函数。然后,随着兴趣点的移动,多项式的系数也随之改变。不协调是方法本身的属性(即,独立于数据),它确保相对于兴趣点的系数的差值应与较高程度的系数一致一。虽然这一性质自然被认为是直观的,但在什么情况下它是有效的还没有被研究过。这项研究表明,可以在一定距离内选择权函数和观测点的分布,从而使所得到的最小二乘法具有不协调性。简而言之,从理论上建立了不协调的充分条件,即如果我们取高斯型的权函数,并且观测点按规则排列(即在每个坐标方向上均匀分布),则在兴趣点的某些特定位置上不协调成立。在这些充分条件下,几乎所有地方(除了边界附近的区域)上的不协调在实践-数值上都成立。理论结果得到了大量数值算例的支持。
项目成果
期刊论文数量(17)
专著数量(0)
科研奖励数量(0)
会议论文数量(0)
专利数量(0)
伊理 正夫: "最小二乗法に関する新しい視点"第30回数値解析シンポジウム(NAS2001)予稿集. 39-42 (2001)
Masao Iri:“最小二乘法的新视角”第 30 届数值分析研讨会论文集 (NAS2001) 39-42 (2001)。
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Takamitsu ARAT, Masao IRI: "Endoharmonious Weighted Least-Square Polynomial Regression in the Two-Dimensional Space"Proceedings of the International Symposium on Nonlinear Theory and Its Applications (NOLTA2002). 527-530 (2002)
Takamitsu ARAT、Masao IRI:“二维空间中的内和谐加权最小二乘多项式回归”非线性理论及其应用国际研讨会论文集(NOLTA2002)。
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Takamitsu ARAI, Masao IRI: "Endoharmonious Weighted Least-Square Polynomial Regression in the Two-Dimensional Space"Proceedings of the International Symposium on Nonlinear Theory and Its Applications (NOLTA2002). 527-530 (2002)
Takamitsu ARAI、Masao IRI:“二维空间中的内和谐加权最小二乘多项式回归”非线性理论及其应用国际研讨会论文集(NOLTA2002)。
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Masao IRI: "A New Viewpoint on the Method of Least Squares"Abstracts of the Tenth International Colloquium on Numerical Analysis and Computer Science with Applications. 70 (2001)
Masao IRI:“最小二乘法的新观点”第十届数值分析和计算机科学及其应用国际研讨会摘要。
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Masao IRI: "Endoharmony in the Method of Least Squares"Proceedings of the 5th International Conference on Optimization. Techniques and Applications (ICOTA2001). 844-855 (2001)
Masao IRI:“最小二乘法中的Endoharmony”第五届国际优化会议论文集。
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IRI Masao其他文献
IRI Masao的其他文献
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{{ truncateString('IRI Masao', 18)}}的其他基金
Theory of Uncontrollable Flows and Its Application to Analysis and Control of Congestion Phenomenon in Transportation, Communication and Scheduling.
不可控流理论及其在交通、通信和调度拥堵现象分析与控制中的应用。
- 批准号:
08458097 - 财政年份:1996
- 资助金额:
$ 0.32万 - 项目类别:
Grant-in-Aid for Scientific Research (B)
Research on unifying techniques for sensitivity analysis of large-scale systems
大系统灵敏度分析统一技术研究
- 批准号:
05452120 - 财政年份:1993
- 资助金额:
$ 0.32万 - 项目类别:
Grant-in-Aid for General Scientific Research (B)
Implementation and Development of Application of Fast Automatic Differentiation
快速自动微分应用的实现与开发
- 批准号:
63460131 - 财政年份:1988
- 资助金额:
$ 0.32万 - 项目类别:
Grant-in-Aid for General Scientific Research (B)
Research on Programming Languages and Softwares for Automatic Calculation of Partial Derivatives and Rounding Error Estimates
自动计算偏导数和舍入误差估计的编程语言和软件研究
- 批准号:
60460130 - 财政年份:1985
- 资助金额:
$ 0.32万 - 项目类别:
Grant-in-Aid for General Scientific Research (B)