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Title: | Polynomial wavelet regression with boundary correction |
Authors: | Alsaidi M., Altaher Mohd Tahir, Ismail assaedi76@yahoo.com mtahir@cs.usm.my |
Keywords: | Polynomial Wavelet regression Threshold Simulation Regional Conference on Applied and Engineering Mathematics (RCAEM) |
Issue Date: | 2-Jun-2010 |
Publisher: | Universiti Malaysia Perlis (UniMAP) |
Citation: | Vol.2(19), p.262-266 |
Series/Report no.: | Proceedings of the 1st Regional Conference on Applied and Engineering Mathematics (RCAEM-I) 2010 |
Abstract: | Wavelet regression has been proven to be highly effective at reconstructing most kinds of regression curves. However, this estimator suffers from boundary problems caused by the application of the wavelet transformation to a finite signal, giving large bias estimation at the edges. To overcome these problems, different approaches have been proposed, in which wavelet shrinkage was used as a combination with a low order polynomial model. In this paper, polynomial wavelet regression is considered. A simulation study is conduct to evaluate the achievement of polynomial wavelet regression using a variety of test functions, threshold selection methods and noise structures. We use five different kinds of errors: Normal, Normal mixture, long tail and errors from first order autoregressive and moving average models. Five thresholding selection methods are used: Universal, Sure, two fold cross validation, Ebayes and level dependent cross validation. |
Description: | 1st Regional Conference on Applied and Engineering Mathematics (RCAEM-I) 2010 organized by Universiti Malaysia Perlis (UniMAP) and co-organized by Universiti Sains Malaysia (USM) & Universiti Kebangsaan Malaysia (UKM), 2nd - 3rd June 2010 at Eastern & Oriental Hotel, Penang. |
URI: | http://dspace.unimap.edu.my/123456789/10235 |
Appears in Collections: | Conference Papers |
Files in This Item:
File | Description | Size | Format | |
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Paper ID R098.pdf | Access is limited to UniMAP community | 156.18 kB | Adobe PDF | View/Open |
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