Cover Image

Polynomial wavelet regression with boundary correction

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.

Saved in:
Bibliographic Details
Main Authors: Alsaidi M., Altaher, Mohd Tahir, Ismail
Other Authors: assaedi76@yahoo.com
Format: Working Paper
Language:English
Published: Universiti Malaysia Perlis (UniMAP) 2010
Subjects:
Polynomial
Wavelet regression
Threshold
Simulation
Regional Conference on Applied and Engineering Mathematics (RCAEM)
Online Access:http://dspace.unimap.edu.my/xmlui/handle/123456789/10235
Tags: Add Tag
No Tags, Be the first to tag this record!
id my.unimap-10235
record_format dspace
spelling my.unimap-102352010-11-16T05:12:41Z Polynomial wavelet regression with boundary correction Alsaidi M., Altaher Mohd Tahir, Ismail assaedi76@yahoo.com mtahir@cs.usm.my Polynomial Wavelet regression Threshold Simulation Regional Conference on Applied and Engineering Mathematics (RCAEM) 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. 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. 2010-11-16T05:12:41Z 2010-11-16T05:12:41Z 2010-06-02 Working Paper Vol.2(19), p.262-266 http://hdl.handle.net/123456789/10235 en Proceedings of the 1st Regional Conference on Applied and Engineering Mathematics (RCAEM-I) 2010 Universiti Malaysia Perlis (UniMAP) Institut Matematik Kejuruteraan
institution Universiti Malaysia Perlis
building UniMAP Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Malaysia Perlis
content_source UniMAP Library Digital Repository
url_provider http://dspace.unimap.edu.my/
language English
topic Polynomial
Wavelet regression
Threshold
Simulation
Regional Conference on Applied and Engineering Mathematics (RCAEM)
spellingShingle Polynomial
Wavelet regression
Threshold
Simulation
Regional Conference on Applied and Engineering Mathematics (RCAEM)
Alsaidi M., Altaher
Mohd Tahir, Ismail
Polynomial wavelet regression with boundary correction
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.
author2 assaedi76@yahoo.com
author_facet assaedi76@yahoo.com
Alsaidi M., Altaher
Mohd Tahir, Ismail
format Working Paper
author Alsaidi M., Altaher
Mohd Tahir, Ismail
author_sort Alsaidi M., Altaher
title Polynomial wavelet regression with boundary correction
title_short Polynomial wavelet regression with boundary correction
title_full Polynomial wavelet regression with boundary correction
title_fullStr Polynomial wavelet regression with boundary correction
title_full_unstemmed Polynomial wavelet regression with boundary correction
title_sort polynomial wavelet regression with boundary correction
publisher Universiti Malaysia Perlis (UniMAP)
publishDate 2010
url http://dspace.unimap.edu.my/xmlui/handle/123456789/10235
_version_ 1643789793088241664
score 13.214268

Similar Items