Sökning: "ridge regression"

Visar resultat 1 - 5 av 7 avhandlingar innehållade orden ridge regression.

  1. 1. Regression methods in multidimensional prediction and estimation

    Författare :Anders Björkström; Rolf Sundberg; Philip J Brown; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; regression; prediction; principal compnents regression; ridge regression; partial least squares; Mathematical statistics; Matematisk statistik; matematisk statistik; Mathematical Statistics;

    Sammanfattning : In regression with near collinear explanatory variables, the least squares predictor has large variance. Ordinary least squares regression (OLSR) often leads to unrealistic regression coefficients. Several regularized regression methods have been proposed as alternatives. LÄS MER

  3. 2. On Median and Ridge Estimation of SURE Models

    Författare :Zangin Zeebari; Ghazi Shukur; Thomas Holgersson; Björn Holmquist; Jönköping University; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This doctoral dissertation is a progressive generalization of some of the robust estimation methods in order to make those methods applicable to the estimation of the Seemingly Unrelated Regression Equations (SURE) models. The robust methods are each of the Least Absolute Deviations (LAD) estimation method, also known as the median regression, and the ridge estimation method. LÄS MER

  4. 3. Preliminary estimation of transfer function weights : a two-step regression approach

    Författare :Per-Olov Edlund; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : In economic time series modelling, dynamic relationships frequently have to be modelled where the explanatory variables influence the dependent variable over more than one period. Such dynamic relationships are found in business cycle forecasting with leading indicators, in marketing models describing the relationship between advertising and sales, and in many traditional econometric models. LÄS MER

  5. 4. Issues of multicollinearity and conditional heteroscedasticy in time series econometrics

    Författare :Kristofer Månsson; Ghazi Shukur; Sneh Gulati; Jönköping University; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This doctoral thesis consists of four chapters all related to the field of time series econometrics. The main contribution is firstly the development of robust methods when testing for Granger causality in the presence of generalized autoregressive conditional heteroscedasticity (GARCH) and causality-in-variance (i.e. spillover) effects. LÄS MER

  7. 5. Regularization for Sparseness and Smoothness : Applications in System Identification and Signal Processing

    Författare :Henrik Ohlsson; Lennart Ljung; Jacob Roll; Bo Wahlberg; Linköpings universitet; []
    Nyckelord :Regularization; sparsity; smothness; lasso; l1; fMRI; bio-feedback; TECHNOLOGY; TEKNIKVETENSKAP;

    Sammanfattning : In system identification, the Akaike Information Criterion (AIC) is a well known method to balance the model fit against model complexity. Regularization here acts as a price on model complexity. LÄS MER