Two-stage variational mode decomposition approach to enhance the estimates of variance function

被引：0
|
作者：
Dhanushya, S. [1 ]
Palanisamy, T. [1 ]
机构：
[1] Amrita Vishwa Vidyapeetham, Dept Math, Amrita Sch Engn, Coimbatore, Tamil Nadu, India
来源：
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2023年 / 52卷 / 11期
关键词：
Heteroscedasticity; Difference-based initial estimates; Variational mode decomposition; Two-stage VMD; Smooth regression function; SQUARE SUCCESSIVE DIFFERENCE; REGRESSION; RATIO; VMD;
D O I：
10.1080/03610918.2021.1995750
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A two-stage variational mode decomposition approach is explored in this article to estimate the variance function in a nonparametric heteroscedastic fixed design regression model. This estimate improves the results obtained by using variational mode decomposition in the case of smooth regression function. We noticed that the amount of improvement is depending on the smoothness of the variance function. Simulations and comparisons with the earlier methods are carried out to evaluate the performance of the proposed method.
引用
收藏
页码：5605 / 5614
页数：10
相关论文
共 50 条
  • [1] Two-stage variational mode decomposition and support vector regression for streamflow forecasting
    Zuo, Ganggang
    Luo, Jungang
    Wang, Ni
    Lian, Yani
    He, Xinxin
    [J]. HYDROLOGY AND EARTH SYSTEM SCIENCES, 2020, 24 (11) : 5491 - 5518
  • [2] Smoothing the difference-based estimates of variance using variational mode decomposition
    Palanisamy, T.
    [J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2017, 46 (06) : 4991 - 5001
  • [3] A variational approach to optimal two-stage designs
    Pilz, Maximilian
    Kunzmann, Kevin
    Herrmann, Carolin
    Rauch, Geraldine
    Kieser, Meinhard
    [J]. STATISTICS IN MEDICINE, 2019, 38 (21) : 4159 - 4171
  • [4] Chaos Analysis and Prediction of Monthly Runoff Using a Two-Stage Variational Mode Decomposition Framework
    Du, Shanshan
    Song, Songbai
    Guo, Tianli
    [J]. JOURNAL OF HYDROLOGIC ENGINEERING, 2024, 29 (04)
  • [5] A TWO-STAGE APPROACH TO ROBUST TENSOR DECOMPOSITION
    Sofuoglu, Seyyid Emre
    Aviyente, Selin
    [J]. 2018 IEEE STATISTICAL SIGNAL PROCESSING WORKSHOP (SSP), 2018, : 831 - 835
  • [6] Edge Preserved Herringbone Artifact Removal from MRI Using Two-Stage Variational Mode Decomposition
    Pankaj, Divya
    Govind, D.
    Narayanankutty, K. A.
    [J]. 2019 25TH NATIONAL CONFERENCE ON COMMUNICATIONS (NCC), 2019,
  • [7] Variance decomposition in two-stage plot sampling: theoretical and empirical results
    Fattorini, L
    Pisani, C
    [J]. ENVIRONMENTAL AND ECOLOGICAL STATISTICS, 2004, 11 (04) : 385 - 396
  • [8] Variance decomposition in two-stage plot sampling: theoretical and empirical results
    L. Fattorini
    C. Pisani
    [J]. Environmental and Ecological Statistics, 2004, 11 : 385 - 396
  • [9] A two-stage model for stock price prediction based on variational mode decomposition and ensemble machine learning method
    Jun Zhang
    Xuedong Chen
    [J]. Soft Computing, 2024, 28 : 2385 - 2408
  • [10] A two-stage model for stock price prediction based on variational mode decomposition and ensemble machine learning method
    Zhang, Jun
    Chen, Xuedong
    [J]. SOFT COMPUTING, 2024, 28 (03) : 2385 - 2408
12345