Sodītā empīriskā ticamības funkcija un tās pielietojums vispārinātajam lineārajam modelim

6533b871fe1ef96bd12d13fd

RESEARCH PRODUCT

Sodītā empīriskā ticamības funkcija un tās pielietojums vispārinātajam lineārajam modelim

subject

SCAD Matemātika Soda funkcija Sodītā empīriskā ticamības funkcija Lasso Empīriskā ticamības funkcija

description

Maģistra darbā aplūkota vispārināto lineāro regresijas modeļu parametru novērtēšana ar soda funkciju un empīriskās ticamības metodēm. Ieviests soda funkcijas jēdziens un aplūkotas vairākas biežāk izmantotās soda funkcijas un to īpašības. Parādīta sodītās mazāko kvadrātu metodes novērtējumu labo īpašību, attiecībā pret nozīmīgo modeļa mainīgo atlasi, izpildīšanās simulētiem datiem. Definēts sodītās ticamības funkcijas jēdziens un aplūkots tās pielietojums vispārināto lineāro modeļu parametru novērtēšanā. Doti nepieciešamie algoritmi metodes praktiskai realizācijai. Sodītā empīriskā ticamības funkcija pielietota daudzdimensiju lineārās un loģistiskās regresijas datiem un secināts, ka metode labi darbojas parametru novērtēšanā, bet lai metode labi darbotos arī kā modeļa būtisko mainīgo atlasītājs, dotie algoritmi vēl jāpilnveido.

year	journal	country	edition	language
2016-01-01

https://dspace.lu.lv/dspace/handle/7/32438

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