基于预测平方和PRESS准则选取预报因子的向前、向后算法及其应用

本文提出了基于预测平方和PRESS准则选取预报因子的二个快速算法——向前、向后算法,这二个算法不仅使计算PRESS值的回归方程个数从原算法2~P—1个减少到至多为P(P 1)/2个,而且使每个PRESS值的计算量减少很多。通过长期天气预报的实例计算,预测效果比逐步回归有明显提高。

FORWARD AND BACKWARD ALGORITHMS FOR SELECTING PREDICTORS ON THE BASIS OF THE CRITERION FROM PREDICTION SUM OF SQUARES AND THEIR APPLICATION

In this paper, two fast algorithms for selecting predictors, the forward and backward algorithms, are proposed on the basis of the criterion from prediction sum of squares QPRESS). Not only would the numbers of the regression equation calculating PRESS value reduce from 2^p-1 to at most p (p+1)/2, but also the amount of calculation for every PRESS value is much decreased, when either algorithm is used. The application in the long-range weather forecast shows that these algorithms have higher prediction skill as compared with stepwise regression.