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IDENTIFICATION OF FINITE IMPULSE RESPONSE MODELS WITH CONTINUUM REGRESSION
引用本文:B.M.WISE,N.L.RICKER. IDENTIFICATION OF FINITE IMPULSE RESPONSE MODELS WITH CONTINUUM REGRESSION[J]. 地理学报(英文版), 1993, 0(1)
作者姓名:B.M.WISE  N.L.RICKER
作者单位:Center for Process Analytical Chemistry and Department of Chemical Engineering BF-10,University of Washington,Seattle,WA 98195,U.S.A Present address:Molecular Science Research Center,Mail Stop K2-12,Battelle Pacific Northwest Laboratories,PO Box 999,Richland,WA 99352,U.S.A.,Center for Process Analytical Chemistry and Department of Chemical Engineering,BF-10,University of Washington,Seattle,WA 98195,U.S.A.
摘    要:The use of continuum regression(CR)for the identification of finite impulse response(FIR)dynamicmodels is investigated.CR encompasses the methods of principal component regression(PCR),partialleast squares(PLS)and multiple linear regression(MLR).PCR and MLR are at the two extremes of thecontinuum.In PCR and PLS,cross-validation is used to determine the optimum number of factors or‘latent variables’to retain in the regression model.CR allows one to vary the method in addition.Cross-validation then determines both the optimum method and the number of latent variables.The CR‘prediction error surface’—a function of the method and number of latent variables—is elucidated.Theoptimal model is defined as the minimum of this surface.Among the cases studied,the optimal modelusually comes from the region of the continuum between PCR and PLS.Few derive from the regionbetween PLS and MLR.It is also demonstrated that FIR models identified by CR have frequency domainproperties similar to those identified by PCR.


IDENTIFICATION OF FINITE IMPULSE RESPONSE MODELS WITH CONTINUUM REGRESSION
B.M.WISE N.L.RICKER Center for Process Analytical Chemistry and. IDENTIFICATION OF FINITE IMPULSE RESPONSE MODELS WITH CONTINUUM REGRESSION[J]. Journal of Geographical Sciences, 1993, 0(1)
Authors:B.M.WISE N.L.RICKER Center for Process Analytical Chemistry and
Affiliation:B.M.WISE N.L.RICKER Center for Process Analytical Chemistry and Department of Chemical Engineering,BF-,University of Washington,Seattle,WA,U.S.A. Present address:Molecular Science Research Center,Mail Stop K-,Battelle Pacific Northwest Laboratories,PO Box,Richlan,WA,U.S.A.
Abstract:
Keywords:Continuum regression  Dynamic model identification  Principal component regression  Partial least squares regression  Finite impulse response
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