| FORWARD AND BACKWARD ALGORITHMS FOR SELECTING PREDICTORS ON THE BASIS OF THE CRITERION FROM PREDICTION SUM OF SQUARES AND THEIR APPLICATION |
| |
| 作者姓名： | Yu Shanxian Shen Jinhua |
| |
| 作者单位： | Zhejiang Research Institute of Meteorological Science Hangzhou，Meteorological Observatory of Zhejiang，Hangzhou |
| |
| 摘 要： | 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 (PRESS). Not onlywould the numbers of the regression equation calculating PRESS value reduce from 2~p-1 to atmost p(p+1)/2, but also the amount of calculation for every PRESS value is much decreased, wheneither algorithm is used. The application in the long-range weather forecast shows that thesealgorithms have higher prediction skill as compared with stepwise regression.
|
| 收稿时间： | 1987/3/14 0:00:00 |
FORWARD AND BACKWARD ALGORITHMS FOR SELECTING PREDICTORS ON THE BASIS OF THE CRITERION FROM PREDICTION SUM OF SQUARES AND THEIR APPLICATION |
| |
| Yu Shanxian,Shen Jinhua.FORWARD AND BACKWARD ALGORITHMS FOR SELECTING PREDICTORS ON THE BASIS OF THE CRITERION FROM PREDICTION SUM OF SQUARES AND THEIR APPLICATION[J].Acta Meteorologica Sinica,1988,2(1):83-90. |
| |
| Authors: | Yu Shanxian and Shen Jinhua |
| |
| Institution: | Zhejiang Research Institute of Meteorological Science, Hangzhou;Meteorological Observatory of Zhejiang, Hangzhou |
| |
| Abstract: | 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 (PRESS). Not only would the numbers of the regression equation calculating PRESS value reduce from 2p-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. |
| |
| Keywords: | |
| 本文献已被 CNKI 等数据库收录！ |
| 点击此处可从《Acta Meteorologica Sinica》浏览原始摘要信息 |
| 点击此处可从《Acta Meteorologica Sinica》下载免费的PDF全文 |
