论文标题
一种基于小波的方法，用于汇总功能数据分析
A wavelet-based method in aggregated functional data analysis
论文作者
论文摘要
储层计算是预测湍流的有力工具，其简单的架构具有处理大型系统的计算效率。然而，其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间，然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用，该系统模拟了湍流的若干特征。我们表明，使用径向基函数作为非线性投影器，即使只有部分观测并且不知道控制方程，也能稳健地捕捉复杂的系统非线性。最后，我们表明，当测量稀疏、不完整且带有噪声，甚至控制方程变得不准确时，我们的网络仍然可以产生相当准确的预测，从而为实际湍流系统的无模型预测铺平了道路。
In this paper we consider aggregated functional data composed by a linear combination of component curves and the problem of estimating these component curves. We propose the application of a bayesian wavelet shrinkage rule based on a mixture of a point mass function at zero and the logistic distribution as prior to wavelet coefficients to estimate mean curves of components. This procedure has the advantage of estimating component functions with important local characteristics such as discontinuities, spikes and oscillations for example, due the features of wavelet basis expansion of functions. Simulation studies were done to evaluate the performance of the proposed method and its results are compared with a spline-based method. An application on the so called tecator dataset is also provided.
