Efficient Determination of Optimal Smoothing Parameters in Spline Approximations

Author

Kano, Hiroyuki ; Fujioka, Hiroyuki ; Martin, Clyde F.

Author_Institution

Dept. of Inf. Sci., Tokyo Denki Univ., Saitama

fYear

2006

fDate

Aug. 2006

Firstpage

87

Lastpage

90

Abstract

In this paper, we present a systematic method for determining an optimal smoothing parameter, an important issue in the design of smoothing splines. The optimal parameter is obtained as the minimizer of the so-called cross-validation function, and the global minimum is found very efficiently using extrema detection method of spline functions. Compared to the conventional search algorithm, the computational amount is reduced dramatically. The effectiveness is verified by a numerical example

Keywords

polynomial approximation; search problems; smoothing methods; splines (mathematics); cross-validation function; extrema detection method; global minimum; optimal smoothing parameters; search algorithm; smoothing splines; spline approximations; spline functions; Design engineering; Information technology; Mathematics; Signal design; Signal processing; Signal processing algorithms; Smoothing methods; Spline; Statistics; USA Councils;

fLanguage

English

Publisher

ieee

Conference_Titel

Signal Processing and Information Technology, 2006 IEEE International Symposium on

Conference_Location

Vancouver, BC

Print_ISBN

0-7803-9753-3

Electronic_ISBN

0-7803-9754-1

Type

conf

DOI

10.1109/ISSPIT.2006.270775

Filename

4042217