{"title":"Scaling of a length scale for regression and prediction","authors":"T. Aida","doi":"10.1109/NNSP.2002.1030029","DOIUrl":null,"url":null,"abstract":"We analyze the prediction from noised data, based on a regression formulation of the problem. For the regression, we construct a model with a length scale to smooth the data, which is determined by the variance of noise and the speed of the variation of original signals. The model is found to be effective also for prediction. This is because it decreases an uncertain region near a boundary as the speed of the variation of original signals increases, which is a crucial property for accurate prediction.","PeriodicalId":117945,"journal":{"name":"Proceedings of the 12th IEEE Workshop on Neural Networks for Signal Processing","volume":"312 6","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2002-11-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of the 12th IEEE Workshop on Neural Networks for Signal Processing","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/NNSP.2002.1030029","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
We analyze the prediction from noised data, based on a regression formulation of the problem. For the regression, we construct a model with a length scale to smooth the data, which is determined by the variance of noise and the speed of the variation of original signals. The model is found to be effective also for prediction. This is because it decreases an uncertain region near a boundary as the speed of the variation of original signals increases, which is a crucial property for accurate prediction.