{"title":"无偏代理校准","authors":"Manfred Mudelsee","doi":"10.1007/s11004-023-10122-5","DOIUrl":null,"url":null,"abstract":"<p>The linear calibration model is a powerful statistical tool that can be utilized to predict an unknown response variable, <i>Y</i>, through observations of a proxy or predictor variable, <i>X</i>. Since calibration involves estimation of regression model parameters on the basis of a limited amount of noisy data, an unbiased calibration slope estimation is of utmost importance. This can be achieved by means of state-of-the-art, data-driven statistical techniques. The present paper shows that weighted least-squares for both variables estimation (WLSXY) is able to deliver unbiased slope estimations under heteroscedasticity. In the case of homoscedasticity, besides WLSXY, ordinary least-squares (OLS) estimation with bias correction (OLSBC) also performs well. For achieving unbiasedness, it is further necessary to take the correct regression direction (i.e., of <i>Y</i> on <i>X</i>) into account. The present paper introduces a pairwise moving block bootstrap resampling approach for obtaining accurate estimation confidence intervals (CIs) under real-world climate conditions (i.e., non-Gaussian distributional shapes and autocorrelations in the noise components). A Monte Carlo simulation experiment confirms the feasibility and validity of this approach. The parameter estimates and bootstrap replications serve to predict the response with CIs. The methodological approach to unbiased calibration is illustrated for a paired time series dataset of sea-surface temperature and coral oxygen isotopic composition. Fortran software with implementation of OLSBC and WLSXY accompanies this paper.</p>","PeriodicalId":51117,"journal":{"name":"Mathematical Geosciences","volume":"6 1","pages":""},"PeriodicalIF":2.8000,"publicationDate":"2023-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Unbiased Proxy Calibration\",\"authors\":\"Manfred Mudelsee\",\"doi\":\"10.1007/s11004-023-10122-5\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p>The linear calibration model is a powerful statistical tool that can be utilized to predict an unknown response variable, <i>Y</i>, through observations of a proxy or predictor variable, <i>X</i>. Since calibration involves estimation of regression model parameters on the basis of a limited amount of noisy data, an unbiased calibration slope estimation is of utmost importance. This can be achieved by means of state-of-the-art, data-driven statistical techniques. The present paper shows that weighted least-squares for both variables estimation (WLSXY) is able to deliver unbiased slope estimations under heteroscedasticity. In the case of homoscedasticity, besides WLSXY, ordinary least-squares (OLS) estimation with bias correction (OLSBC) also performs well. For achieving unbiasedness, it is further necessary to take the correct regression direction (i.e., of <i>Y</i> on <i>X</i>) into account. The present paper introduces a pairwise moving block bootstrap resampling approach for obtaining accurate estimation confidence intervals (CIs) under real-world climate conditions (i.e., non-Gaussian distributional shapes and autocorrelations in the noise components). A Monte Carlo simulation experiment confirms the feasibility and validity of this approach. The parameter estimates and bootstrap replications serve to predict the response with CIs. The methodological approach to unbiased calibration is illustrated for a paired time series dataset of sea-surface temperature and coral oxygen isotopic composition. Fortran software with implementation of OLSBC and WLSXY accompanies this paper.</p>\",\"PeriodicalId\":51117,\"journal\":{\"name\":\"Mathematical Geosciences\",\"volume\":\"6 1\",\"pages\":\"\"},\"PeriodicalIF\":2.8000,\"publicationDate\":\"2023-12-19\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Mathematical Geosciences\",\"FirstCategoryId\":\"89\",\"ListUrlMain\":\"https://doi.org/10.1007/s11004-023-10122-5\",\"RegionNum\":3,\"RegionCategory\":\"地球科学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"GEOSCIENCES, MULTIDISCIPLINARY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Mathematical Geosciences","FirstCategoryId":"89","ListUrlMain":"https://doi.org/10.1007/s11004-023-10122-5","RegionNum":3,"RegionCategory":"地球科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"GEOSCIENCES, MULTIDISCIPLINARY","Score":null,"Total":0}
引用次数: 0
摘要
线性校准模型是一种强大的统计工具,可用于通过观测替代变量或预测变量 X 来预测未知响应变量 Y。这可以通过最先进的数据驱动统计技术来实现。本文表明,双变量加权最小二乘法估计(WLSXY)能够在异方差情况下提供无偏的斜率估计。在同方差情况下,除 WLSXY 外,带偏差修正的普通最小二乘法(OLS)估计(OLSBC)也有很好的表现。为了实现无偏,还需要考虑正确的回归方向(即 Y 对 X 的回归方向)。本文介绍了一种成对移动块引导重采样方法,用于在实际气候条件下(即噪声成分的非高斯分布形状和自相关性)获得准确的估计置信区间(CI)。蒙特卡罗模拟实验证实了这种方法的可行性和有效性。参数估计和引导复制可用于预测具有 CIs 的响应。以海面温度和珊瑚氧同位素组成的成对时间序列数据集为例,说明了无偏校准的方法。本文附有实现 OLSBC 和 WLSXY 的 Fortran 软件。
The linear calibration model is a powerful statistical tool that can be utilized to predict an unknown response variable, Y, through observations of a proxy or predictor variable, X. Since calibration involves estimation of regression model parameters on the basis of a limited amount of noisy data, an unbiased calibration slope estimation is of utmost importance. This can be achieved by means of state-of-the-art, data-driven statistical techniques. The present paper shows that weighted least-squares for both variables estimation (WLSXY) is able to deliver unbiased slope estimations under heteroscedasticity. In the case of homoscedasticity, besides WLSXY, ordinary least-squares (OLS) estimation with bias correction (OLSBC) also performs well. For achieving unbiasedness, it is further necessary to take the correct regression direction (i.e., of Y on X) into account. The present paper introduces a pairwise moving block bootstrap resampling approach for obtaining accurate estimation confidence intervals (CIs) under real-world climate conditions (i.e., non-Gaussian distributional shapes and autocorrelations in the noise components). A Monte Carlo simulation experiment confirms the feasibility and validity of this approach. The parameter estimates and bootstrap replications serve to predict the response with CIs. The methodological approach to unbiased calibration is illustrated for a paired time series dataset of sea-surface temperature and coral oxygen isotopic composition. Fortran software with implementation of OLSBC and WLSXY accompanies this paper.
期刊介绍:
Mathematical Geosciences (formerly Mathematical Geology) publishes original, high-quality, interdisciplinary papers in geomathematics focusing on quantitative methods and studies of the Earth, its natural resources and the environment. This international publication is the official journal of the IAMG. Mathematical Geosciences is an essential reference for researchers and practitioners of geomathematics who develop and apply quantitative models to earth science and geo-engineering problems.