Borders Scanning Algorithm to Solving Total Least Trimmed Squares Estimation
Identifikátory výsledku
Kód výsledku v IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F12%3A00199818" target="_blank" >RIV/68407700:21340/12:00199818 - isvavai.cz</a>
Výsledek na webu
—
DOI - Digital Object Identifier
—
Alternativní jazyky
Jazyk výsledku
angličtina
Název v původním jazyce
Borders Scanning Algorithm to Solving Total Least Trimmed Squares Estimation
Popis výsledku v původním jazyce
The Total Least Squares is one of the most widely use method for data analysis, where both dependent and independent variables are observed with random errors. If data set contains outliers, the robustified version of TLS such as mixed Least Trimmed Squares - Total Least Trimmed Squares method is used. The disadvantage of this method is absence of exact algorithm that can find solution of the estimation in real time for data sets with large number of observations. In this paper we introduced the BSA algorithm for LTS-TLTS and compare it with BAB algorithm. It is the first introduction to this method for such a problem and only first results from simulation study are shown.
Název v anglickém jazyce
Borders Scanning Algorithm to Solving Total Least Trimmed Squares Estimation
Popis výsledku anglicky
The Total Least Squares is one of the most widely use method for data analysis, where both dependent and independent variables are observed with random errors. If data set contains outliers, the robustified version of TLS such as mixed Least Trimmed Squares - Total Least Trimmed Squares method is used. The disadvantage of this method is absence of exact algorithm that can find solution of the estimation in real time for data sets with large number of observations. In this paper we introduced the BSA algorithm for LTS-TLTS and compare it with BAB algorithm. It is the first introduction to this method for such a problem and only first results from simulation study are shown.
Klasifikace
Druh
O - Ostatní výsledky
CEP obor
BA - Obecná matematika
OECD FORD obor
—
Návaznosti výsledku
Projekt
—
Návaznosti
S - Specificky vyzkum na vysokych skolach
Ostatní
Rok uplatnění
2012
Kód důvěrnosti údajů
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů