Empirical Bias Bandwidth Choice for Local Polynomial Matching Estimators

Author(s):  
Anton Flossmann
2012 ◽  
Vol 182-183 ◽  
pp. 1060-1064
Author(s):  
Jing Zeng ◽  
Jun Wang ◽  
Jin Yu Guo

A mutli-model modeling method based on local model is given. The modeling idea is firstly to find some data matching with the current working point from vast historical system input-output datasets, and in this paper, we give a new method of choose data information based on similarity of vector which improve the accuracy of data greatly. Secondly to choose the weight and optimum bandwidth then develop a local model using local polynomial fitting algorithm. With the change of working points, multiple local models are built. The effectiveness of the proposed method is demonstrated by simulation results.


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