Sur le choix du paramètre d'ajustement dans le lissage par fonctions spline |
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Authors: | F Utreras Diaz |
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Institution: | (1) Université Scientifique et Médicale Laboratoire de Mathématiques Appliquées, B.P. 53, 38041 Grenoble, France;(2) Present address: Facultad de Ciencias Fisicas y Matematicas, Departamento de Matematicas, Universidad de Chile, Casilla 5272 Correo 3, Santiago, Chili |
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Abstract: | Summary We consider the problem of approximating an unknown functionf, known with error atn equally spaced points of the real interval a, b].To solve this problem, we use the natural polynomial smoothing splines. We show that the eigenvalues associated to these splines converge to the eigenvalues of a differential operator and we use this fact to obtain an algorithm, based on the Generalized Cross Validation method, to calculate the smoothing parameter.With this algorithm, we divide byn the time used by classical methods. |
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Keywords: | AMS(MOS): 65D10 65D07 |
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