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博碩士論文 etd-0620104-231204 詳細資訊
Title page for etd-0620104-231204
論文名稱
Title
加權多項式迴歸模型之D最適設計-泛函逼近法
D-optimal designs for weighted polynomial regression - a functional-algebraic approach
系所名稱
Department
畢業學年期
Year, semester
語文別
Language
學位類別
Degree
頁數
Number of pages
14
研究生
Author
指導教授
Advisor
召集委員
Convenor
口試委員
Advisory Committee
口試日期
Date of Exam
2003-05-30
繳交日期
Date of Submission
2004-06-20
關鍵字
Keywords
遞迴算法、泰勒級數、隱函數定理、加權多項式迴歸.、矩陣、近似D之最適設計、有理函數
weighted polynomial regression., recursive algorithm, Taylor series, rational function, approximate D-optimal design, matrix, implicit function theorem
統計
Statistics
本論文已被瀏覽 5697 次,被下載 2679
The thesis/dissertation has been browsed 5697 times, has been downloaded 2679 times.
中文摘要
在此論文中,我們主要探討的是有關於加權多項式迴歸模型D之最適設計的問題,其中加權函數限定為大於零的函數,在[m_0+a,m_0-a]內去建構此最適設計。我們發現在此區間內,如果加權函數一次微分除以加權函數自己本身為有理函數且a趨近於零時,則建構此D之最適設計的問題可以轉為解微分方程的問題,在解微分方程過程中,利用矩陣在代數上的相關知識,以泰勒展開式去逼近矩陣中的未知參數,而在泰勒展開式中的係數部分,我們提供了一個遞迴演算法來估計它們,因此,從這個線性系統中,我們可以估算出那些以D之最適設計的實驗點為零根的多項式之係數。
Abstract
This paper is concerned with the problem of computing theapproximate D-optimal design for polynomial regression with weight function w(x)>0 on the design interval I=[m_0-a,m_0+a]. It is shown that if w'(x)/w(x) is a rational function on I and a is close to zero, then the problem of constructing D-optimal designs can be transformed into a differential equation problem leading us to a certain matrix including a finite number of auxiliary unknown constants, which can be approximated by a Taylor expansion. We provide a recursive algorithm to compute Taylor expansion of these constants. Moreover, the D-optimal
interior support points are the zeros of a polynomial which has coefficients that can be computed from a linear system.
目次 Table of Contents
Contens:
Abstract..................................................ii
1. Introduction...........................................1
2. The differential equation..............................2
3. Taylor expansion.......................................5
4. Examples...............................................7
References................................................12
Appendix..................................................14
參考文獻 References
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