Semiparametric spatiotemporal variable coefficient regression model

Issue title: Fuzzy Logic based Decision Making

Guest editors: Erik Maehle, Norbert Stoll and Chao-Hsien Chu

Article type: Research Article

Authors: Yi, Cunxiao

Affiliations: Henan Polytechnica Institute, Henan 473000, China | E-mail: fouriertrans@163.com

Correspondence: [*] Corresponding author: Henan Polytechnica Institute, Henan 473000, China. E-mail: fouriertrans@163.com.

Abstract: In order to study the semi-parametric spatiotemporal variable coefficient regression model, firstly, the parametric and non-parametric models are introduced. Based on the spatiotemporal variable coefficient model and estimation method, a semi-parametric spatiotemporal variable coefficient model is established. According to the two-step estimation simulation experiment of semi-parametric space-time variable coefficient model, three groups of numerical experiments of semi-parametric spatiotemporal variable coefficient model are carried out. The experimental results show that the semi-parametric regression model has both the advantages of parametric model and non-parametric model, and the estimated value is very close to the real value. After combining the semi-parametric and time-varying coefficient regression model, the fitting effect of the model is better, and the estimation accuracy is obviously improved.

Keywords: Semi-parameter, variable coefficient, regression model

DOI: 10.3233/JCM-191014

Journal: Journal of Computational Methods in Sciences and Engineering, vol. 19, no. S1, pp. 93-99, 2019