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ope123456789

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[求助] loess 局部非线性回归分析

简介:
LOESS, or LOWESS (locally weighted scatterplot smoothing), is one of many "modern" modeling methods that build on "classical" methods, such as linear and nonlinear least squares regression. Modern regression methods are designed to address situations in which the classical procedures do not perform well or cannot be effectively applied without undue labor. LOESS combines much of the simplicity of linear least squares regression with the flexibility of nonlinear regression. It does this by fitting simple models to localized subsets of the data to build up a function that describes the deterministic part of the variation in the data, point by point. In fact, one of the chief attractions of this method is that the data analyst is not required to specify a global function of any form to fit a model to the data, only to fit segments of the data.

问题:
1、当局部区域用多项式函数拟合时(一次线性拟合就是最小二乘法),可有那些方法选择。(只需要提一下方法的名字,最好有个出处)
2、请问有哪些数学软件可以做loess回归分析。
3、我知道execl2010和matlab可以做,但我没这两个软件的版本,有谁可以帮我做一个简单的分析。数据和使用方法在以下网页有介绍:http://www.itl.nist.gov/div898/h ... ion1/dep/dep144.htm

[ Last edited by ope123456789 on 2011-5-29 at 09:51 ]
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