Questions tagged [smoothing]
Smoothing methods in data analysis, like splines or kernel smoothers, also regression smoothers like lowess.
296
questions
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58 views
What is the correct mgcv syntax for interacting a smooth with an interaction of linear predictors?
I have a question about mgcv's formula syntax for interactions with smooths s() (I am actually using this syntax within ...
2
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3answers
75 views
How to avoid smoothing to 0 at edges of R density plot
When using the density function in R, it includes smooth transitions down to 0 at both ends of the data. Is there a way to prevent this? As a trivial example, ...
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0answers
23 views
Unexpected Y predicted value using Generalized additive model with smooth term on predictor in R
I have made GAM model about a relation between marine debris concentration (as Y variable) with beach feature and a distance from a point location to a river, port, tourism object and city (as X ...
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1answer
92 views
Smoothing a binned averages
I am trying to smooth some binned data. I have a discrete variable X which might best be thought of as time and a continuous variable Y. I want to know the average Y value for each value of X and this ...
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1answer
24 views
How to measure smoothness of inputs over outputs?
I know similar questions have been asked for time series data. But my question is a little bit different.
Consider that we have input dataset $X \in R^{N \times M}$, where $M$ is the dimension of ...
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0answers
18 views
is there any equation that can be inferred from the parameters estimated with the method smooth.spline function in R?
If the answer is yes, what is the equation?
of the smooth.spline function in R function where do I find the estimated coefficients for use in the equation?
Thanks for the help
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0answers
25 views
Smoothing 3D motion tracking data [closed]
I'm working on an application that tracks an object's position in 3D space through time. The hardware generates (x,y,z,t) data points, with a non-uniform sampling ...
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2answers
89 views
Smoothing histograms with kernel methods
I have a problem where I can receive as output, multidimensional counts in "histogram" form. I can also adjust the size of the bins I receive (i.e., many or few bins). I want to smooth the data and ...
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0answers
28 views
Smoothing methods for geographically aggregated data?
I have some Canadian census data with various statistics defined by dissemination block. These blocks are irregular in shape since their boundaries are based on the road network. I thought it would be ...
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0answers
22 views
Using Hierarchical Bayesian Network for Data Smoothing
I have a dataset that contains the mean speed at which 50 car models move, along with the standard deviation (based on an underlying database of sampled car speeds).
Using this mean and deviation, I ...
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1answer
58 views
How should I understand smoothing in functional data analysis from a modelling perspective (specifically for temperature data)?
The specifics of this question are that I am looking at daily maximum and minimum temperature from the GHCND data set obtained from NOAA's API and I view the temperatures observed at days in a year as ...
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54 views
Equation for smoothing spline from coefficients?
If I smooth a data vector with a smoothing cubic spline my understanding is that each ‘segment’ between knots should be representable as a cubic polynomial.
Is it possible to infer the equation of ...
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2answers
175 views
Forcing smoothness of regression coefficients
I'm building regression models on spectral datasets: the predictors are the intensites of signal at the different frequencies. In this case the intensities at close frequency values are highly ...
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1answer
43 views
Smoothing time series with non-constant variance
I have a discrete time series $x(t)$ $ t = \{0,\Delta t,2\Delta t\dots\}$ in which every point comes with a confidence value $c(t)$ arising from the measurements. You may think of is as the variance ...
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2answers
76 views
What are the exact factors used in smooth.spline by R?
What exactly is optimized mathematically when I use:
smooth.spline(x, y, lambda)
in terms of the integrated second derivative?
Is it
$$\min_{f\in C^2} \sum_{i=1}...
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0answers
101 views
Demmler-Reinsch basis for smoothing splines
I have seen some papers about using the so-called Demmler-Reinsch basis for smoothing spline because it is a basis for natural spline space and also Sobolev space. For example, these papers:
A ...
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0answers
197 views
Smoothing in a monotonically increasing manner
I have a number of curves that contain numbers from between 0 and 1. The curves should be monotonically increasing, but due to random noise, there may be some times where it is decreasing.
Is there ...
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0answers
54 views
predicting X values from smooth.spline
I have an existing smooth.spline object, and I wish to estimate X values for a set of new Y values. I see that ...
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1answer
46 views
Questions re. fitting a polynomial: Runge's phenomenon solutions
I have data on hospital treatment times. I would like to fit a polynomial to the data using least-squares.
In a previous question raised before I have already been advised against this, but ...
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2answers
89 views
Questions re. fitting a polynomial: smoothing, cross-validation, etc
I have data on hospital treatment times. I would like to fit a polynomial to the data. My data comes in 5 minute increments and it is very noisy. It looks like this:
I can aggregate to a higher ...
2
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1answer
36 views
How can I smooth data in 2D coordinates that has time-dependent error?
I have collected some GPS data from running over and around a hill many, many times.
The hill itself is about 9-10 meters high compared to the ground around it, although when I collected data, my ...
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2answers
323 views
What is the difference between smoothing and decomposition in time series?
i am bit new to time series modelling, currently i am trying to understand some basics. What is the difference between smoothing and decomposition in time series . I have gone through many materials , ...
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0answers
27 views
Matrix inversion in the smoothing splines [duplicate]
The question is about the matrix inversion in the smoothing splines.
Given observations (y1, x1), ..., (yn, xn) and a choice of $\lambda \ge 0$, the smoothing spline estimator, $\hat{f}_{\lambda}$ is ...
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0answers
86 views
R: how to get effective degrees of freedom?
I'm building a sparse additive model and using the Generalized Cross Validation score for a linear smoother $\hat f(x) = L(x) \underline Y$
$$GCV(\lambda) = \frac 1n \sum_{i=1}^n \left( \frac{Y_i - \...
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1answer
124 views
Should I do detrending or smoothing first?
Does it matter which one I perform first? If yes, why?
Might be a simple question, yet I could not find an answer anywhere else.
3
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1answer
116 views
How does the penalized form of RSS (residual sum of squares) work?
In another word, how to reverse engineering the equation (5.9) by explain all the assumption and reasoning after the plus sign of (5.9) in Elements of Statistical Learning:
$$\text{RSS}(f,\lambda) = \...
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0answers
34 views
What does alpha in smoothing stand for
I want to apply Gaussian smoothing to a dataset and came across the smth.gaussian function in R. That besides the numerical input data requires two parameters:
...
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1answer
44 views
How to generate mean curve of non-function?
I am currently working on curves generated in tensile tests of polymer specimens. Here, I try to generate a mean curve of five data sets generated at the same composition of the samples. Unfortunately,...
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2answers
337 views
Is there a name for a moving average when it is done not across time but some other variable?
The moving average is defined as
A method of smoothing a time series to reduce the effects of random variation and reveal any underlying trend or seasonality.
(Oxford Dictionary of Statistics, ed. ...
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1answer
47 views
Why 2nd derivative is “squared” to represent wigglyness in GAM?
In David Miller's presentation (here, slide 21), he drew 1st derivative and 2nd derivative of a function. Then he said (slide 22) that grey part can is :
$ \int (\frac{\partial ^{2}f(x)}{\partial x^{...
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0answers
54 views
Smoothing with non-regular observations
If we have data that changes continuously in time, and we sample this data at regular intervals - i.e. we get samples $x_0$, $x_1$, $\dots$, where the time $\Delta t$ between taking samples $x_i$ and $...
0
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1answer
142 views
Retrieving time series from a smoothed periodogram
If I were to smooth a periodogram and then filter out low level frequencies, how can I derive the filtered time series? For example, in the case of a non-smoothed periodogram: https://folk.uib.no/...
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1answer
385 views
Natural spline term in GAM
Is it advisable to use natural regression spline basis? I learned that in R the supported smoothers in gam are the lo, ...
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0answers
32 views
Wavelet smoothing or regression with scattered data
Suppose we have a data set $\{x_i, y_i\}_i$ where $x_i$ is a multi-dimensional tuple and scattered (not on a equally spaced regular lattice). How does one regress or smooth such a scattered data set ...
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0answers
29 views
Reproducing Holt-Winters analysis in the Cowpertwait-Metcalfe book
I am having trouble reproducing some output for some R code in the time series book by Cowpertwait and Metcalfe. There are quite a few typos in their code throughout the book, but in other cases I ...
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0answers
27 views
Transforming a categorical distribution up side down
I have the following categorical distribution:
$$
original = (2, 7, 3, 5, 0, 1, 4, 6, 3, 8, 8)\\
\sum original = 47
$$
I want to transform it to its upside down distribution step by step, while ...
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0answers
18 views
Computing a moving average when data points arrive one at a time
I am sure there's a cool python/numpy/pandas way to do this.
I am receiving one data point at a time. I would like to compute something like a moving average over the last n observations, even better ...
1
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1answer
275 views
Random effect in GAM - what are the smooth functions used?
In the GAM package in R created by Simon Wood there is a selection of the smooth function basis. I sort of understand the options such as bs='tp', bs='cr', etc.
But bs='re' seems odd... that does ...
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0answers
78 views
What do the outputs of the function dlmSmooth from R's dlm package mean?
In the vignette for the R package dlm: link on page 12, the author runs the function dlmSmooth to smooth the data and the function returns an object which is ...
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0answers
65 views
Smoothing of experimental data for PCA
I am applying PCA to a set of spectrophotometric measurements with the aim of differentiating two groups of substances. The many small wiggles on the right-hand side of the curves (the region above ~...
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1answer
70 views
Is a Kalman filter ever the optimal way to estimate a dynamic value given a full history of measurements?
I'm trying to get some intuition for Kalman filtering, and I conceived this toy example:
Say that I have a sensor that tracks a moving 1-dimensional target. Say that the measurements from the sensor ...
3
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4answers
1k views
Measure of smoothness
I have an image that has artefacts which I am using a specific process to remove. I want to show that the new image is improved by that process.
To compare the two images I am using data from a ...
7
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3answers
681 views
How to fit a robust step function to a time series?
I have a somewhat noisy time series that hovers around different levels.
For example, the following data:
I have the solid line data available, and I would like to obtain an estimate for the dashed ...
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0answers
111 views
Is there a filter function that performs similar to moving average but does not loose data?
I need to smooth a time series using a low pass filter. A simple moving average is working fine for me, however, using a moving average causes an inevitable loss of data a the beginning of the ...
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0answers
35 views
Expected Value of Cross Validation approximates Predictive Square Error
In the context of Smoothing Splines, Im trying to show that the expected value of the cross-validation can approximate the predictive square error. More specifically, I want to show that
$$E[(y_i - \...
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0answers
101 views
Natural Splines and Smoother Matrix
In the context of smoothing splines, one can show that the Reinsch form is given by:
$
\hat{y} = N (N^{T}N +\lambda \Omega)^{-1}N^{T} y
= (I+ \lambda K)^{-1}y
$
where (1) $K = (N^{T})^{-1}\Omega N^{-...
3
votes
1answer
70 views
How to smooth a curve by learning location and shape of 4 Gaussian kernels?
I have a data set of 365 daily curves $f_i(t)$ and want to smooth them by positioning four radial basis functions $r_i(t)$.
Each daily curve should then be approximated by
$$ \hat{f}_i(t) = w_{i1} ...
2
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0answers
173 views
RKHS norm and Fourier transform link
In the notes here, it is stated that norms of some reproducing kernel Hilbert spaces can be written in terms of Fourier transforms, and this is often used to argue that a higher RKHS norm implies a ...
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1answer
40 views
Partial spline. Reference
I have a well done and perfectly working protocol to smooth my experimental data. I do the following:
I have a variable of size 1000. Iteratively I choose random 100 points and spline them using the ...
3
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1answer
67 views
What does “middle of the data” really mean?
I have some noisy time series data for different climate variables and I want to know overall if they are increasing or decreasing with time. From this Water Resources Statistics Guide, the LOWESS ...
