Frequency Domain Diagnostics for Linear Smoothers
作者:
MichaelG. Schlax,
DudleyB. Chelton,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1992)
卷期:
Volume 87,
issue 420
页码: 1070-1081
ISSN:0162-1459
年代: 1992
DOI:10.1080/01621459.1992.10476262
出版商: Taylor & Francis Group
关键词: Nonparametric regression;Smoothing;Spatial statistics;Time series
数据来源: Taylor
摘要:
Frequency domain analysis is used to examine estimates from linear smoothers operating on realizations of random fields over space and/or time. The estimates are expressed in terms of the Fourier transforms of the dependent variable and of the smoother weights. The latter is referred to as the equivalent transfer function. The data do not need to be evenly spaced to perform this analysis. The modulus of the equivalent transfer function characterizes the spectral content of an estimate and may reveal subtle sampling properties of the design. Frequency domain bias calculations are useful for comparing different smoothers and for assessing the resolution capabilities of a data set. These methods are used to compare six one-dimensional smoothers and analyze a complex three-dimensional example using data from a satellite altimeter.
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