3 resultados para Weighted linear regression schemes

em Universidad Politécnica de Madrid


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Linear regression is a technique widely used in digital signal processing. It consists on finding the linear function that better fits a given set of samples. This paper proposes different hardware architectures for the implementation of the linear regression method on FPGAs, specially targeting area restrictive systems. It saves area at the cost of constraining the lengths of the input signal to some fixed values. We have implemented the proposed scheme in an Automatic Modulation Classifier, meeting the hard real-time constraints this kind of systems have.

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Locally weighted regression is a technique that predicts the response for new data items from their neighbors in the training data set, where closer data items are assigned higher weights in the prediction. However, the original method may suffer from overfitting and fail to select the relevant variables. In this paper we propose combining a regularization approach with locally weighted regression to achieve sparse models. Specifically, the lasso is a shrinkage and selection method for linear regression. We present an algorithm that embeds lasso in an iterative procedure that alternatively computes weights and performs lasso-wise regression. The algorithm is tested on three synthetic scenarios and two real data sets. Results show that the proposed method outperforms linear and local models for several kinds of scenarios

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We propose a linear regression method for estimating Weibull parameters from life tests. The method uses stochastic models of the unreliability at each failure instant. As a result, a heteroscedastic regression problem arises that is solved by weighted least squares minimization. The main feature of our method is an innovative s-normalization of the failure data models, to obtain analytic expressions of centers and weights for the regression. The method has been Monte Carlo contrasted with Benard?s approximation, and Maximum Likelihood Estimation; and it has the highest global scores for its robustness, and performance.