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| Content Provider | Society for Industrial and Applied Mathematics (SIAM) |
|---|---|
| Author | Kirby, Michael J. Jamshidi, Arta A. |
| Copyright Year | 2015 |
| Abstract | We present a new radial basis function (RBF) algorithm for constructing nonlinear models from data that may be sparsely scattered in high dimensions. We propose a simplified method for identifying function locations that is based on an approximation to the autocorrelation function. Local regions are now defined based on zero crossings of the modified autocorrelation contribution. The resulting local spatiotemporal data appear to capture increased structure as evidenced by the reduced number of basis functions required to achieve algorithm convergence and the fact that the resulting approximations have significantly improved accuracy. We prove a zero crossing lemma and convergence of the algorithm in the norm for continuous functions over a compact domain. Further, we show that several hypotheses tests can be used to detect this convergence. The model parameters and the number of basis functions are determined automatically from the given data. The only user parameter is the confidence level of the hypotheses tests which we fix at 95% . We apply the algorithm to modeling data on manifolds and the prediction of a chaotic time series using compactly supported skew RBFs in the setting of the overdetermined data fitting problem. |
| Starting Page | A1319 |
| Ending Page | A1341 |
| Page Count | 23 |
| File Format | |
| ISSN | 10648275 |
| DOI | 10.1137/130948252 |
| e-ISSN | 10957197 |
| Issue Number | 3 |
| Volume Number | 37 |
| Language | English |
| Publisher | Society for Industrial and Applied Mathematics |
| Publisher Date | 2015-05-19 |
| Access Restriction | Subscribed |
| Subject Keyword | Algorithms for functional approximation convergence analysis Smoothing, curve fitting low order models nonlinear function approximation Time series, auto-correlation, regression, etc. Signal theory radial basis functions scattered data data driven modeling |
| Content Type | Text |
| Resource Type | Article |
| Subject | Applied Mathematics Computational Mathematics |
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