Asymptotic Properties of Just-in-Time Models
1997 (English)Report (Other academic)
The concept of Just-in-Time models has been introduced for models that are not estimated until they are really needed. The prediction is taken as a weighted average of neighboring points in the regressor space, such that an optimal bias/variance trade-off is achieved. The asymptotic properties of the method are investigated, and are compared to the corresponding properties of related statistical non-parametric kernel methods. It is shown that the rate of convergence for Just-in-Time models at least is in the same order as traditional kernel estimators, and that better rates probably can be achieved.
Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 1997. , 7 p.
LiTH-ISY-R, ISSN 1400-3902 ; 1949
Non-parametric identification, Nonlinear systems
IdentifiersURN: urn:nbn:se:liu:diva-55389ISRN: LiTH-ISY-R-1949OAI: oai:DiVA.org:liu-55389DiVA: diva2:315993