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   application of smoothing spline in sinusoidal modeling  
   
نویسنده alimohammadi roshanak
منبع journal of statistical modelling: theory and applications - 2022 - دوره : 3 - شماره : 2 - صفحه:169 -173
چکیده    The sinusoidal model has many applications in time series analysis‎, ‎signal processing‎, ‎regression‎, ‎and other phenomena that are repeated periodically‎. ‎on the other hand‎, ‎smoothing spline is a flexible and useful method in many fields‎. ‎in this article‎, ‎smoothing spline is applied to interpolate data generated from the sinusoidal model‎. ‎therefore‎, ‎a sinusoidal model is considered in three general forms‎. ‎then‎, ‎in a simulation study‎, ‎data sets are generated from each of the sinusoidal model forms‎, ‎and the effect of changing the model components is assessed‎. ‎besides‎, ‎the smoothing spline method is applied to estimate the related sinusoidal model‎, ‎and the performance of the smoothing spline for fitting a proper model to the sinusoidal data is studied‎. furthermore‎, ‎by fitting a proper sinusoidal model to each generated data set‎, ‎the performance of smoothing spline is compared with the sinusoidal model‎. the ‎sum of squares error criterion is applied to compare the performance of models‎. ‎the simulation results illustrate that smoothing spline has better performance for model fitting to sinusoidal data.
کلیدواژه amplitude ,angular frequency ,phase ,sine model ,spline
آدرس ‎alzahra university‎, ‎faculty of mathematical sciences‎, department of statistics‎, iran
پست الکترونیکی r_alimohammadi@alzahra.ac.ir
 
     
   
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