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Nonpapametric Smoothing (1)

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Presentation on theme: "Nonpapametric Smoothing (1)"— Presentation transcript:

1 Nonpapametric Smoothing (1)
Consider X Y plot. Draw a regression line which requires no parametric assu mptions The regression line is not linear The regression line is totally dependent on the data Two components of smoothing Kernal function : How to calculate weighted mean Bandwidth : width of the window (span), determines the s moothness of the regression line; wider > smoother

2 Nonpapametric Smoothing (2)
Uniform Kernel

3 Nonpapametric Smoothing (3)
Triangular Kernel

4 Nonpapametric Smoothing (4)
Normal Kernel

5 Nonpapametric Smoothing (5)
Default Lowess line : Span=0.5

6 Nonpapametric Smoothing (6)
Lowess line : Span=0.2

7 Nonpapametric Smoothing (7)
Lowess line : Span=0.1

8 Spline

9

10 Df를 늘리면 더 smooth 해짐!


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