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Some statistical aspects of LULU smoothers
Thesis (PhD (Statistics and Actuarial Science))--University of Stellenbosch, 2007.
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| Format: | Thesis |
| Language: | English |
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Stellenbosch : University of Stellenbosch
2008
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| _version_ | 1867613884261597184 |
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| access_status_str | Open Access |
| author | Jankowitz, Maria Dorothea |
| author2 | Conradie, W. J. |
| author_browse | Conradie, W. J. Jankowitz, Maria Dorothea |
| author_facet | Conradie, W. J. Jankowitz, Maria Dorothea |
| author_sort | Jankowitz, Maria Dorothea |
| collection | Thesis |
| dc_rights_str_mv | University of Stellenbosch |
| description | Thesis (PhD (Statistics and Actuarial Science))--University of Stellenbosch, 2007. |
| format | Thesis |
| id | oai:scholar.sun.ac.za:10019.1/1124 |
| institution | Stellenbosch University (South Africa) |
| language | English |
| last_indexed | 2026-06-10T12:43:13.574Z |
| license_str | Other — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from SUNScholar — Stellenbosch University Repository |
| publishDate | 2008 |
| publishDateRange | 2008 |
| publishDateSort | 2008 |
| publisher | Stellenbosch : University of Stellenbosch |
| publisherStr | Stellenbosch : University of Stellenbosch |
| record_format | dspace |
| source_str | SUNScholar — Stellenbosch University Repository |
| spelling | oai:scholar.sun.ac.za:10019.1/1124 Some statistical aspects of LULU smoothers Jankowitz, Maria Dorothea Conradie, W. J. De Wet, Tertius University of Stellenbosch. Faculty of Economic and Management Sciences. Dept. of Statistics and Actuarial Science. Smoothing (Statistics) Estimation theory Dissertations -- Statistics and actuarial science Theses -- Statistics and actuarial science Thesis (PhD (Statistics and Actuarial Science))--University of Stellenbosch, 2007. The smoothing of time series plays a very important role in various practical applications. Estimating the signal and removing the noise is the main goal of smoothing. Traditionally linear smoothers were used, but nonlinear smoothers became more popular through the years. From the family of nonlinear smoothers, the class of median smoothers, based on order statistics, is the most popular. A new class of nonlinear smoothers, called LULU smoothers, was developed by using the minimum and maximum selectors. These smoothers have very attractive mathematical properties. In this thesis their statistical properties are investigated and compared to that of the class of median smoothers. Smoothing, together with related concepts, are discussed in general. Thereafter, the class of median smoothers, from the literature is discussed. The class of LULU smoothers is defined, their properties are explained and new contributions are made. The compound LULU smoother is introduced and its property of variation decomposition is discussed. The probability distributions of some LULUsmoothers with independent data are derived. LULU smoothers and median smoothers are compared according to the properties of monotonicity, idempotency, co-idempotency, stability, edge preservation, output distributions and variation decomposition. A comparison is made of their respective abilities for signal recovery by means of simulations. The success of the smoothers in recovering the signal is measured by the integrated mean square error and the regression coefficient calculated from the least squares regression of the smoothed sequence on the signal. Finally, LULU smoothers are practically applied. Doctoral 2008-03-27T11:48:58Z 2010-06-01T08:13:03Z 2008-03-27T11:48:58Z 2010-06-01T08:13:03Z 2007-12 Thesis http://hdl.handle.net/10019.1/1124 en University of Stellenbosch 2521458 bytes application/pdf application/pdf Stellenbosch : University of Stellenbosch |
| spellingShingle | Smoothing (Statistics) Estimation theory Dissertations -- Statistics and actuarial science Theses -- Statistics and actuarial science Jankowitz, Maria Dorothea Some statistical aspects of LULU smoothers |
| title | Some statistical aspects of LULU smoothers |
| title_full | Some statistical aspects of LULU smoothers |
| title_fullStr | Some statistical aspects of LULU smoothers |
| title_full_unstemmed | Some statistical aspects of LULU smoothers |
| title_short | Some statistical aspects of LULU smoothers |
| title_sort | some statistical aspects of lulu smoothers |
| topic | Smoothing (Statistics) Estimation theory Dissertations -- Statistics and actuarial science Theses -- Statistics and actuarial science |
| url | http://hdl.handle.net/10019.1/1124 |
| work_keys_str_mv | AT jankowitzmariadorothea somestatisticalaspectsoflulusmoothers |