The data set sunspots from andrews and herzberg

Reference no: EM131110167

Using the first m = 128 observations from the sunspots data in Problem 2, obtain the wavelet estimate using the VisuShrink method from Chapter 13. Comment on the graphical comparison between the VisuShrink estimate and the estimate you would have gotten in Problem 3 by setting m = 128. The thresholded wavelet estimate requires a dyadic number n of points x_i, say n = 2^Jfor some integer J. Additionally, it assumes that these points are equally spaced apart. These two conditions are met by the truncated sunspots data. However, VisuShrink is designed for normal errors ε, while Friedman's estimator makes no such assumption.

Problem 2

Consider the data set sunspots from Andrews and Herzberg (1985) as a response variable. For the predictor data x, use

Apply Friedman's smoother using trial and error to find a span that seems to work well with the data. Then find an estimate using the span determined by cross-validation. Describe the results (taking into account Comment 5).

Problem 3

Reduce the size of the sunspots data from Problem 2 by taking only the first m observations:

At what value of m does the cross-validation method begin to provide a reasonable estimate? Why is this occurring?

Reference no: EM131110167

Questions Cloud

Wages log wage as the response and age as the predictor : Pagan and Ullah (1999) reported data from the 1971 Canadian census on wages for male high school graduates. This data in the R object cps71. Use the logarithm of wages log wage as the response and age as the predictor.

Recognise the laws relating to companies in australia : Company law - BBAL401 - The written assignment and presentation slides must be in the IRAC method and Recognise the laws relating to companies in Australia

Should the plaintiff be awarded damages why : Smith sued Ariens for injuries sustained while operating a snowmobile in a field. The snow mobile hit a rock that was partially covered by snow. Explain. Should the plaintiff be awarded damages? Why

Which logical errors were you committing : Is there a connection between repeated thoughts and emotions? Which logical errors were you committing?

The data set sunspots from andrews and herzberg : Using the first m = 128 observations from the sunspots data in Problem 2, obtain the wavelet estimate using the VisuShrink method from Chapter 13. Comment on the graphical comparison between the VisuShrink estimate and the estimate you would have ..

Is she entitled to recover from all the manufacturers : A child whose mother had taken the drug DES developed cancer. Is she entitled to recover from all the manufacturers

Reduce the size of the sunspots data : At what value of m does the cross-validation method begin to provide a reasonable estimate? Why is this occurring?

Discuss sources of value loss to your property : Assume that you own a small apartment building close to a major commercial street and a service station. Discuss sources of value loss to your property from the contamination

Explain particular recommendations for policy makers : Based on the gaps in current research, describe the variables, populations, and situations which you would like to see future research address.

User Account

All Pages