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Computational Techniques and Applications Conference and Workshops - CTAC99
September 20-24, 1999
The Australian National University
Canberra, ACT, Australia

Organizers
Mike Osborne, Bob Gingold, Steve Roberts, David Harrar II, Thanh Tran, Bob Anderssen, Henry Gardner, Markus Hegland, Lutz Grosz

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Least squares splines with variable knots using a smoothing spline basis
by
Tania Prvan
University of Canberra

A method for constructing a least squares spline with variable knots using a smoothing spline basis is presented. The inherent stability problems of the usual formulation of the smoothing spline are avoided by using the Kalman Filter, the Fixed-interval, discrete-time smoother and the Interpolation smoother as computational tools. This facilitates a novel approach for determining the number of knots to use which exploits the flexibility of the stochastic formulation of the (generalised) smoothing spline.

Date received: July 28, 1999

Copyright © 1999 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cadk-58.