Arbeitspapier

Spline Smoothing over Difficult Regions

We consider the problem of smoothing data on two-dimensional grids with holes or gaps. Such grids are often referred to as difficult regions. Since the data is not observed on these locations, the gap is not part of the domain. We cannot apply standard smoothing methods since they smooth over and across difficult regions. More unfavorable properties of standard smoothers become visible when the data is observed on an irregular grid in a non-rectangular domain. In this paper, we adopt smoothing spline methods within a state space framework to smooth data on one- or two-dimensional grids with difficult regions. We make a distinction between two types of missing observations to handle the irregularity of the grid and to ensure that no smoothing takes place over and across the difficult region. For smoothing on two-dimensional grids, we introduce a two-step spline smoothing method. The proposed solution applies to all smoothing methods that can be represented in a state space framework. We illustrate our methods for three different cases of interest.

Sprache
Englisch

Erschienen in
Series: Tinbergen Institute Discussion Paper ; No. 08-114/4

Klassifikation
Wirtschaft
Estimation: General
Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Multiple or Simultaneous Equation Models: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
Thema
Bivariate smoothing
Geo-statistics
Missing observations
Smoothing spline model
State space methods
Zeitreihenanalyse
Statistische Verteilung
Zustandsraummodell
Theorie

Ereignis
Geistige Schöpfung
(wer)
Koopman, Siem Jan
Wong, Soon Yip
Ereignis
Veröffentlichung
(wer)
Tinbergen Institute
(wo)
Amsterdam and Rotterdam
(wann)
2008

Handle
Letzte Aktualisierung
20.09.2024, 08:24 MESZ

Datenpartner

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Objekttyp

  • Arbeitspapier

Beteiligte

  • Koopman, Siem Jan
  • Wong, Soon Yip
  • Tinbergen Institute

Entstanden

  • 2008

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