{"44576":{"#nid":"44576","#data":{"type":"event","title":"ISyE Faculty Candidate Seminar:  Lily Wang","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003EFaculty Candidate Seminar: Spline-Backfitted Kernel Smoothing of Additive Models in Time Series\u003C\/strong\u003E\n\u003C\/p\u003E\n\u003Cp\u003E\u003Cstrong\u003EGUEST LECTURER\u003C\/strong\u003E\u003Cbr \/\u003E\nLily Wang: Faculty candidate\n\u003C\/p\u003E\n\u003Cp\u003E\u003Cstrong\u003EAFFILIATION\u003C\/strong\u003E\u003Cbr \/\u003E\nMichigan State University\n\u003C\/p\u003E\n\u003Cp\u003E\u003Cstrong\u003EABSTRACT\u003C\/strong\u003E\u003Cbr \/\u003E\nApplication of non- and semi parametric regression techniques to high dimensional time series data have been hampered due to the lack of effective tools to address the \u0027\u0027curse of dimensionality\u0027\u0027. Under rather weak conditions, we propose a spline-backfitted kernel estimator of the component functions for the nonlinear additive time series data that is both computationally expedient so it is usable for analyzing very high dimensional time series, and theoretically reliable so inference can be made on the component functions with confidence. Simulation experiments have provided strong evidence that corroborates with the asymptotic theory. Finally, the estimation procedure has been illustrated by a US unemployment rate example.\n\u003C\/p\u003E\n\u003Cp\u003EKeywords and phrases: Bandwidths, B-spline, knots, Nadaraya-Watson estimator, nonparametric regression\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"Faculty Candidate Seminar: Spline-Backfitted Kernel Smoothing of Additive Models in Time Series","format":"limited_html"}],"field_summary_sentence":[{"value":"ISyE Faculty Candidate Seminar:  Lily Wang"}],"uid":"27216","created_gmt":"2009-10-12 21:22:55","changed_gmt":"2016-10-08 01:48:27","author":"Ruth Gregory","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2007-02-16T12:00:00-05:00","event_time_end":"2007-02-16T13:00:00-05:00","event_time_end_last":"2007-02-16T13:00:00-05:00","gmt_time_start":"2007-02-16 17:00:00","gmt_time_end":"2007-02-16 18:00:00","gmt_time_end_last":"2007-02-16 18:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"6405","name":"B-spline"},{"id":"6404","name":"Bandwidths"},{"id":"6406","name":"knots"},{"id":"6407","name":"Nadaraya-Watson estimator"},{"id":"5730","name":"Nonparametric regression"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EMing Yuan\u003C\/strong\u003E\u003Cbr \/\u003EISyE\u003Cbr \/\u003E\u003Ca href=\u0022mailto:ming.yuan@isye.gatech.edu\u0022\u003EContact Ming Yuan\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404-894-2300\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}}}