java实现loess局部加权回归
时间: 2023-10-02 17:08:44 浏览: 165
Loess(locally weighted scatterplot smoothing)是一种非参数回归方法,用于对数据进行平滑和拟合。它通过对每个数据点进行局部加权回归来估计未知函数的值。
下面是一个简单的Java实现Loess局部加权回归的示例代码:
```java
public class LoessRegression {
private final double[] x;
private final double[] y;
private final double bandwidth;
public LoessRegression(double[] x, double[] y, double bandwidth) {
this.x = x;
this.y = y;
this.bandwidth = bandwidth;
}
public double[] predict(double[] xs) {
double[] ys = new double[xs.length];
for (int i = 0; i < xs.length; i++) {
ys[i] = predict(xs[i]);
}
return ys;
}
private double predict(double x) {
double totalWeight = 0.0;
double weightedSum = 0.0;
for (int i = 0; i < this.x.length; i++) {
double weight = weight(this.x[i], x);
totalWeight += weight;
weightedSum += weight * this.y[i];
}
return weightedSum / totalWeight;
}
private double weight(double xi, double x) {
return Math.exp(-0.5 * Math.pow((xi - x) / bandwidth, 2));
}
}
```
这个代码只是一个简单的实现,可能并不完美。在使用时,需要根据实际问题进行调整和优化。此外,由于Loess是一个迭代算法,可以选择更复杂的实现来提高精度和效率。
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