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[BZK10] Wavelet-PLS Regression: Application to Oil Production DataConférence Internationale avec comité de lecture : COMPSTAT'2010, 19th International Conference on Computational Statistics, Paris, August 2010, pp.785-791, Paris, France,
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Résumé:
This paper is devoted to the study of PLS regression in the presence of
noise that could aect the quality of the results. To solve this problem, we suggest a hybrid approach which combines PLS regression and wavelet-based thresholding
techniques. The proposed method is validated via a simulation study and subsequently
applied to petroleum data. Empirical results show the relevance of the
selected approach and contribute to a better modelling of the series of study.
Equipe:
msdma
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