Using Wavelet Network in Nonparametric Estimation
Résumé
In this paper one approach is proposed for using wavelets in non parametric regression estimation. The proposed non parametric estimator, named wavelet network, has a neural network like structure, but consists of wavelets. It makes use of techniques of regressor selection completed with backpropagation procedures. It is capable of handling nonlinear regressions of moderately large input dimensio with sparse training data. Numerical examples are reported to illustrate the performance of this proposed approach.