$D$- and $A$-optimal designs of experiments for trigonometric regression with heteroscedastic observations
Journal of the Belarusian State University. Mathematics and Informatics, Tome 2 (2023), pp. 35-44.

Voir la notice de l'article provenant de la source Math-Net.Ru

Herein for the regression function $y(x)=\theta_{1}+\displaystyle\sum_{s=1}^{k}(\theta_{2s}\cos{sx}+\theta_{2s+1} \sin{sx})$, representing a trigonometrical sum of an $k$, order, we constructed continuous $D$- and $A$-optimal designs of experiments $\varepsilon_{n}^{0}= \begin{Bmatrix} x_{1}^{0},\dots, x_{n}^{0}\\ \frac{1}{n},\dots, \frac{1}{n} \end{Bmatrix}$ with points of a spectrum $x_{i}^{0}=\frac{2\pi(i-1)}{n}+ \varphi, i=\overline{1,n}, n\geq 2k+1$, where $\varphi$ -is an arbitrary angle $(\varphi\geq 0)$ for which the determinant of the information matrix of the experiment design is not equal to zero. These designs of experiments are constructed for heteroscedastic observations with variances $\mathrm d (x)\geq \sigma^{2}, \mathrm d (x_{i}^{0})= \sigma^{2}, \sigma\neq 0,i=\overline{1,n}$. For a special case of the considered regression function $(k=1)$ we constructed the saturated designs of experiments for observations with unequal accuracy and dispersions accepting various values in the points of a spectrum of such plans.
Keywords: continuous $D$- and $A$-optimal designs of experiments; trigonometric regression; homoscedastic observations; heteroscedastic observations.
@article{BGUMI_2023_2_a3,
     author = {V. P. Kirlitsa},
     title = {$D$- and $A$-optimal designs of experiments for trigonometric regression with heteroscedastic observations},
     journal = {Journal of the Belarusian State University. Mathematics and Informatics},
     pages = {35--44},
     publisher = {mathdoc},
     volume = {2},
     year = {2023},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/BGUMI_2023_2_a3/}
}
TY  - JOUR
AU  - V. P. Kirlitsa
TI  - $D$- and $A$-optimal designs of experiments for trigonometric regression with heteroscedastic observations
JO  - Journal of the Belarusian State University. Mathematics and Informatics
PY  - 2023
SP  - 35
EP  - 44
VL  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/BGUMI_2023_2_a3/
LA  - ru
ID  - BGUMI_2023_2_a3
ER  - 
%0 Journal Article
%A V. P. Kirlitsa
%T $D$- and $A$-optimal designs of experiments for trigonometric regression with heteroscedastic observations
%J Journal of the Belarusian State University. Mathematics and Informatics
%D 2023
%P 35-44
%V 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/BGUMI_2023_2_a3/
%G ru
%F BGUMI_2023_2_a3
V. P. Kirlitsa. $D$- and $A$-optimal designs of experiments for trigonometric regression with heteroscedastic observations. Journal of the Belarusian State University. Mathematics and Informatics, Tome 2 (2023), pp. 35-44. http://geodesic.mathdoc.fr/item/BGUMI_2023_2_a3/

[1] S. M. Ermakov, A. A. Zhiglyavskii, Matematicheskaya teoriya optimalnogo eksperimenta, Nauka, Moskva, 1987, 320 pp.

[2] V. V. Fedorov, Teoriya optimalnogo eksperimenta (planirovanie regressionnykh eksperimentov), Fiziko-matematicheskaya biblioteka inzhenera, Nauka, Moskva, 1971, 312 pp.

[3] P. G. Hoel, “Minimax designs in two dimension regression”, The Annals of Mathematical Statistics, 36(4) (1965), 1097–1106 | DOI | MR | Zbl

[4] V. P. Kirlitsa, “D-optimalnye plany eksperimentov dlya trigonometricheskoi regressii na otrezke s neravnotochnymi nablyudeniyami”, Zhurnal Belorusskogo gosudarstvennogo universiteta. Matematika. Informatika, 3 (2020), 80–85 | DOI | MR

[5] S. M. Ermakov, V. Z. Brodskii, A. A. Zhiglyavskii, V. P. Kozlov, M. B. Malyutov, V. B. Melas, Matematicheskaya teoriya planirovaniya eksperimenta, Spravochnaya matematicheskaya biblioteka, Nauka, Moskva, 1983, 392 pp. | MR