Items for "nonparametric estimation"

The heat equation given a time series of initial data subject to error

The Cauchy problem for the one-dimensional heat equation asks for solutions u_f(x,t) of ∂ u / ∂ t = ∂²u / ∂ x² on R × [1,∞) with u(x,1) = f(x) on R...

Keywords: heat equation, unknown initial conditions, time series, noisy data, nonparametric estimation