On constrained smoothing and out-of-range prediction using P-splines: A conic optimization approach

Manuel Navarro-García,Vanesa Guerrero,María Durban

Applied Mathematics and Computation（2023）

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摘要

•We study the problem of estimating smooth curves which verify structural properties.•We propose a mathematical optimization formulation to build constrained P-splines.•An open-source Python library is developed: cpsplines.•We estimate constrained curves in simulated, COVID-19 and demographic data.

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关键词

Data science,Penalized splines,Conic optimization,Smoothing,Prediction

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