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L-optimal designs for a trigonometric Fourier regression model with no intercept
Author(s) -
Vyacheslav B. Melas,
Petr Shpilev
Publication year - 2022
Publication title -
vestnik of saint petersburg university mathematics mechanics astronomy
Language(s) - English
Resource type - Journals
eISSN - 2587-5884
pISSN - 1025-3106
DOI - 10.21638/spbu01.2022.107
Subject(s) - trigonometry , dimension (graph theory) , diagonal , mathematics , main diagonal , optimal design , matrix (chemical analysis) , trigonometric functions , fourier transform , zero (linguistics) , order (exchange) , mathematical optimization , mathematical analysis , combinatorics , statistics , geometry , finance , composite material , economics , materials science , linguistics , philosophy
This paper is devoted to the problem of constructing L-optimal designs for a trigonometric Fourier regression model with no intercept. The paper considers diagonal matrices L with a combination of zeros and ones on the main diagonal. It is shown that in the case when L = I (i. e., when the unit matrix is chosen as the matrix L), the L-optimal design coincides with the D-optimal one. In the more general case (when some diagonal elements are equal to zero), it is shown that the dimension of the problem can be reduced if the optimal design is symmetric. The obtained results are illustrated by the example of the problem of constructing two L-optimal designs for the trigonometric model of order 12, which is reduced to the problem of constructing designs for models of order 3 and 4 correspondingly.

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