A piecewise regression analysis with automatic change-point detection

Intelligent Data Analysis

Volumn 3, Issue 1, 1999, Pages 75-85

  Li, Han Lin ^a   Yu, Jing Rung ^a  

^a NATIONAL CHIAO TUNG UNIVERSITY   (Taiwan)

Author keywords

Change point; Goal programming; Least absolute deviations; Piecewise regression; Robust regression

Indexed keywords

FUNCTIONS; LINEAR PROGRAMMING; MULTIOBJECTIVE OPTIMIZATION; NUMERICAL METHODS; PROBABILITY DISTRIBUTIONS;

CHANGE-POINTS; GOAL PROGRAMMING; LEAST ABSOLUTE DEVIATIONS; PIECEWISE REGRESSION; ROBUST REGRESSIONS;

REGRESSION ANALYSIS;

EID: 0008534096     PISSN: 1088467X     EISSN: 15714128     Source Type: Journal    
DOI: 10.3233/IDA-1999-3106     Document Type: Article

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