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Switching regression is considered in the case where switching points are unknown. A general method is described to estimate switching points and parameters of linear regression with switching. Examples of… Click to show full abstract
Switching regression is considered in the case where switching points are unknown. A general method is described to estimate switching points and parameters of linear regression with switching. Examples of its use are given.
Keywords:
switching points;
regression unknown;
regression;
unknown switching;
constructing switching;
switching regression
Journal Title: Cybernetics and Systems Analysis
Year Published: 2018
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Journal Title: Cybernetics and Systems Analysis
Year Published: 2018
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!