Adaptively refined dynamic program for linear spline regression

DOI10.1007/s10589-014-9647-yzbMath1305.90403OpenAlexW2050540073MaRDI QIDQ457223

Sven Leyffer, Noam Goldberg, Youngdae Kim, Thomas D. Veselka

Publication date: 26 September 2014

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-014-9647-y

zbMATH Keywords

dynamic programmingleast squaresmixed-integer programmingchange point detectionpiecewise regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Mixed integer programming (90C11) Dynamic programming (90C39)

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Uses Software

• UCI-ml
• CMARS

Cites Work

• Unnamed Item
• CMARS: a new contribution to nonparametric regression with multivariate adaptive regression splines supported by continuous optimization
• Fitting piecewise linear continuous functions
• Multivariate adaptive regression splines
• A dynamic programming segmentation procedure for hydrological and environmental time series
• Curve Fitting by Segmented Straight Lines
• Partition Regression
• Some Algorithms for Linear Spline and Piecewise Multiple Linear Regression
• POLYLINE FITTING OF PLANAR POINTS UNDER MIN-SUM CRITERIA

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