Computing Parameter Estimates of a Homogeneous Nested Piecewise Linear Regression

Objective . The aim of the study is to develop an algorithm for identifying the parameters of a homogeneous nested piecewise linear regression model of the first type by the method of least modules. Method . Estimation of its unknown parameters is carried out with the help of reduction to the proble...

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Vydáno v:Vestnik Dagestanskogo gosudarstvennogo tehničeskogo universiteta. Tehničeskie nauki (Online) Ročník 50; číslo 4; s. 115 - 120
Hlavní autoři: Noskov, S. I., Belinskaya, S. I.
Médium: Journal Article
Jazyk:angličtina
ruština
Vydáno: Dagestan State Technical University 23.01.2024
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ISSN:2073-6185, 2542-095X
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Shrnutí:Objective . The aim of the study is to develop an algorithm for identifying the parameters of a homogeneous nested piecewise linear regression model of the first type by the method of least modules. Method . Estimation of its unknown parameters is carried out with the help of reduction to the problem of linear Boolean programming. Its solution should not cause computational difficulties due to a significant number of effective software tools - for example, the well-established and freely available program LPsolve on the Internet. Result . The generated linear programming problem has an acceptable dimension for solving practical modeling problems. Conclusion . The results of solving a numerical example indicate the effectiveness of the method proposed in the work for calculating parameter estimates for a homogeneous nested piecewise linear regression model of the first type by the method of least modules.
ISSN:2073-6185
2542-095X
DOI:10.21822/2073-6185-2023-50-4-115-120