bibtype J - Journal Article
ARLID 0520199
utime 20240903202657.1
mtime 20200116235959.9
WOS 000503976200004
DOI 10.2478/jamsi-2019-0008
title (primary) (eng) Statistical learning for recommending (robust) nonlinear regression methods
specification
page_count 13 s.
media_type P
serial
ARLID cav_un_epca*0342185
ISSN 1336-9180
title Journal of applied mathematics, statistics and informatics
volume_id 15
volume 2 (2019)
page_num 47-59
publisher
name Univerzita sv. Cyrila a Metoda v Trnave
keyword nonlinear least weighted squares
keyword optimal method selection
keyword optimization
keyword computations
author (primary)
ARLID cav_un_auth*0345793
name1 Kalina
name2 Jan
institution UTIA-B
full_dept (cz) Stochastická informatika
full_dept (eng) Department of Stochastic Informatics
department (cz) SI
department (eng) SI
full_dept Department of Stochastic Informatics
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
author
ARLID cav_un_auth*0387590
name1 Tichavský
name2 J.
country CZ
source
url http://library.utia.cas.cz/separaty/2019/SI/kalina-0520199.pdf
source
url https://content.sciendo.com/view/journals/jamsi/15/2/article-p47.xml
cas_special
project
ARLID cav_un_auth*0345381
project_id GA17-07384S
agency GA ČR
project
ARLID cav_un_auth*0375756
project_id GA19-05704S
agency GA ČR
country CZ
abstract (eng) We are interested in comparing the performance of various nonlinear estimators of parameters of the standard nonlinear regression model. While the standard nonlinear least squares estimator is vulnerable to the presence of outlying measurements in the data, there exist several robust alternatives. However, it is not clear which estimator should be used for a given dataset and this question remains extremely difficult (or perhaps infeasible) to be answered theoretically. Metalearning represents a computationally intensive methodology for optimal selection of algorithms (or methods) and is used here to predict the most suitable nonlinear estimator for a particular dataset. The classification rule is learned over a training database of 24 publicly available datasets. The results of the primary learning give an interesting argument in favor of the nonlinear least weighted squares estimator, which turns out to be the most suitable one for the majority of datasets. The subsequent metalearning reveals that tests of normality and heteroscedasticity play a crucial role in finding the most suitable nonlinear estimator.\n
result_subspec WOS
RIV BB
FORD0 10000
FORD1 10100
FORD2 10103
reportyear 2020
inst_support RVO:67985556
permalink http://hdl.handle.net/11104/0304884
confidential S
mrcbC86 3+4 Article Mathematics Applied
mrcbC86 3+4 Article Mathematics Applied
mrcbC86 3+4 Article Mathematics Applied
mrcbC91 A
arlyear 2019
mrcbU14 SCOPUS
mrcbU24 PUBMED
mrcbU34 000503976200004 WOS
mrcbU63 cav_un_epca*0342185 Journal of applied mathematics, statistics and informatics 1336-9180 1339-0015 Roč. 15 č. 2 2019 47 59 Univerzita sv. Cyrila a Metoda v Trnave