Improved identification of breakpoints in piecewise regression and its applications
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arXiv
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| Hauptverfasser: | , , , |
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| Format: | Preprint |
| Veröffentlicht: |
2024
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| _version_ | 1866917402169573376 |
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| author | Kim, Taehyeong Lee, Hyungu Kim, Myungjin Choi, Hayoung |
| author_facet | Kim, Taehyeong Lee, Hyungu Kim, Myungjin Choi, Hayoung |
| contents | Identifying breakpoints in piecewise regression is critical in enhancing the reliability and interpretability of data fitting. In this paper, we propose novel algorithms based on the greedy algorithm to accurately and efficiently identify breakpoints in piecewise polynomial regression. The algorithm updates the breakpoints to minimize the error by exploring the neighborhood of each breakpoint. It has a fast convergence rate and stability to find optimal breakpoints. Moreover, it can determine the optimal number of breakpoints. The computational results for real and synthetic data show that its accuracy is better than any existing methods. The real-world datasets demonstrate that breakpoints through the proposed algorithm provide valuable data information. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2408_13751 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Improved identification of breakpoints in piecewise regression and its applications Kim, Taehyeong Lee, Hyungu Kim, Myungjin Choi, Hayoung Machine Learning Optimization and Control Identifying breakpoints in piecewise regression is critical in enhancing the reliability and interpretability of data fitting. In this paper, we propose novel algorithms based on the greedy algorithm to accurately and efficiently identify breakpoints in piecewise polynomial regression. The algorithm updates the breakpoints to minimize the error by exploring the neighborhood of each breakpoint. It has a fast convergence rate and stability to find optimal breakpoints. Moreover, it can determine the optimal number of breakpoints. The computational results for real and synthetic data show that its accuracy is better than any existing methods. The real-world datasets demonstrate that breakpoints through the proposed algorithm provide valuable data information. |
| title | Improved identification of breakpoints in piecewise regression and its applications |
| topic | Machine Learning Optimization and Control |
| url | https://arxiv.org/abs/2408.13751 |