Оценивание неизвестных параметров многослойной модульной регрессии методом наименьших модулей
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Научный журнал Моделирование, оптимизация и информационные технологииThe scientific journal Modeling, Optimization and Information Technology
Online media
issn 2310-6018

Unknown parameters estimation for multilayer modular regression using the least absolute deviations method

idBazilevskiy M.P.

UDC 519.862.6
DOI: 10.26102/2310-6018/2024.45.2.039

  • Abstract
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The article is devoted to the development and possibility of using a new mathematical form of connection between the output variable and input factors in regression analysis. For this purpose, previously studied simpler modular linear regression models were used, in which one or more input factors are transformed once using the modulus operation. A symbiosis of linear regression and modular regression with a multiary operation module is proposed. On its basis, a multilayer modular regression is formulated, built on the “module within a module” principle, that is, each new layer uses a module from the value of the previous layer. The problem of estimating multilayer modular regression with a given number of layers using the least modulus method is reduced to a partial-Boolean linear programming problem. Using the proposed regressions, the problem of modeling timber reserves in the Irkutsk region was solved. In this case, single-layer, two-layer and three-layer modular regression were constructed. The new models turned out to be significantly better in quality than linear regression, and with an increase in the number of layers, a decrease in the sum of the residual modules was observed. In the three-layer model, all residuals turned out to be zero. The developed mathematical apparatus can be successfully used to solve many data analysis problem.

Keywords: regression analysis, multilayer modular regression, least absolute deviations method, partial-boolean linear programming problem, wood

For citation: Bazilevskiy M.P. Unknown parameters estimation for multilayer modular regression using the least absolute deviations method. Modeling, Optimization and Information Technology. 2024;12(2). URL: https://moitvivt.ru/ru/journal/pdf?id=1581 DOI: 10.26102/2310-6018/2024.45.2.039 (In Russ).

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Received 17.05.2024

Revised 30.05.2024

Accepted 14.06.2024

Published 30.06.2024