METHOD FOR RESOLUTION OF ALTERNATIVENESS IN ESTIMATES OF PARAMETERS OF REGRESSION MODELS
Background. Regression analysis is a very effective means of mathematical modeling of complex systems of various nature and scale, allowing you to identify both explicit and hidden trends in their functioning and development. The purpose of the study is to solve the problem of calculating a compromi...
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| Format: | Article |
| Language: | English |
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Penza State University Publishing House
2023-12-01
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| Series: | Модели, системы, сети в экономике, технике, природе и обществе |
| Subjects: |
| _version_ | 1797391458009874432 |
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| author | Sergey I. Noskov |
| author_facet | Sergey I. Noskov |
| author_sort | Sergey I. Noskov |
| collection | DOAJ |
| description | Background. Regression analysis is a very effective means of mathematical modeling of complex systems of various nature and scale, allowing you to identify both explicit and hidden trends in their functioning and development. The purpose of the study is to solve the problem of calculating a compromise estimate of the parameters of a linear regression model that arises when it is built by several alternative identification methods. Materials and methods. To achieve this goal, a mathematical apparatus for solving linear programming problems was used. Results. In the general case, the formulated problem is reduced to a computationally complex problem of nonlinear programming. Under some assumptions simplifying the original formulation, the original problem was reduced to a linear programming problem. At the same time, the method of concessions, popular in the theory of decision making, was used. Conclusions. The algorithm described in the paper makes it possible to avoid alternativeness when estimating the parameters of regression models. |
| first_indexed | 2024-03-08T23:32:56Z |
| format | Article |
| id | doaj.art-95e7f618cfb24311b43206d1af56e01c |
| institution | Directory Open Access Journal |
| issn | 2227-8486 |
| language | English |
| last_indexed | 2024-03-08T23:32:56Z |
| publishDate | 2023-12-01 |
| publisher | Penza State University Publishing House |
| record_format | Article |
| series | Модели, системы, сети в экономике, технике, природе и обществе |
| spelling | doaj.art-95e7f618cfb24311b43206d1af56e01c2023-12-14T10:48:29ZengPenza State University Publishing HouseМодели, системы, сети в экономике, технике, природе и обществе2227-84862023-12-01410.21685/2227-8486-2023-4-10METHOD FOR RESOLUTION OF ALTERNATIVENESS IN ESTIMATES OF PARAMETERS OF REGRESSION MODELS Sergey I. Noskov0Irkutsk State Transport UniversityBackground. Regression analysis is a very effective means of mathematical modeling of complex systems of various nature and scale, allowing you to identify both explicit and hidden trends in their functioning and development. The purpose of the study is to solve the problem of calculating a compromise estimate of the parameters of a linear regression model that arises when it is built by several alternative identification methods. Materials and methods. To achieve this goal, a mathematical apparatus for solving linear programming problems was used. Results. In the general case, the formulated problem is reduced to a computationally complex problem of nonlinear programming. Under some assumptions simplifying the original formulation, the original problem was reduced to a linear programming problem. At the same time, the method of concessions, popular in the theory of decision making, was used. Conclusions. The algorithm described in the paper makes it possible to avoid alternativeness when estimating the parameters of regression models.regression modelloss functionparameter estimation methodslinear programming problemalternativenessconcession method |
| spellingShingle | Sergey I. Noskov METHOD FOR RESOLUTION OF ALTERNATIVENESS IN ESTIMATES OF PARAMETERS OF REGRESSION MODELS Модели, системы, сети в экономике, технике, природе и обществе regression model loss function parameter estimation methods linear programming problem alternativeness concession method |
| title | METHOD FOR RESOLUTION OF ALTERNATIVENESS IN ESTIMATES OF PARAMETERS OF REGRESSION MODELS |
| title_full | METHOD FOR RESOLUTION OF ALTERNATIVENESS IN ESTIMATES OF PARAMETERS OF REGRESSION MODELS |
| title_fullStr | METHOD FOR RESOLUTION OF ALTERNATIVENESS IN ESTIMATES OF PARAMETERS OF REGRESSION MODELS |
| title_full_unstemmed | METHOD FOR RESOLUTION OF ALTERNATIVENESS IN ESTIMATES OF PARAMETERS OF REGRESSION MODELS |
| title_short | METHOD FOR RESOLUTION OF ALTERNATIVENESS IN ESTIMATES OF PARAMETERS OF REGRESSION MODELS |
| title_sort | method for resolution of alternativeness in estimates of parameters of regression models |
| topic | regression model loss function parameter estimation methods linear programming problem alternativeness concession method |
| work_keys_str_mv | AT sergeyinoskov methodforresolutionofalternativenessinestimatesofparametersofregressionmodels |