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Piecewise Monotonic Regression Algorithm for Problems Comprising Seasonal and Monotonic Trends
Linköping University, Department of Computer and Information Science, Statistics. Linköping University, The Institute of Technology.
Linköping University, Department of Mathematics, Optimization . Linköping University, The Institute of Technology.ORCID iD: 0000-0003-1836-4200
Linköping University, Department of Computer and Information Science, Statistics. Linköping University, The Institute of Technology.
2011 (English)Conference paper, Oral presentation with published abstract (Other academic)
Abstract [en]

In this research piecewise monotonic models for problemscomprising seasonal cycles and monotonic trends are considered.In contrast to the conventional piecewise monotonicregression algorithms, our approach can efficientlyexploit a priori information about temporal patterns. Itis based on reducing these problems to monotonic regressionproblems defined on partially ordered data sets. Thelatter are large-scale convex quadratic programming problems.They are efficiently solved by the GPAV algorithm.

Place, publisher, year, edition, pages
2011.
Series
Book of abstracts SIAM Conference On Optimization May 16-19, 2011 Darmestadtium,Germany
Keyword [en]
Statistics, Monotonic Regression, Quadratic programming, Convex programming
National Category
Probability Theory and Statistics Information Science
Identifiers
URN: urn:nbn:se:liu:diva-70417OAI: oai:DiVA.org:liu-70417DiVA: diva2:439180
Conference
SIAM Conference On Optimization May 16-19, 2011 Darmestadtium,Germany
Available from: 2011-09-06 Created: 2011-09-06 Last updated: 2015-06-02

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Sadoghi, AmirhosseinBurdakov, OlegGrimvall, Anders

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