Piecewise regression analysis through information criteria using mathematical programming

作者：

Highlights：

• Proposed piecewise regression method uses information criteria to tackle overfitting.

• Selection of the optimal number of regions without any heuristic methods.

• The proposed models require no input from the user other than the data.

摘要

•Proposed piecewise regression method uses information criteria to tackle overfitting.•Selection of the optimal number of regions without any heuristic methods.•The proposed models require no input from the user other than the data.

论文关键词：Mathematical programming,Regression analysis,Optimisation,Information criterion,Machine learning

论文评审过程：Received 18 April 2018, Revised 2 September 2018, Accepted 7 December 2018, Available online 10 December 2018, Version of Record 17 January 2019.

论文官网地址：https://doi.org/10.1016/j.eswa.2018.12.013