Introduction to non-parametric generalized additive models

Document Type : Original Scientific Paper

Authors

Department of Computer Science and Statistics, K.N. Toosi University of Technology, Tehran, Iran

Abstract

In order to investigate a series of data scenarios and determine the model governing the changes of a random variable over time‎, ‎according to the variables affecting it‎, ‎efficient methods have been developed in recent decades‎. ‎One of these methods is the generalized additive model‎. ‎By this modeling for data‎, ‎it is possible to check the behavior of the non-linear data and even predict the future‎. ‎In this article‎, ‎we intend to express this method non-parametrically‎, ‎in cases such as when the variable is independent‎, ‎time series‎, ‎or has a lag and implement the estimation of model parameters‎. ‎Moreover‎, ‎we will demonstrate the power and effectiveness of this method by presenting some examples.

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Journal of Statistical Modelling: Theory and Applications
Volume 3, Issue 2
July 2022
Pages 15-29

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History

  • Receive Date: 08 January 2023
  • Revise Date: 22 May 2023
  • Accept Date: 23 May 2023

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