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A Heuristic Method of Model Choice for Nonlinear Regression
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A Heuristic Method of Model Choice for Nonlinear Regression
J. Ćwik3 and J. Koronacki3 
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Institute of Computer Science, Polish Academy of Sciences, ul. Ordona 21, 01-237 Warsaw, Poland |
Abstract
A heuristic method of model choice for a nonlinear regression problem on real line, based on the Equation Finder (EF) of Zembowicz
and Żytkow (1992), is proposed and discussed. In our implementations of the EF we use a new, actually a three-stage, procedure
for stabilizing model selection. First, a set of pseudosamples is obtained from the original sample by resampling in some
way. Second, for each pseudosample, a family of acceptable models is found by a clustering-like algorithm performed on models
with largest (adjusted) coefficients of determination. And third, the final selection is made from among the models which
appear most often in the families obtained in the second stage.
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