کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4628743 1340565 2013 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Subset selection in multiple linear regression models: A hybrid of genetic and simulated annealing algorithms
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Subset selection in multiple linear regression models: A hybrid of genetic and simulated annealing algorithms
چکیده انگلیسی

The question of variable selection in a multiple linear regression model is a major open research topic in statistics. The subset selection problem in multiple linear regression deals with the selection of a minimal subset of input variables without loss of explanatory power. In this paper, we adapt the genetic and simulated annealing algorithms for variable selection in multiple linear regression. The performance of this hybrid heuristic method is compared to those obtained by forward selection, backward elimination and classical genetic algorithm search. A comparative analysis on the literature data sets and simulation data shows that our hybrid heuristic method may suggest efficient alternative to traditional subset selection methods for the variable selection problem in multiple linear regression models.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 219, Issue 23, 1 August 2013, Pages 11018–11028
نویسندگان
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