Reliable Prediction Intervals for Local Linear Regression

Reliable Prediction Intervals for Local Linear Regression

This paper introduces two methods for estimating reliable prediction intervals for local linear least-squares regressions, named Bounded Oscillation Prediction Intervals (BOPI). It also proposes a new measure for comparing interval prediction models named Equivalent Gaussian Standard Deviation (EGSD...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:arXiv.org 2016-07
Hauptverfasser: Mohammad Ghasemi Hamed, Masoud Ebadi Kivaj
Format: Artikel
Sprache:eng
Schlagworte:
Computer simulation
Intervals
Probabilistic methods
Regression analysis
Statistical analysis
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
container_end_page
container_issue
container_start_page
container_title arXiv.org
container_volume
creator Mohammad Ghasemi Hamed
Masoud Ebadi Kivaj
description This paper introduces two methods for estimating reliable prediction intervals for local linear least-squares regressions, named Bounded Oscillation Prediction Intervals (BOPI). It also proposes a new measure for comparing interval prediction models named Equivalent Gaussian Standard Deviation (EGSD). The experimental results compare BOPI to other methods using coverage probability, Mean Interval Size and the introduced EGSD measure. The results were generally in favor of the BOPI on considered benchmark regression datasets. It also, reports simulation studies validating the BOPI method's reliability.
format Article
fullrecord <record><control><sourceid>proquest</sourceid><recordid>TN_cdi_proquest_journals_2080099769</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><sourcerecordid>2080099769</sourcerecordid><originalsourceid>FETCH-proquest_journals_20800997693</originalsourceid><addsrcrecordid>eNqNyr0KwjAUQOEgCBbtO1xwLsTE_mQWRaGDFPcS662khERvUp_fDD6A0xnOt2CZkHJXNHshViwPYeKci6oWZSkzpjq0Rt8twpXwYYZovIOLi0gfbQOMnqD1g7bQGoeaoMMnYQhJbdhyTATzX9dsezreDufiRf49Y4j95GdyafWCN5wrVVdK_qe-fT02eQ</addsrcrecordid><sourcetype>Aggregation Database</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype><pqid>2080099769</pqid></control><display><type>article</type><title>Reliable Prediction Intervals for Local Linear Regression</title><source>Free E- Journals</source><creator>Mohammad Ghasemi Hamed ; Masoud Ebadi Kivaj</creator><creatorcontrib>Mohammad Ghasemi Hamed ; Masoud Ebadi Kivaj</creatorcontrib><description>This paper introduces two methods for estimating reliable prediction intervals for local linear least-squares regressions, named Bounded Oscillation Prediction Intervals (BOPI). It also proposes a new measure for comparing interval prediction models named Equivalent Gaussian Standard Deviation (EGSD). The experimental results compare BOPI to other methods using coverage probability, Mean Interval Size and the introduced EGSD measure. The results were generally in favor of the BOPI on considered benchmark regression datasets. It also, reports simulation studies validating the BOPI method's reliability.</description><identifier>EISSN: 2331-8422</identifier><language>eng</language><publisher>Ithaca: Cornell University Library, arXiv.org</publisher><subject>Computer simulation ; Intervals ; Probabilistic methods ; Regression analysis ; Statistical analysis</subject><ispartof>arXiv.org, 2016-07</ispartof><rights>2016. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License.</rights><oa>free_for_read</oa><woscitedreferencessubscribed>false</woscitedreferencessubscribed></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><link.rule.ids>780,784</link.rule.ids></links><search><creatorcontrib>Mohammad Ghasemi Hamed</creatorcontrib><creatorcontrib>Masoud Ebadi Kivaj</creatorcontrib><title>Reliable Prediction Intervals for Local Linear Regression</title><title>arXiv.org</title><description>This paper introduces two methods for estimating reliable prediction intervals for local linear least-squares regressions, named Bounded Oscillation Prediction Intervals (BOPI). It also proposes a new measure for comparing interval prediction models named Equivalent Gaussian Standard Deviation (EGSD). The experimental results compare BOPI to other methods using coverage probability, Mean Interval Size and the introduced EGSD measure. The results were generally in favor of the BOPI on considered benchmark regression datasets. It also, reports simulation studies validating the BOPI method's reliability.</description><subject>Computer simulation</subject><subject>Intervals</subject><subject>Probabilistic methods</subject><subject>Regression analysis</subject><subject>Statistical analysis</subject><issn>2331-8422</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2016</creationdate><recordtype>article</recordtype><sourceid>ABUWG</sourceid><sourceid>AFKRA</sourceid><sourceid>AZQEC</sourceid><sourceid>BENPR</sourceid><sourceid>CCPQU</sourceid><sourceid>DWQXO</sourceid><recordid>eNqNyr0KwjAUQOEgCBbtO1xwLsTE_mQWRaGDFPcS662khERvUp_fDD6A0xnOt2CZkHJXNHshViwPYeKci6oWZSkzpjq0Rt8twpXwYYZovIOLi0gfbQOMnqD1g7bQGoeaoMMnYQhJbdhyTATzX9dsezreDufiRf49Y4j95GdyafWCN5wrVVdK_qe-fT02eQ</recordid><startdate>20160712</startdate><enddate>20160712</enddate><creator>Mohammad Ghasemi Hamed</creator><creator>Masoud Ebadi Kivaj</creator><general>Cornell University Library, arXiv.org</general><scope>8FE</scope><scope>8FG</scope><scope>ABJCF</scope><scope>ABUWG</scope><scope>AFKRA</scope><scope>AZQEC</scope><scope>BENPR</scope><scope>BGLVJ</scope><scope>CCPQU</scope><scope>DWQXO</scope><scope>HCIFZ</scope><scope>L6V</scope><scope>M7S</scope><scope>PIMPY</scope><scope>PQEST</scope><scope>PQQKQ</scope><scope>PQUKI</scope><scope>PRINS</scope><scope>PTHSS</scope></search><sort><creationdate>20160712</creationdate><title>Reliable Prediction Intervals for Local Linear Regression</title><author>Mohammad Ghasemi Hamed ; Masoud Ebadi Kivaj</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-proquest_journals_20800997693</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2016</creationdate><topic>Computer simulation</topic><topic>Intervals</topic><topic>Probabilistic methods</topic><topic>Regression analysis</topic><topic>Statistical analysis</topic><toplevel>online_resources</toplevel><creatorcontrib>Mohammad Ghasemi Hamed</creatorcontrib><creatorcontrib>Masoud Ebadi Kivaj</creatorcontrib><collection>ProQuest SciTech Collection</collection><collection>ProQuest Technology Collection</collection><collection>Materials Science &amp; Engineering Collection</collection><collection>ProQuest Central (Alumni Edition)</collection><collection>ProQuest Central UK/Ireland</collection><collection>ProQuest Central Essentials</collection><collection>ProQuest Central</collection><collection>Technology Collection</collection><collection>ProQuest One Community College</collection><collection>ProQuest Central Korea</collection><collection>SciTech Premium Collection</collection><collection>ProQuest Engineering Collection</collection><collection>Engineering Database</collection><collection>Publicly Available Content Database</collection><collection>ProQuest One Academic Eastern Edition (DO NOT USE)</collection><collection>ProQuest One Academic</collection><collection>ProQuest One Academic UKI Edition</collection><collection>ProQuest Central China</collection><collection>Engineering Collection</collection></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Mohammad Ghasemi Hamed</au><au>Masoud Ebadi Kivaj</au><format>book</format><genre>document</genre><ristype>GEN</ristype><atitle>Reliable Prediction Intervals for Local Linear Regression</atitle><jtitle>arXiv.org</jtitle><date>2016-07-12</date><risdate>2016</risdate><eissn>2331-8422</eissn><abstract>This paper introduces two methods for estimating reliable prediction intervals for local linear least-squares regressions, named Bounded Oscillation Prediction Intervals (BOPI). It also proposes a new measure for comparing interval prediction models named Equivalent Gaussian Standard Deviation (EGSD). The experimental results compare BOPI to other methods using coverage probability, Mean Interval Size and the introduced EGSD measure. The results were generally in favor of the BOPI on considered benchmark regression datasets. It also, reports simulation studies validating the BOPI method's reliability.</abstract><cop>Ithaca</cop><pub>Cornell University Library, arXiv.org</pub><oa>free_for_read</oa></addata></record>
fulltext fulltext
identifier EISSN: 2331-8422
ispartof arXiv.org, 2016-07
issn 2331-8422
language eng
recordid cdi_proquest_journals_2080099769
source Free E- Journals
subjects Computer simulation
Intervals
Probabilistic methods
Regression analysis
Statistical analysis
title Reliable Prediction Intervals for Local Linear Regression
url https://sfx.bib-bvb.de/sfx_tum?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2025-01-13T20%3A12%3A51IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-proquest&rft_val_fmt=info:ofi/fmt:kev:mtx:book&rft.genre=document&rft.atitle=Reliable%20Prediction%20Intervals%20for%20Local%20Linear%20Regression&rft.jtitle=arXiv.org&rft.au=Mohammad%20Ghasemi%20Hamed&rft.date=2016-07-12&rft.eissn=2331-8422&rft_id=info:doi/&rft_dat=%3Cproquest%3E2080099769%3C/proquest%3E%3Curl%3E%3C/url%3E&disable_directlink=true&sfx.directlink=off&sfx.report_link=0&rft_id=info:oai/&rft_pqid=2080099769&rft_id=info:pmid/&rfr_iscdi=true