Skip to main content

Lund University Publications

LUND UNIVERSITY LIBRARIES

Determining Dependency structures and estimating nonlinear regression errors without doing regression

Peterson, Carsten LU (1995) In International Journal of Modern Physics B 6(4). p.611-616
Abstract
A general method is discussed, the δ-test, which establishes functional dependencies given a table of measurements. The approach is based on calculating conditional probabilities from data densities. Imposing the requirement of continuity of the underlying function the obtained values of the conditional probabilities carry information on the variable dependencies. The power of the method is illustrated on synthetic time-series with different time-lag dependencies and noise levels. For N data points the computational demand is N2. Also, the same method is used for estimating nonlinear regression errors and their distributions without performing regression. Comparing the predicted residual errors with those from linear models provides a... (More)
A general method is discussed, the δ-test, which establishes functional dependencies given a table of measurements. The approach is based on calculating conditional probabilities from data densities. Imposing the requirement of continuity of the underlying function the obtained values of the conditional probabilities carry information on the variable dependencies. The power of the method is illustrated on synthetic time-series with different time-lag dependencies and noise levels. For N data points the computational demand is N2. Also, the same method is used for estimating nonlinear regression errors and their distributions without performing regression. Comparing the predicted residual errors with those from linear models provides a signal for nonlinearity. The virtue of the method in the context of feedforward neural networks is stressed with respect to preprocessing data and tracking residual errors. (Less)
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
International Journal of Modern Physics B
volume
6
issue
4
pages
611 - 616
publisher
World Scientific Publishing
ISSN
0217-9792
DOI
10.1142/S0129183195000514
language
English
LU publication?
yes
id
0ee4248e-7d5c-4931-b53b-573d8ae6ce00
date added to LUP
2019-05-31 08:46:27
date last changed
2019-08-13 13:20:00
@article{0ee4248e-7d5c-4931-b53b-573d8ae6ce00,
  abstract     = {{A general method is discussed, the δ-test, which establishes functional dependencies given a table of measurements. The approach is based on calculating conditional probabilities from data densities. Imposing the requirement of continuity of the underlying function the obtained values of the conditional probabilities carry information on the variable dependencies. The power of the method is illustrated on synthetic time-series with different time-lag dependencies and noise levels. For N data points the computational demand is N2. Also, the same method is used for estimating nonlinear regression errors and their distributions without performing regression. Comparing the predicted residual errors with those from linear models provides a signal for nonlinearity. The virtue of the method in the context of feedforward neural networks is stressed with respect to preprocessing data and tracking residual errors.}},
  author       = {{Peterson, Carsten}},
  issn         = {{0217-9792}},
  language     = {{eng}},
  number       = {{4}},
  pages        = {{611--616}},
  publisher    = {{World Scientific Publishing}},
  series       = {{International Journal of Modern Physics B}},
  title        = {{Determining Dependency structures and estimating nonlinear regression errors without doing regression}},
  url          = {{http://dx.doi.org/10.1142/S0129183195000514}},
  doi          = {{10.1142/S0129183195000514}},
  volume       = {{6}},
  year         = {{1995}},
}