A new approach to adaptive spline threshold autoregression by using Tikhonov regularization and continuous optimization
| dc.contributor.author | Yalaz, S. | |
| dc.contributor.author | Taylan, P. | |
| dc.contributor.author | Ozkurt, F. Yerlikaya | |
| dc.date.accessioned | 2024-07-05T15:28:23Z | |
| dc.date.available | 2024-07-05T15:28:23Z | |
| dc.date.issued | 2019 | |
| dc.description.abstract | In this study adaptive spline threshold autoregression and conic quadratic programming is used to develope conic adaptive spline threshold autoregression. With the introduced approach the second stepwise algorithm of adaptive spline threshold autoregression model turned to the Tikhonov regularization problem which was transformed into conic quadratic programming problem. The aim is to attain an optimum solution chosen in many solutions obtained by determining the bounds of the optimization problem using multiobjective optimization approach. Furthermore, in application part we used two different data set to compare performances of linear regression, adaptive spline threshold autoregression and conic adaptive spline threshold autoregression approaches. | en_US |
| dc.identifier.doi | 10.1080/09720510.2019.1606320 | |
| dc.identifier.issn | 0972-0510 | |
| dc.identifier.issn | 2169-0014 | |
| dc.identifier.uri | https://doi.org/10.1080/09720510.2019.1606320 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14411/2791 | |
| dc.language.iso | en | en_US |
| dc.publisher | Taru Publications | en_US |
| dc.relation.ispartof | Journal of Statistics and Management Systems | |
| dc.rights | info:eu-repo/semantics/closedAccess | en_US |
| dc.subject | Time series | en_US |
| dc.subject | Multivariate adaptive regression splines (MARS) | en_US |
| dc.subject | Adaptive splines threshold autoregression (ASTAR) | en_US |
| dc.subject | Tikhonov regularization | en_US |
| dc.subject | Multiobjective optimization | en_US |
| dc.subject | Conic quadratic programming (CQP) | en_US |
| dc.title | A new approach to adaptive spline threshold autoregression by using Tikhonov regularization and continuous optimization | en_US |
| dc.type | Article | en_US |
| dspace.entity.type | Publication | |
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| gdc.description.department | Atılım University | en_US |
| gdc.description.departmenttemp | [Yalaz, S.] Dicle Univ, Dept Stat, Fac Sci, TR-21280 Diyarbakir, Turkey; [Taylan, P.] Dicle Univ, Dept Math, Fac Sci, TR-21280 Diyarbakir, Turkey; [Ozkurt, F. Yerlikaya] Atilim Univ, Dept Ind Engn, Fac Engn, TR-06830 Ankara, Turkey | en_US |
| gdc.description.endpage | 1142 | en_US |
| gdc.description.issue | 6 | en_US |
| gdc.description.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
| gdc.description.startpage | 1127 | en_US |
| gdc.description.volume | 22 | en_US |
| gdc.identifier.openalex | W2962841781 | |
| gdc.identifier.wos | WOS:000747344700001 | |
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| gdc.oaire.keywords | Multivariate Adaptive Regression Splines (Mars) | |
| gdc.oaire.keywords | Multiobjective Optimization | |
| gdc.oaire.keywords | Adaptive Splines Threshold Autoregression (Astar) | |
| gdc.oaire.keywords | Conic Quadratic Programming (Cqp) | |
| gdc.oaire.keywords | Time Series | |
| gdc.oaire.keywords | Tikhonov Regularization | |
| gdc.oaire.popularity | 1.9817998E-9 | |
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| gdc.oaire.sciencefields | 0211 other engineering and technologies | |
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| gdc.virtual.author | Yerlikaya Özkurt, Fatma | |
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