Piecewise Linear Time Series Estimation with GRASP

C MedeirosMarcelo,G C ResendeMauricio,VeigaAlvaro

Piecewise Linear Time Series Estimation with GRASP

2001

C MedeirosMarcelo
G C ResendeMauricio
VeigaAlvaro

This paper describes a heuristic to build piecewise linear statistical models with multivariate thresholds, based on a Greedy Randomized Adaptive Search Procedure (GRASP). GRASP is an iterative ran...

Keywords:

Combinatorial optimization
piecewise linear model
Statistical model
Heuristic
Greedy randomized adaptive search procedure
Mathematical optimization
Multivariate statistics
Piecewise linear function
GRASP
Mathematics
nonlinear time series analysis

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