A new approach to adaptive spline threshold autoregression by using Tikhonov regularization and continuous optimization

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dc.contributor.authorYalaz, S.
dc.contributor.authorTaylan, P.
dc.contributor.authorOzkurt, F. Yerlikaya
dc.date.accessioned2024-04-24T16:24:46Z
dc.date.available2024-04-24T16:24:46Z
dc.date.issued2019
dc.departmentDicle Üniversitesien_US
dc.description.abstractIn 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.doi10.1080/09720510.2019.1606320
dc.identifier.endpage1142en_US
dc.identifier.issn0972-0510
dc.identifier.issn2169-0014
dc.identifier.issue6en_US
dc.identifier.startpage1127en_US
dc.identifier.urihttps://doi.org/10.1080/09720510.2019.1606320
dc.identifier.urihttps://hdl.handle.net/11468/16845
dc.identifier.volume22en_US
dc.identifier.wosWOS:000747344700001
dc.identifier.wosqualityN/A
dc.indekslendigikaynakWeb of Science
dc.language.isoenen_US
dc.publisherTaru Publicationsen_US
dc.relation.ispartofJournal of Statistics and Management Systems
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectTime Seriesen_US
dc.subjectMultivariate Adaptive Regression Splines (Mars)en_US
dc.subjectAdaptive Splines Threshold Autoregression (Astar)en_US
dc.subjectTikhonov Regularizationen_US
dc.subjectMultiobjective Optimizationen_US
dc.subjectConic Quadratic Programming (Cqp)en_US
dc.titleA new approach to adaptive spline threshold autoregression by using Tikhonov regularization and continuous optimizationen_US
dc.titleA new approach to adaptive spline threshold autoregression by using Tikhonov regularization and continuous optimization
dc.typeArticleen_US

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