Constructing a switching regression with unknown switching points. (English. Russian original) Zbl 1401.62109
Cybern. Syst. Anal. 54, No. 3, 443-455 (2018); translation from Kibern. Sist. Anal. 2018, No. 3, 116-130 (2018).
Summary: Switching regression is considered in the case where switching points are unknown. A general method is described to estimate switching points and parameters of linear regression with switching. Examples of its use are given.
MSC:
| 62J05 | Linear regression; mixed models |
References:
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