Introduction to non-parametric generalized additive models

نویسندگان

1 Department of Computer Science and Statistics, K.N. Toosi University of Technology, Tehran, Iran

2 Department of Computer Science and Statistics, K.N. Toosi University of Technology, Tehran, Iran

doi
10.22034/jsmta.2023.19520.1083
چکیده

In order to investigate a series of data scenarios and determine the model governing the changes of a random variable over time‎, ‎according to the variables affecting it‎, ‎efficient methods have been developed in recent decades‎. ‎One of these methods is the generalized additive model‎. ‎By this modeling for data‎, ‎it is possible to check the behavior of the non-linear data and even predict the future‎. ‎In this article‎, ‎we intend to express this method non-parametrically‎, ‎in cases such as when the variable is independent‎, ‎time series‎, ‎or has a lag and implement the estimation of model parameters‎. ‎Moreover‎, ‎we will demonstrate the power and effectiveness of this method by presenting some examples.