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.2023.19520.1083چکیده
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.