Mathematical programming for piecewise linear regression analysis
作者：
Highlights：
• A novel piece-wise linear regression method has been proposed in this work.
• The method partitions samples into multiple regions from a single attribute.
• Each region is fitted with a linear regression function.
• An optimisation model is proposed to decide break-points and regression functions.
• Benchmark examples have been used to demonstrate its efficiency.
摘要
•A novel piece-wise linear regression method has been proposed in this work.•The method partitions samples into multiple regions from a single attribute.•Each region is fitted with a linear regression function.•An optimisation model is proposed to decide break-points and regression functions.•Benchmark examples have been used to demonstrate its efficiency.
论文关键词：Regression analysis,Surrogate model,Piecewise linear function,Mathematical programming,Optimisation
论文评审过程：Received 14 November 2014, Revised 19 August 2015, Accepted 20 August 2015, Available online 9 September 2015, Version of Record 10 November 2015.
论文官网地址：https://doi.org/10.1016/j.eswa.2015.08.034
