Regression Splines

by Simon N. Wood (Author)

Authors: Özmen, Ayse
Presents new methods of robust optimization to handle uncertainty and non-linearity in complex regulatory networks
Provides guidance in the trade-off between accuracy and robustness
Exemplifies the new methods in three detailed applications involving financial, energy and environmental systems

This book introduces methods of robust optimization in multivariate adaptive regression splines (MARS) and Conic MARS in order to handle uncertainty and non-linearity. The proposed techniques are implemented and explained in two-model regulatory systems that can be found in the financial sector and in the contexts of banking, environmental protection, system biology and medicine.

This book presents the application of a comparatively simple nonparametric regression algorithm, known as the multivariate adaptive regression splines (MARS) surrogate model, which can be used to approximate the relationship between the inputs and outputs, and express that relationship mathematically. The book first describes the MARS algorithm, then highlights a number of geotechnical applications with multivariate big data sets to explore the approach’s generalization capabilities and accuracy. As such, it offers a valuable resource for all geotechnical researchers, engineers, and general readers interested in big data analysis.