Multivariate adaptive regression spline: Difference between revisions

Revision as of 00:17, 10 April 2020

Revision as of 14:21, 9 August 2020

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* [[Generalized additive model]]s. From the user's perspective GAMs are similar to MARS but (a) fit smooth [[Local regression|loess]] or polynomial [[Spline (mathematics)|splines]] instead of MARS basis functions, and (b) do not automatically model variable interactions. The fitting method used internally by GAMs is very different from that of MARS. For models that do not require automatic discovery of variable interactions GAMs often compete favorably with MARS.

* [[TSMARS]]. Time Series Mars is the term used when MARS models are applied in a time series context. Typically in this set up the predictors are the lagged time series values resulting in autoregressive spline models. These models and extensions to include moving average spline models are described in "Univariate Time Series Modelling and Forecasting using TSMARS: A study of threshold time series autoregressive, seasonal and moving average models using TSMARS".

* Similar schemes using Gaussian Processes can be found in the literature.<ref>{{Cite journal|last=Svendsen|first=Daniel Heestermans|last2=Martino|first2=Luca|last3=Camps-Valls|first3=Gustau|date=2020-04|title=Active emulation of computer codes with Gaussian processes – Application to remote sensing|url=https://linkinghub.elsevier.com/retrieve/pii/S0031320319304042|journal=Pattern Recognition|language=en|volume=100|pages=107103|doi=10.1016/j.patcog.2019.107103}}</ref>

== See also ==

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* Denison D.G.T., Holmes C.C., Mallick B.K., and Smith A.F.M. (2004) [http://www.stat.tamu.edu/~bmallick/wileybook/book_code.html ''Bayesian Methods for Nonlinear Classification and Regression''], Wiley, {{ISBN|978-0-471-49036-4}}

* Berk R.A. (2008) ''Statistical learning from a regression perspective'', Springer, {{ISBN|978-0-387-77500-5}}

* D. H. Svendsen, L. Martino, G. Camps-Valls. ''[https://www.sciencedirect.com/science/article/abs/pii/S0031320319304042 Active Emulation of Computer Codes with Gaussian Processes - Application to Remote Sensing]'', ''Pattern Recognition'' Volume 100, 2020, 107103

== External links ==