Abstract:In order to overcome the difficulties existing in estimating the multiple threshold values in multiple threshold regression models, a new Multi-threshold regression prediction method is proposed using Particle Swarm Optimization (PSO) in this paper, realizing estimating the multiple threshold value of multi-threshold regression (MTR) model. This method expands the prediction factors at the beginning, reduces the dimension using principal components analysis, searches threshold value by PSO and then establishes… Show more
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