Evolutionary computation of a deterministic switching regressions estimator

A deterministic switching regressions estimator is evaluated using an evolutionary method based on genetic algorithms. Distinctive aspects of the method include (1) a combination of simple and random chromosomal crossover and (2) extension of the principle of natural selection to internal parameteri...

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Bibliographic Details
Published in:Computational statistics 2004-05, Vol.19 (2), p.211-225
Main Authors: Karavas, Vassilios N, Joe Moffitt, L
Format: Article
Language:English
Subjects:
Estimators
Evolutionary algorithms
Genetic algorithms
Parametrization
Samples
Statistical analysis
Statistical methods
Statistics
Studies
Switching
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Summary:A deterministic switching regressions estimator is evaluated using an evolutionary method based on genetic algorithms. Distinctive aspects of the method include (1) a combination of simple and random chromosomal crossover and (2) extension of the principle of natural selection to internal parameterization. The evolutionary computation duplicates, significantly faster, the results of an existing enumerative method in samples small enough to permit enumeration. It also provides the ability to calculate the estimator in much larger sample sizes than is possible with the enumerative approach. An example problem from the United States gasoline market is given.[PUBLICATION ABSTRACT]
ISSN:0943-4062
1613-9658
DOI:10.1007/BF02892057