English

Model selection criteria for regression models with splines and the automatic localization of knots

Methodology 2021-07-28 v2

Abstract

In this paper we propose a model selection approach to fit a regression model using splines with a variable number of knots. We introduce a penalized criterion to estimate the number and the position of the knots where to anchor the splines basis. The method is evaluated on simulated data and applied to covid-19 daily reported cases for short-term prediction.

Keywords

Cite

@article{arxiv.2006.02649,
  title  = {Model selection criteria for regression models with splines and the automatic localization of knots},
  author = {Alex Rodrigo dos S. Sousa and Magno T. F. Severino and Florencia G. Leonardi},
  journal= {arXiv preprint arXiv:2006.02649},
  year   = {2021}
}