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Bound Analysis Through HDMR for Multivariate Data Modelling - CMMSE

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Journal of Mathematical Modelling and Algorithms in Operations Research

Abstract

Multivariate data modelling problems consist of a number of nodes with associated function (class) values. The main purpose of these problems is to construct an analytical model to represent the characteristics of the problem under consideration. Because the devices, tools, and/or algorithms used to collect the data may have incapabilities or limited capabilities, the data set is likely to contain unavoidable errors. That is, each component of data is reliable only within an interval which contains the data value. To this end, when an analytical structure is needed for the given data, a band structure should be determined instead of a unique structure. As the multivariance of the given data set increases, divide–and–conquer methods become important in multivariate modelling problems. HDMR based methods allow us to partition the given multivariate data into less variate data sets to reduce the complexity of the given problem. This paper focuses on Interval Factorized HDMR method developed to determine an approximate band structure for a given multivariate data modelling problem having uncertainties on its nodes and function values.

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Authors and Affiliations

  1. Faculty of Engineering, Software Engineering Department, Bahçeşehir University, Beşiktaş, 34349, İstanbul, Turkey

    M. Alper Tunga

  2. Informatics Institute, Computational Science and Engineering Program, İstanbul Technical University, Maslak, 34469, İstanbul, Turkey

    Metin Demiralp

Authors
  1. M. Alper Tunga
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  2. Metin Demiralp
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Correspondence to M. Alper Tunga.

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Tunga, M.A., Demiralp, M. Bound Analysis Through HDMR for Multivariate Data Modelling - CMMSE. J Math Model Algor 12, 265–276 (2013). https://doi.org/10.1007/s10852-012-9211-7

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  • DOI: https://doi.org/10.1007/s10852-012-9211-7

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