A Method of Accuracy Increment Using Segmented Regression

Abstract

The main purpose of mathematical model building while employing statistical data analysis is to obtain high accuracy of approximation within the range of observed data and sufficient predictive properties. One of the methods for creating mathematical models is to use the techniques of regression analysis. Regression analysis usually applies single polynomial functions of higher order as approximating curves. Such an approach provides high accuracy; however, in many cases, it does not match the geometrical structure of the observed data, which results in unsatisfactory predictive properties. Another approach is associated with the use of segmented functions as approximating curves. Such an approach has the problem of estimating the coordinates of the breakpoint between adjacent segments. This article proposes a new method for determining abscissas of the breakpoint for segmented regression, minimizing the standard deviation based on multidimensional paraboloid usage. The proposed method is explained by calculation examples obtained using statistical simulation and real data observation.