Robust Optimization of Spline Models and Complex Regulatory Networks: Theory, Methods and Applications (Contributions to Management Science (Hardcover))
暫譯: 樣條模型與複雜調控網絡的穩健優化:理論、方法與應用(管理科學貢獻(精裝版))

Ayşe Özmen

  • 出版商: Springer
  • 出版日期: 2018-05-27
  • 售價: $2,450
  • 貴賓價: 9.5$2,328
  • 語言: 英文
  • 頁數: 139
  • 裝訂: Paperback
  • ISBN: 3319808907
  • ISBN-13: 9783319808901
  • 海外代購書籍(需單獨結帳)

相關主題

商品描述

This book introduces methods of robust optimization in multivariate adaptive regression splines (MARS) and Conic MARS in order to handle uncertainty and non-linearity. The proposed techniques are implemented and explained in two-model regulatory systems that can be found in the financial sector and in the contexts of banking, environmental protection, system biology and medicine. The book provides necessary background information on multi-model regulatory networks, optimization and regression. It presents the theory of and approaches to robust (conic) multivariate adaptive regression splines - R(C)MARS - and robust (conic) generalized partial linear models - R(C)GPLM - under polyhedral uncertainty. Further, it introduces spline regression models for multi-model regulatory networks and interprets (C)MARS results based on different datasets for the implementation. It explains robust optimization in these models in terms of both the theory and methodology. In this context it studies R(C)MARS results with different uncertainty scenarios for a numerical example. Lastly, the book demonstrates the implementation of the method in a number of applications from the financial, energy, and environmental sectors, and provides an outlook on future research.

商品描述(中文翻譯)

本書介紹了在多變量自適應迴歸樣條(MARS)和圓錐MARS中進行穩健優化的方法,以處理不確定性和非線性。所提出的技術在金融領域以及銀行、環境保護、系統生物學和醫學等背景下的雙模型監管系統中進行實施和解釋。本書提供了多模型監管網絡、優化和迴歸的必要背景資訊。它呈現了穩健(圓錐)多變量自適應迴歸樣條 - R(C)MARS - 和穩健(圓錐)廣義偏線性模型 - R(C)GPLM - 在多面體不確定性下的理論和方法。進一步地,它介紹了多模型監管網絡的樣條迴歸模型,並根據不同數據集解釋(C)MARS的結果以便於實施。它從理論和方法論的角度解釋了這些模型中的穩健優化。在這個背景下,它研究了不同不確定性情境下的R(C)MARS結果,並提供了一個數值範例。最後,本書展示了該方法在金融、能源和環境等多個應用中的實施,並對未來的研究提供了展望。