Category: Blog

Multivariate Regression Composer (MVR)

Multivariate Regression Composer (MVR)

The Multivariate Regression Composer (MVR) is an open-source software for generating and selecting non-linear regression models in Matlab. The basic version of the MVR Composer could be downloaded as a zipped file (release 61)...

Mark up time series, demo

Mark up the time series – demo

Time series has similar patterns. A pattern consists of several segments. Each segment could be represented as a simple parametric regression function. The whole pattern is the sequence of concatenated regression functions.The following information...

Least angle regression

Least angle regression (LARS)

LARS is one of the most effective algorithms to select linear regression models. It is not so greedy as step-wise regression and takes not so much steps as Lasso. Contents Create synthetic data Run...