Generalized Additive Models for Large Data Sets
Volume: 64, Issue: 1, Pages: 139 - 155
Published: May 27, 2014
Abstract
Summary We consider an application in electricity grid load prediction, where generalized additive models are appropriate, but where the data set's size can make their use practically intractable with existing methods. We therefore develop practical generalized additive model fitting methods for large data sets in the case in which the smooth terms in the model are represented by using penalized regression splines. The methods use iterative...
Paper Details
Title
Generalized Additive Models for Large Data Sets
Published Date
May 27, 2014
Volume
64
Issue
1
Pages
139 - 155
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