基于PRESS准则选取预报因子的逐步算法

The Stepwise Algorithm for Selecting Predictors on the Basis of the Criterion from Prediction Sum of Squares

本文提出了基于预测平方和(PRESS)准则选取预报因子的逐步算法.通过实例计算表明,这种算法不仅具有向前算法和向后算法的快速特点,而且同时具有相应的功能,因而它能更有效地寻找最优解,使算法更为完善,更具有普遍性和实用意义.

In this paper, the stepwise algorithm for selecting predictors on the basis of the criterion from prediction sum of squares (PRESS) are discussed. The calculation of examples shows that, this algorithm not only is faster than the forward and backward algorithms , but also remains the same function as both the forward and backward algorithms. It is more efficient to find an optimum solution.