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[多元自适应回归样条(MARS),一种时间序列分析的替代方法]

[Multivariate Adaptive Regression Splines (MARS), an alternative for the analysis of time series].

作者信息

Vanegas Jairo, Vásquez Fabián

机构信息

Facultad de Ciencias Médicas, Escuela de Obstetricia y Puericultura, Universidad de Santiago de Chile, Santiago de Chile, Chile.

Instituto de Nutrición y Tecnología de los Alimentos (INTA), Universidad de Chile, Santiago de Chile, Chile.

出版信息

Gac Sanit. 2017 May-Jun;31(3):235-237. doi: 10.1016/j.gaceta.2016.10.003. Epub 2016 Dec 19.

Abstract

Multivariate Adaptive Regression Splines (MARS) is a non-parametric modelling method that extends the linear model, incorporating nonlinearities and interactions between variables. It is a flexible tool that automates the construction of predictive models: selecting relevant variables, transforming the predictor variables, processing missing values and preventing overshooting using a self-test. It is also able to predict, taking into account structural factors that might influence the outcome variable, thereby generating hypothetical models. The end result could identify relevant cut-off points in data series. It is rarely used in health, so it is proposed as a tool for the evaluation of relevant public health indicators. For demonstrative purposes, data series regarding the mortality of children under 5 years of age in Costa Rica were used, comprising the period 1978-2008.

摘要

多元自适应回归样条(MARS)是一种非参数建模方法,它扩展了线性模型,纳入了变量之间的非线性和相互作用。它是一种灵活的工具,可自动构建预测模型:选择相关变量、转换预测变量、处理缺失值并通过自检防止过度拟合。它还能够在考虑可能影响结果变量的结构因素的情况下进行预测,从而生成假设模型。最终结果可以识别数据系列中的相关临界点。它在健康领域很少使用,因此被提议作为评估相关公共卫生指标的工具。为了说明目的,使用了哥斯达黎加1978 - 2008年期间5岁以下儿童死亡率的数据系列。

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