Evolutionary computation of a deterministic switching regressions estimator |
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Authors: | Vassilios N Karavas L Joe Moffitt |
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Institution: | (1) Isenberg School of Management, University of Massachusetts, 01003 Amherst, MA;(2) Department of Resource Economics, University of Massachusetts, 01003 Amherst, MA |
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Abstract: | Summary A deterministic switching regressions estimator is evaluated using an evolutionary method based on genetic algorithms. Distinctive
aspects of the method include (1) a combination of simple and random chromosomal crossover and (2) extension of the principle
of natural selection to internal parameterization. The evolutionary computation duplicates, significantly faster, the results
of an existing enumerative method in samples small enough to permit enumeration. It also provides the ability to calculate
the estimator in much larger sample sizes than is possible with the enumerative approach. An example problem from the United
States gasoline market is given.
Funding support provided by the Gerondelis Foundation, Inc. is gratefully acknowledged. |
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Keywords: | Deterministic switching regressions Evolutionary computation |
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