A genetic algorithm for robust regression in linear models

Öz

Outliers negatively affect the parameter estimate. Therefore, observation values can be weighted to minimize the negative impact of outliers on the parameter estimate. In this study, a robust method is proposed in which observation values are weighted with Genetic Algorithm (GA), which can be used both for outlier detection and parameter estimation. The proposed Genetic Algorithm for Robust Regression (GA-RR) method and M-estimators were compared to the root mean square error (RMSE) and mean absolute error (MAE) performance criterion using simulation study. Furthermore, the performance of the methods was evaluated using real data.

Anahtar Kelimeler

• Robust Regression
• M-Estimators
• Genetic Algorithm
• Outlier

Doğrusal Modellerde Robust Regresyon için Yeni Bir Genetik Algoritma

Öz

Aykırı değerler parametre tahminini olumsuz etkilemektedir. Bu nedenle aykırı değerlerin parametre tahmini üzerindeki olumsuz etkisini minimize etmek için gözlem değerleri ağırlıklandırılabilmektedir. Bu çalışmada, gözlem değerlerinin Genetik Algoritma (GA) ile ağırlıklandırıldığı, hem aykırı değerlerin tespiti hem de parametre tahmini için kullanılabilecek bir robust yöntem önerilmektedir. Önerilen Robust Regresyon için Genetik Algoritma (GA-RR) yöntemi ve M-tahminciler, simülasyon çalışması ile hata kareler ortalamasının karekökü (RMSE) ve ortalama mutlak hata (MAE) performans kriterince karşılaştırılmıştır. Ayrıca, gerçek veri kullanılarak yöntemlerin performansları değerlendirilmiştir.

Anahtar Kelimeler

• Robust Regresyon
• M-Tahminciler
• Genetik Algoritma
• Aykırı Değer

Kaynakça

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