Questions tagged [piecewise-linear]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
1 vote
1 answer
36 views

Fit points with a continuous, piecewise linear function with minimum number of points for each segment

I have a set of two-dimensional data points that I want to fit with a continuous piecewise linear function with one break point. However, I want each of the two segments to be supported by a minimum ...
user avatar
  • 13
1 vote
1 answer
38 views

Latent growth curve with three latent variable and piecewise linear regression

I already heard about piecewise linear regression but I have no experience with latent growth curves. I came across it in that paper. As far as I understood based on Figure 1 (observed sample means) ...
user avatar
  • 189
0 votes
0 answers
63 views

lsmeans for a piecewise linear mixed-effects model on r

I am trying to figure out how to obtain lsmeans for a piecewise linear mixed-effects model (fitted with the nlme package) with random intercepts and slopes. My data represent math scores from a group ...
user avatar
  • 1
2 votes
3 answers
521 views

How to detect trend changes in noise time series?

wget -q -O- https://i.stack.imgur.com/xczQ1.gif | tail -c +43 R> with(f, plot(x, log10(y), type='l')) I have a series whose ...
user avatar
0 votes
0 answers
61 views

Formula for cyclic continuous piecewise Regression

I am interested in running a piecewise linear regression in R. I would like to specify the model matrix for the piecewise regression myself so I am not interested in using a pre-coded solution from a ...
user avatar
4 votes
1 answer
166 views

Is there a formal test for model comparison between polynomial regression and piecewise/segmented regression? (i.e., are these models nested?)

I am interested in comparing three models a linear regression model: mod_linear <- lm (dv ~ iv) a polynomial regression model: mod_polynomial <- lm (dv ~ iv + I(iv^2)) a one-breakpoint ...
user avatar
0 votes
3 answers
229 views

Is there a "canonical" probabilistic version of the step function?

Step and switch-like functions can be thought of as deterministic switches at some threshold, so smooth sigmoidal-like functions describe that switch with uncertainty around that value. The machine ...
user avatar
  • 11
1 vote
0 answers
303 views

Generalized Linear Model in a Piecewise SEM?

I have applied a piecewise structural equation model to my data using generalised linear models. I have used the glm() R function along with psem in the "piecewiseSEM" R package. It has ...
user avatar
  • 131
3 votes
1 answer
243 views

How to fit a piecewise assembly of nonlinear functions?

I am trying to model vegetation spectral signatures (grey lines) using a two-part piecewise function (black dotted lines). In it, I am trying to use only a few points (red dots) to fit a linear (first ...
user avatar
  • 51
2 votes
2 answers
260 views

How do you fix one slope coefficient in an interaction term?

hoping someone can help me with what (on the face of it) appears to be a relatively simple problem but which I can't current code out. Basically, I would like to fit a GLM in R with a simple two-way ...
user avatar
1 vote
1 answer
616 views

In hierarchical regression, the first step is not significant but later steps are

I ran a hierarchical regression comparing different models, in order of complexity. The first step was not significant (the simplest model vs a more complex model). However the next two steps were ...
user avatar
1 vote
1 answer
72 views

Select model in piecewise regression

How could we compare models fitted with piecewise regression that have different breakpoints? I used the code written here. In the example below, the "best" model, i.e. minimizing the residuals is ...
user avatar
0 votes
2 answers
70 views

Simple algorithm to detect change point in time series

Apologies if this question has already been asked, but a lot of similar questions are regarding R or complex algorithms that I don't want. I have numerous 2-dimensional time series, eacch plotting ...
user avatar
0 votes
1 answer
554 views

How to do a discontinuos segmented logistic regression in R?

I'm trying to do a discontinuous segmented logistic regression, something like this: https://imgur.com/ON4k1hy . The 6 breaking points are predetermined from domain knowledge. Unfortunately my ...
user avatar
0 votes
1 answer
72 views

Don't understand why the first variable in a piecewise regression spans all the domain

Let us consider one predictor $X \in [a,b] \subset \mathbb{R}$ and one response $Y \in \mathbb{R}$. I need to perform a piecewise linear regression: $$ Y \sim \beta_0 + \beta_{1,1} X + \beta_{1,2} (X ...
user avatar
  • 147
1 vote
0 answers
39 views

Optimal penalty for finding changepoints with the fused lasso, assuming some probabilistic model?

I am interested in detecting changepoints in a signal using the fused lasso (as implemented here for example). I am in particular interested in getting estimates of changepoints which are close to the ...
user avatar
  • 503
0 votes
0 answers
27 views

Can I set the breakpoint of piecewise regression by medical reference?

I want to prove different regression coefficient for SBP on BMI according to BMI categories. So I want to use piecewise regression. BMI is categorized by WHO guideline which means medicaly proven ...
user avatar
1 vote
2 answers
63 views

Regression: checking effect of negative vs positive regressor

I'm fitting a linear model of the following form: $Y_{i} = \alpha + \beta_1X_{i} + \beta_2Z_{i} + \beta_3X_{i}\times Z_{i}+e_i$ All the variables are continuous. I'm interested in the sign of the ...
user avatar
4 votes
3 answers
3k views

Piecewise linear with constraints with the segmented function on R

I want to make a piecewise linear regression in R. I have a large dataset with 3 segments where I want the first and third segment to be without slope, i.e. parallel to x-axis and I also want the ...
user avatar
1 vote
0 answers
76 views

Finding the distribution of a piecewise function of a Gamma random variable

Let random variable $X \sim \text{Gamma}(\alpha,\beta)$. I want to derive the distribution of $Y$, where: $$ Y = \left\{ \begin{array}{ll} a X - k & \quad X \geq \frac{k}{a} \...
user avatar
  • 11
1 vote
1 answer
50 views

Censoring linearly splined predictor in regression

I'm developing a logistic regression where one of the independent variables has a non-linear relationship to the probability of the event occurring. I have created linear splines based on this ...
user avatar
  • 151
6 votes
1 answer
704 views

Position of knots in piecewise linear regression as 'random effects'

TL;DR: Is there some way I can do 'random knots' (where the position of the knot varies according to some group, not the number)? Full question: After obtaining experimental data, I find that one of ...
user avatar
3 votes
2 answers
677 views

Piecewise regression vs multiple models

Say you have a piecewise regression model with one breakpoint. Is there any difference between that and just creating a separate simple regression model for each segment of the IV?
user avatar
  • 295
1 vote
0 answers
435 views

Understanding the Math of Segmented and Splines2 packages.

I was trying to teach myself the math behind what produces the slope and intercept of a segmented variable in the segmented package using the plant data set. My ...
user avatar
  • 215
3 votes
0 answers
257 views

Looking for references - ReLU neural networks vs Fitting continuous piecewise linear function

ReLU activated neural networks with a linear output are continuous piecewise linear functions (CPLF). There are technuques to fit CPLF functions, so comparison of those methods seems very natural, ...
user avatar
  • 670
1 vote
1 answer
208 views

How to adjust the parameters of a Piecewise regression model in Matlab?

I have an existent piecewise regression model correlating the parameters X and Y as follows: If X<0.1, then Y=0.744. If X>=0.1 & X<=0.8, then Y=0.842-0.977*X. If X>0.8, then Y=0.06. The ...
user avatar
1 vote
0 answers
167 views

Finding an inflection point between two conditions

The figure below illustrates a sample data from a numerosity estimation experiment with an uncalibrated (i.e., spontaneous) estimation condition (blue) and a calibrated estimation condition (orange). ...
user avatar
  • 73
1 vote
1 answer
110 views

How to estimate parameters of a (almost) linear model from unpaired observations?

I have this model: $a_i=mod(\lfloor i\cdot T+Normal(0,\sigma_a)\rfloor,Q)$ $b_i=mod(\lfloor a_i+D+Normal(0,\sigma_b)\rfloor,Q)$ with $i=1..N$ $N\in\mathbb{N}$ $Q\in\mathbb{N}$ $T\in\mathbb{R}, ...
user avatar
1 vote
0 answers
90 views

segmented piece wise linear regression problem?

I want to get a piecewise linear regression model with the function "segmented". ...
user avatar
1 vote
1 answer
394 views

What is the difference between linear interpolation and piece-wise linear interpolation?

I'm familiar with linear interpolation. I tried to search some details about piece-wise linear interpolation but failed to understand this method. Can someone explain the difference between these two ...
user avatar
  • 409
4 votes
2 answers
2k views

Sampling from a piecewise linear probability density function

I have a pdf modelled as a piecewise linear function that I can represent as the sequence of pairs of real numbers standing for the points in the of the piecewise line: $\{(x_{1}, y_{1}), \dots, (x_{n}...
user avatar
  • 421
0 votes
1 answer
72 views

piecewise regression into a for loop [closed]

I´m trying get a piecewise regression. ...
user avatar
  • 3
0 votes
0 answers
465 views

Model with piecewise-linear functions

I have a model which is of the following deterministic form: Y = A + B + C A, B and C are piecewise-linear functions of a, b and c, which are macroeconomic variables. I have the values (nodes, ...
user avatar
  • 31
1 vote
1 answer
407 views

How to find the best piecewise-smooth fit

I have data points $(\theta,y)$ that when plotted in a x-y (with $\theta$ being the x) graph can be fit by the curve $$y=-\alpha-\frac{\beta}{\cos(\theta_{0}-\theta)}$$ i.e. I can find $\alpha, \...
user avatar
6 votes
1 answer
3k views

Test for the significance of the effect of an intervention in a time series

I am looking for the best approach to test for the significance of the effect of an intervention that occurred at a known time on a time series data. Using a toy dataset as an example, I have come up ...
user avatar
  • 513
6 votes
3 answers
275 views

"Branching Stick" Regression

With piecewise, or so-called broken-stick regression it is possible to fit two lines to data, But what if I wanted to fit data to two lines, one main and one branch which connects to a primary line ...
user avatar
  • 1,002
1 vote
0 answers
429 views

Can a Piecewise Linear Regression Approximate a Neural Network?

I have a piecewise linear regression model that performs quite well (CVd) on subsets of a small data set (Ns between 30 and 90 for the subsets, with a total of 222 records). So there are separate ...
user avatar
  • 11
1 vote
2 answers
105 views

Estimating failure-point when failed datapoints are unobservable

I have several datasets of two variables, y and time. Datapoints are objects subject to physical wear, and wear-rates are (roughly) constant over the life of the objects. y is defined as the ...
user avatar
  • 183
0 votes
2 answers
4k views

Determine breakpoints in time series data where values change significantly

Given the following chart of data: which represents duration metrics gathered at absolute times, I am trying to determine when/if any of the values exhibit a jump in durations. In the example chart, ...
user avatar
  • 101
4 votes
1 answer
1k views

Gaussian Process Regression for piecewise linear response functions

I am performing Gaussian Process Regression (without noise) for response functions which are piecewise linear. My question: Does there exist a covariance function, such that sample paths from a ...
user avatar
  • 1,663
5 votes
3 answers
4k views

Piecewise regression with constraints

I want to make a piecewise linear regression in R. I have a large dataset with 3 segments where I want the first and third segment to be without slope, i.e. parallel to x-axis and I also want the ...
user avatar
  • 51
2 votes
1 answer
119 views

Transforming TS for better fit

I'm trying to find transformation for my explanatory variable (outside temperature) to better explain heating power usage. I have data from one year here. ...
user avatar
  • 229
6 votes
2 answers
1k views

R - how to get standard error for a breakpoint/parameter in a piecewise regression

I'm new to asking questions here, so I hope this is a reasonable place for this. I am trying to fit a piece-wise regression. I expect my response (y) to increase from x0 to somewhere along x, then to ...
user avatar
  • 81
2 votes
0 answers
268 views

Change of variables with a continuous but not differentiable mapping

Suppose that Y is a continuous random variable with a density function $f_{Y}(y)$. We transform $Y$ by the following mapping \begin{equation} Y^{*} = \left \{ \begin{array}{ll} \alpha Y + \beta &...
user avatar
1 vote
0 answers
272 views

Piecewise linear / spline regression: explaining changes in standard error

I have a model to estimate the effect of gas prices on a dependent variable Y. In the piecewise linear regression model (Gujarati 1995, p.519), I included a dummy ...
user avatar
2 votes
2 answers
2k views

Testing slopes in multivariate adaptive regression splines (MARS/earth)

I am using the earth package in R to estimate the number of breakpoints in a curve. There is only a single predictor. I was ...
user avatar
  • 173
5 votes
2 answers
3k views

Generate random number from a piecewise exponential distribution

I would like to generate a random number from a piecewise exponential distribution. I consider that the time-scale is divided in $J$ intervals with bounds $(s_{j-1},s_j]$, for $j=1,...,J$, and ...
user avatar
2 votes
0 answers
179 views

Weighted piecewise regression to model proportion?

I was trying to model the relationship between utilization of service (from 0 to 1) and travel distance. First I binned travel distance by each 20 km and then calculate utilization for each bin (count ...
user avatar
  • 145
2 votes
0 answers
1k views

Is segmented (piecewise) regression possible with a dichotomous dependent variable?

I have created a model of American cities with a dichotomous Y variable using logistic regression. I have theoretical reasons to believe that the model will differ significantly between larger and ...
user avatar
  • 21
4 votes
1 answer
3k views

Piecewise regression

I have a time series where I want to fit a piecewise regression equation. Now the problem occurs when I try to fit equations of different degree in different segments of the series. Please provide me ...
user avatar