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On Variable Selection of a Nonlinear Non-parametric System with a Limited Data Set: A Stepwise Algorithm
Journal article   Peer reviewed

On Variable Selection of a Nonlinear Non-parametric System with a Limited Data Set: A Stepwise Algorithm

Er-wei Bai, Kang Li and Wenxiao Zhao
IFAC Proceedings Volumes, Vol.47(3), pp.4979-4984
2014
DOI: 10.3182/20140824-6-ZA-1003.00122

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Abstract

This paper considers a problem of identification for a high dimensional nonlinear non-parametric system when only a limited data set is available. The algorithms are proposed for this purpose which exploit the relationship between the input variables and the output and further the inter-dependence of input variables so that the importance of the input variables can be established. A key to these algorithms is the non-parametric two stage input selection algorithm.

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