Model selection criteria for regression models with splines and the automatic localization of knots
Published in ArXiv, 2020
Recommended citation: Sousa, A.R.S.S,, Severino, M.T.F., Leonardi, F. (2020). "Pre-print". https://arxiv.org/abs/2006.02649
In this paper we propose a model selection approach to fit a regression model using splines with a variable number of knots. We introduce a penalized criterion to estimate the number and the position of the knots where to anchor the splines basis. The method is evaluated on simulated data and applied to covid-19 daily reported cases for short-term prediction.