BUSDM – an algorithm for the bottom-up search of departures from a model

Abstract

Searching for regions of the input space where a statistical model is inappropriate is useful in many applications. The study proposes an algorithm for finding local departures from a regression-type prediction model. The algorithm returns low-dimensional hypercubes where the average prediction error clearly departs from zero. The study describes the developed algorithm, and shows successful applications on the simulated and real data from the steel plate production. The algorithms that have been originally developed for searching regions of the high-response value from the input space are reviewed and considered as alternative methods for locating model departures. The proposed algorithm succeeds in locating the model departure regions better than the compared alternatives. The algorithm can be utilized in sequential follow-up of a model as time goes along and new data are observed.

Keywords:

• local departure
• discrepancy region
• statistical model evaluation
• regression model

AMS Subject Classification :

• Primary: 68W01
• Secondary: 62G99
• 62J02
• 62P30

Acknowledgements

The study was sponsored by Ruukki, Infotech Oulu and Finnish Funding Agency of Technology and Innovation.