AN ASYNCHRONOUS MULTI-AGENT SYSTEM FOR OPTIMIZING SEMI-PARAMETRIC SPATIAL AUTOREGRESSIVE MODELS

Matthias Koch, Tamás Krisztin

Abstract

Classical spatial autoregressive models share the same weakness as the classical linear regression models, namely it is not possible to estimate non-linear relationships between the dependent and independent variables. In the case of classical linear regression a semi-parametric approach can be used to address this issue. Therefore we propose an advanced semi-parametric modelling approach for spatial autoregressive models. Advanced semi-parametric modelling requires determining the best configuration of independent variable vectors, number of spline-knots and their positions. To solve this combinatorial optimization problem we propose an asynchronous multi-agent system based on genetic-algorithms. Three teams of agents work each on a subset of the problem and cooperate through sharing their most optimal solutions. Through this system we can derive more complex relationships, which are better suited for the often large and non-linear real-world problems faced by applied spatial econometricians.

References

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Paper Citation


in Harvard Style

Koch M. and Krisztin T. (2011). AN ASYNCHRONOUS MULTI-AGENT SYSTEM FOR OPTIMIZING SEMI-PARAMETRIC SPATIAL AUTOREGRESSIVE MODELS . In Proceedings of the 3rd International Conference on Agents and Artificial Intelligence - Volume 2: ICAART, ISBN 978-989-8425-41-6, pages 483-486. DOI: 10.5220/0003292704830486


in Bibtex Style

@conference{icaart11,
author={Matthias Koch and Tamás Krisztin},
title={AN ASYNCHRONOUS MULTI-AGENT SYSTEM FOR OPTIMIZING SEMI-PARAMETRIC SPATIAL AUTOREGRESSIVE MODELS},
booktitle={Proceedings of the 3rd International Conference on Agents and Artificial Intelligence - Volume 2: ICAART,},
year={2011},
pages={483-486},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0003292704830486},
isbn={978-989-8425-41-6},
}


in EndNote Style

TY - CONF
JO - Proceedings of the 3rd International Conference on Agents and Artificial Intelligence - Volume 2: ICAART,
TI - AN ASYNCHRONOUS MULTI-AGENT SYSTEM FOR OPTIMIZING SEMI-PARAMETRIC SPATIAL AUTOREGRESSIVE MODELS
SN - 978-989-8425-41-6
AU - Koch M.
AU - Krisztin T.
PY - 2011
SP - 483
EP - 486
DO - 10.5220/0003292704830486