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Taylorfit MPR
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TaylorFit Features

TaylorFit is a regression program that makes fitting Multivariate Polynomial Regression models easy. ORDER NOW!

It is a text-based program runs under a DOS window, although the interface has an easy to use interactive menu organization.

The program uses a stepwise algorithm to select the best terms to include in the model, while keeping the model small by excluding terms that do not improve the fit. Fitting is done by least squares using the Singular Value Decomposition method (the Normal Equations method can also be selected).

The user selects exponents that the program can use in generating candidate polynomial terms, as well as the possible number of multiplicands in each term. If the model to be fitted is a time series, the user can input the lags to be used in generating terms. These parameters can all be changed during the fitting process. This allows the user to start with simpler models, and gradually increase model complexity until the fit can no longer be improved.

TaylorFit allows all or part of an input data file to be used for fitting. It also allows data files to be split into a "fit" and "test" dataset so each portion can be used for cross-validation and for final validation.

The user can select from among seven criteria for selecting model terms. These include optimizing Mean Square Error (MSE), model F-statistic, term t-statistics, Akaike Information Criterion (AIC), or Bayesian Information Criterion (BIC). These can be combined in several ways in cross-validation. For example, you can choose terms that have a t-statistic probability greater than 95%, and that produce an increase in the model F-statistic for the test dataset.

The program has an Auto mode, in which the best term is selected automatically and the program continues without user attention to generate a model that cannot be improved by addition or removal of a single term.

Alternatively, the user can run in Manual mode, in which the ten best terms are presented to the user, who then can choose among them. There is also a batch mode that can be used to generate a model file without the need to enter any program commands interactively.

Output files generated by TaylorFit include a model description file and a file containing model predictions based on data file inputs.

The predictions file can also contain residuals and confidence intervals. All input and output files are text-formatted files that can easily be read by other programs. ORDER NOW!