Hello everyone
I would really appreciate it if anyone could give some idea of some mathematical techniques for developing correlation for a dependent variable, W which has to be defined as W=f(x,y,z) where the individual functions are in form of power-law, W=a(x^b), W=c(y^d) and W=e(z^f).
Hi Aditi Garg
One way is to write the Taylor's expansion of your system and use the covariance law. See page 21 on the attached article for more details.
Hope that helps,
Best regards,
Ebrahim
You could fit GLM or other ML models, and then extract correlations using them.
You may try to use what is called "dimensional analysis", which is often used in hydraulics and other fields.
https://en.wikipedia.org/wiki/Dimensional_analysis
thank you Vikas Ramachandra for your answer.
As my equation needs to be in power-law mostly for all terms, so a linear model may not be the right choice. Can you suggest some models of ML for the power-law type of equations?
thanks
any nonlinear model (including GLM with link functions) such as random forests, xgb, neural nets, svms.
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