Evolving Multivariate Regression (Open)

Summary. A problem in multilinear regression, of the form Y = f(X1, X2, ...), where f is linear, is considered. Can a solution method be specified whereby regression coefficients can be estimated correctly in the presence of nonstationarity, in the dependent (Y) and independent (X1, X2, ...) variables? The solution to this problem could be applied to many geophysical problems, for instance in current climate-change attribution research.

Classification: Primary, Scientific and Technological Applications; Secondary, Atmospheric and Oceanographic Sciences

Peter Thejll
Solar-Terrestrial Physics Division
Danish Meteorological Institute
Lyngbyvej 100
DK-2100 Copenhagen 0
e-mail: thejll@dmi.dk
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