Input selection for nonlinear regression models

A simple and effective method for the selection of significant inputs in nonlinear regression models is proposed. Given a set of input-output data and an initial superset of potential inputs, the relevant inputs are selected by checking whether after deleting a particular input, the data set is still consistent with the basic property of a function. In order to be able to handle real-valtied and noisy data in a sensible manner, fuzzy clustering is first applied. The obtained clusters are compared by using a similarity measure in order to find inconsistencies within the data. Several examples using simulated and real-world data sets are presented to demonstrate the effectiveness of the algorithm.