A nonparametric circular-linear multivariate regression model with a rule-of-thumb bandwidth selector

The purpose of this paper is to propose a nonparametric circular-linear multivariate regression model using a kernel-weighted local linear method. The case of several linear regressors and one circular regressor is considered. We extend results on the asymptotic bias and variance of the linear multivariate variable to the case of circular-linear multivariate variable. The rule-of-thumb selector is used to establish the optimal bandwidths for the nonparametric model. The suitability of the model is judged from the coefficient of determination. One simulation experiment and one real problem concerning wind energy are used to study the power performance of the nonparametric model. (C) 2011 Elsevier Ltd. All rights reserved.