A computerized data mining method for determining a prediction model for a dependent
data mining variable based on a multitude of independent data mining variables,
comprising replacement of the independent data mining variable with potential values
from a global range by a multitude of independent local data mining variables,
each relating to potential values from a sub-range of the global range. The method
further comprises an initialization step and a looping sequence that includes steps
of determining for every independent local data mining variable not yet reflected
in the current prediction model a multitude of partial regression functions, determining
for each of the partial regression functions a significance value, selecting the
most significant partial regression function and the corresponding not yet reflected
local data mining variable, and adding the most significant partial regression
function to the current prediction model.
