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Linear regression modeling in monitoring tasks based on the method of least absolute deviations.

Authors :
Tyrsin, Alexander
Azaryan, Aleksan
Pasheva, Vesela
Popivanov, Nedyu
Venkov, George
Source :
AIP Conference Proceedings; 2020, Vol. 2333 Issue 1, p1-5, 5p
Publication Year :
2020

Abstract

Algorithm for the exact solution of the problem of estimating the parameters of linear regression models by the least absolute deviations method is described. It is based on the descent through the nodal straight lines. This algorithm significantly outperforms other well-known methods of solving the problem and it can be effectively used in practice. The computational complexity of the descent algorithm through the nodal straight lines is assessed. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
0094243X
Volume :
2333
Issue :
1
Database :
Complementary Index
Journal :
AIP Conference Proceedings
Publication Type :
Conference
Accession number :
149168311
Full Text :
https://doi.org/10.1063/5.0041859