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Linear regression modeling in monitoring tasks based on the method of least absolute deviations.
- 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]
- Subjects :
- REGRESSION analysis
PROBLEM solving
COMPUTATIONAL complexity
TASKS
Subjects
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