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

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...

Full description

Saved in:
Bibliographic Details
Published inAIP conference proceedings Vol. 2333; no. 1
Main Authors Tyrsin, Alexander, Azaryan, Aleksan
Format Journal Article Conference Proceeding
LanguageEnglish
Published Melville American Institute of Physics 08.03.2021
Subjects
Algorithms
Descent
Deviation
Exact solutions
Parameter estimation
Regression analysis
Regression models
Straight lines
Online AccessGet full text
ISSN0094-243X
1935-0465
1551-7616
1551-7616
DOI10.1063/5.0041859

Cover

More Information
Summary: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.
Bibliography:ObjectType-Conference Proceeding-1
SourceType-Conference Papers & Proceedings-1
content type line 21
ISSN:0094-243X
1935-0465
1551-7616
1551-7616
DOI:10.1063/5.0041859