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Decomposition based on rates of change[edit] This is an important technique for all types of time series analysis, especially for seasonal adjustment. [2] It seeks to construct, from an observed time series, a number of component series (that could be used to reconstruct the original by additions or multiplications) where each of these has a certain characteristic or type of behavior. For ...
For linear-algebraic analysis of data, "fitting" usually means trying to find the curve that minimizes the vertical ( y -axis) displacement of a point from the curve (e.g., ordinary least squares ). However, for graphical and image applications, geometric fitting seeks to provide the best visual fit; which usually means trying to minimize the ...
Linear trend estimation is a statistical technique used to analyze data patterns. Data patterns, or trends, occur when the information gathered "tends" to increase or decrease over time. Linear trend estimation essentially creates a straight line on a graph of data that models the general direction that the data is heading.
Least absolute deviations ( LAD ), also known as least absolute errors ( LAE ), least absolute residuals ( LAR ), or least absolute values ( LAV ), is a statistical optimality criterion and a statistical optimization technique based on minimizing the sum of absolute deviations (also sum of absolute residuals or sum of absolute errors) or the L1 ...
Detrended fluctuation analysis In stochastic processes, chaos theory and time series analysis, detrended fluctuation analysis ( DFA) is a method for determining the statistical self-affinity of a signal. It is useful for analysing time series that appear to be long-memory processes (diverging correlation time, e.g. power-law decaying autocorrelation function) or 1/f noise .
The field of control theory can be divided into two branches: Linear control theory – This applies to systems made of devices which obey the superposition principle, which means roughly that the output is proportional to the input. They are governed by linear differential equations.
Linear programming ( LP ), also called linear optimization, is a method to achieve the best outcome (such as maximum profit or lowest cost) in a mathematical model whose requirements and objective are represented by linear relationships. Linear programming is a special case of mathematical programming (also known as mathematical optimization ).
Okun's law in macroeconomics is an example of the simple linear regression. Here the dependent variable (GDP growth) is presumed to be in a linear relationship with the changes in the unemployment rate. Part of a series on Regression analysis Models Linear regression Simple regression Polynomial regression General linear model Generalized ...