Abstract: In this paper the application of the least squares method (LSM) has been substantiated. Case of matrix of observations for the arguments and values of the renewable function of the linear relationship between the components of observation has been considered. The solution of matrix optimization problem for the evaluation of the least squares method explicitly has been submitted, pseudo inverse means have been used. The importance of the results on applied problems of prediction media and macroeconomic indicators was illustrated.

Keywords: Moore-Penrose? pseudo inverse, regression, least squares method, macroeconomic indicators, media indicators, prediction.

ACM Classification Keywords: G.3 Probability and statistics, G.1.6. Numerical analysis: Optimization, H.1.m. Models and Principles: miscellaneous.

Link:

VECTORS AND MATRIXES LEAST SQUARES METHOD: FOUNDATION AND APPLICATION EXAMPLES

Vladimir S. Donchenko, Inna M. Nazaraga, Olga V. Tarasova

http://www.foibg.com/ijita/vol20/ijita20-04-p02.pdf