Abstract: General framework of Least Square Method (LSM) generalization is represented in the paper. Namely, - generalization on vectors and matrixes case of the observation. Also, some principal examples are represented in the article. These examples illustrate the advantages of LSM in the case under consideration. General algorithm LSM with matrixes observations is proposed and described in step-by-step variant. The examples of method applications in macroeconomics and TV-media illustrate the advantages and capabilities of the method.

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:

MATRIXES LEAST SQUARES METHOD AND EXAMPLES OF ITS APPLICATION

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

http://www.foibg.com/ijitk/ijitk-vol07/ijitk07-04-p03.pdf