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多元线性回归模型的增量算法

王惠文 魏嫄 黄乐乐

王惠文, 魏嫄, 黄乐乐等 . 多元线性回归模型的增量算法[J]. 北京航空航天大学学报, 2014, 40(11): 1487-1491. doi: 10.13700/j.bh.1001-5965.2013.0680
引用本文: 王惠文, 魏嫄, 黄乐乐等 . 多元线性回归模型的增量算法[J]. 北京航空航天大学学报, 2014, 40(11): 1487-1491. doi: 10.13700/j.bh.1001-5965.2013.0680
Wang Huiwen, Wei Yuan, Huang Leleet al. Incremental algorithm of multiple linear regression model[J]. Journal of Beijing University of Aeronautics and Astronautics, 2014, 40(11): 1487-1491. doi: 10.13700/j.bh.1001-5965.2013.0680(in Chinese)
Citation: Wang Huiwen, Wei Yuan, Huang Leleet al. Incremental algorithm of multiple linear regression model[J]. Journal of Beijing University of Aeronautics and Astronautics, 2014, 40(11): 1487-1491. doi: 10.13700/j.bh.1001-5965.2013.0680(in Chinese)

多元线性回归模型的增量算法

doi: 10.13700/j.bh.1001-5965.2013.0680
基金项目: 国家自然科学基金资助项目(71031001);北京航空航天大学博士研究生创新基金资助项目(YWF-14-YJSY-027);国家高技术研究发展计划资助(SS2014AA012303)
详细信息
    作者简介:

    王惠文(1957-),女,辽宁大连人,教授,wanghw@vip.sina.com

    通讯作者:

    黄乐乐

  • 中图分类号: O212

Incremental algorithm of multiple linear regression model

  • 摘要: 伴随着各领域信息化的发展,数据多呈现出快速、连续流入的特点.面向海量不断更新的数据集,在具有广泛使用价值的线性回归模型中,考虑引入增量算法.通过基于叉积矩阵的增量计算公式,得到最小二乘估计模型的增量算法,并进一步扩展到其他的模型估计量和检验统计量中.该增量算法运用了全部的数据信息,与使用全部数据建模具有完全相同的结果.算法节约了数据读取时间,减小了数据存储传输的压力,从而提高了计算效率.数据仿真实验验证了算法的有效性.

     

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出版历程
  • 收稿日期:  2013-11-26
  • 网络出版日期:  2014-11-20

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