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Volume 40 Issue 11
Nov.  2014
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Journal of Beijing University of Aeronautics and Astronautics  > 2014  >  40(11): 1487-1491.
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)
shu

Incremental algorithm of multiple linear regression model

doi: 10.13700/j.bh.1001-5965.2013.0680

  • School of Economics and Management, Beijing University of Aeronautics and Astronautics, Beijing 100191, China

  • Received Date: 26 Nov 2013
  • Publish Date: 20 Nov 2014
    Abstract
  • With the development of computer-related technology, people can continuously obtain data faster and faster. Facing with the massive and continuously updated data sets, incremental algorithm was introduced to the popular multiple linear regression analysis. The incremental algorithm of least squares estimation model was derived based on incremental expression of cross product matrix. And further this algorithm was extended to other estimation models and test statistics. The incremental algorithm uses the information of all dataset, which can get the same results with non-incremental methods. This algorithm can save the time in reading and writing data, release the impression on transportation, and thus speed up the computation. Simulation results show that, this algorithm can improve computational efficiency and is very useful in many conditions.

     

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