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Parameter Weighted Least Squares Fitting

IFAC Proceedings Volumes, 1985
Abstract Parameter Weighted Least Squares (PWLS) fitting is a new approach to the linear-in-the-parameter fitting problem. PWLS is appropriate for parameter identification of dynamical systems. Algorithms for direct fitting and recursive fitting of the parameters are presented. A tuning of the fitting algorithm is provided by embracing scalar fitting
F.J. Kraus, M.F. Senning
openaire   +1 more source

Weighted-Average Least Squares Prediction

Econometric Reviews, 2014
Prediction under model uncertainty is an important and difficult issue. Traditional prediction methods (such as pretesting) are based on model selection followed by prediction in the selected model, but the reported prediction and the reported prediction variance ignore the uncertainty from the selection procedure.
Magnus, Jan R.   +2 more
openaire   +3 more sources

Weighted Least Squares

2013
Linear regression assumes that the spread of the outcome-values is the same for each predictor value. This assumption is, however, not warranted in many real life situations.
Ton J. Cleophas, Aeilko H. Zwinderman
openaire   +1 more source

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