| 基于门限接受算法的正交最小一乘回归新算法 |
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| 引用本文： | 王福昌,曹慧荣,安霞.基于门限接受算法的正交最小一乘回归新算法[J].数学的实践与认识,2009,39(20). |
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| 作者姓名： | 王福昌 曹慧荣 安霞 |
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| 作者单位： | 1. 中国地震局防灾科技学院,基础部,河北,三河,065201
2. 廊坊师范学院,数信学院,河北,廊坊,065000 |
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| 基金项目： | 中国地震局教师科研基金，防灾科技学院防灾减灾青年基金 |
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| 摘 要： | 正交最小一乘方法由于其稳健性而在工程中有广泛的应用,然而求解线性模型正交最小一乘参数估计算法往往过于复杂或者只对样本和变量个数较少的问题适用.把正交最小一乘参数估计问题转化为组合优化问题,再使用门限接受算法求解,通过计算机仿真说明了本文算法的正确性和有效性.
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| 关 键 词： | 正交最小一乘 门限接受算法 线性模型 |
A New Algorithm for the Least Orthogonal Absolute Deviation Regression Based on the Threshold Accepting Algorithm |
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| WANG Fu-chang,CAO Hui-rong,AN Xia.A New Algorithm for the Least Orthogonal Absolute Deviation Regression Based on the Threshold Accepting Algorithm[J].Mathematics in Practice and Theory,2009,39(20). |
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| Authors: | WANG Fu-chang CAO Hui-rong AN Xia |
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| Abstract: | The least orthogonal absolute deviation criteria is widely used in engineering because of its robustness, but the algorithms for solving the least orthogonal absolute deviation estimate of the regression coefficient either too explicated or only efficient for small samples and variables. In this paper, a new method based on threshold accepting algorithm to solve the least orthogonal deviation estimates of regression coefficient is proposed by changing the problem to the combinatorial optimization based on it's properties. At last the numerical experimentations verified the validity of the new method. |
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| Keywords: | least orthogonal absolute deviation threshold accepting algorithm linear model |
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