Ke ʻAno Hana Kuea Liʻiliʻi Loa

Ke ʻAno Hana Kūlike Loa: Hoʻolauna a me ka Hoʻohana ʻana i ka ʻIkepili ʻIkepili

Pendahuluan

ʻO ke ʻano hana Least Squares kekahi o nā ʻano hana koʻikoʻi a hoʻohana nui ʻia i ka loiloi ʻikepili, ʻoi aku hoʻi i nā helu helu a me ka makemakika i hoʻopili ʻia. Manaʻo kēia ʻano hana e kuhi i nā palena e hōʻemi i ka huina o nā huina o nā ʻokoʻa i ʻike ʻia mai kahi kumu hoʻohālike i manaʻo ʻia. Ma kēia ʻatikala, e ʻimi mākou i nā manaʻo kumu o ke ʻano hana least squares, kāna mau noi ma nā ʻano like ʻole, a me nā ʻanuʻu hana no ka hoʻokō ʻana.

Nā Manaʻo Kumu o ke ʻAno Hana Kūikawā Liʻiliʻi Loa

Hiki ke wehewehe maʻalahi ʻia ke ʻano hana Least Squares ma o ka regression linear. Manaʻo mākou he ʻikepili kā mākou ma ke ʻano o nā hui \((x_i, y_i)\) kahi \( i = 1, 2, …, n \). Hiki ke hōʻike ʻia ke kumu hoʻohālike linear a mākou e makemake ai e kūkulu penei:
\[ y = \beta_0 + \beta_1 x + \epsilon \]
kahi ʻo \( \beta_0 \) a me \( \beta_1 \) nā palena a mākou e makemake ai e kuhi, ʻoiai ʻo \( \epsilon \) ka hewa a i ʻole ke koena i manaʻo ʻia he awelika o ka ʻole.

ʻO ka pahuhopu o ke ʻano liʻiliʻi loa o nā squares ka hoʻemi ʻana i ka hana pahuhopu e hiki mai ana:
S(\beta_0, \beta_1) = \sum_{i=1}^{n} (y_i – \beta_0 – \beta_1 x_i)^2 \]

Ke ʻimi nei i nā palena kūpono: He ʻano makemakika

No ka loaʻa ʻana o nā waiwai palena e hoʻemi ana i ka hana pahuhopu \(S \), pono mākou e helu i nā derivatives hapa o \(S \) e pili ana iā \(\beta_0 \) a me \(\beta_1 \), a laila e hoʻoponopono i ka hoohalike aʻe:

\[ \frac{\partial S}{\partial \beta_0} = -2 \sum_{i=1}^n (y_i – \beta_0 – \beta_1 x_i) = 0 \]
\[ \frac{\partial S}{\partial \beta_1} = -2 \sum_{i=1}^n x_i (y_i – \beta_0 – \beta_1 x_i) = 0 \]

Ma ka hoʻoponopono ʻana i kēia ʻōnaehana o nā kaulike linear, hiki iā mākou ke loaʻa nā mea kuhi \(\hat{\beta_0}\) a me \(\hat{\beta_1}\):
\[ \hat{\beta_1} = \frac{n \sum_{i=1}^n x_i y_i – \sum_{i=1}^n x_i \sum_{i=1}^n y_i}{n \sum_{i=1}^n x_i^2 – (\sum_{i=1}^n x_i)^2} \]
\[ \hat{\beta_0} = \bar{y} – \hat{\beta_1} \bar{x} \]

kahi ʻo \(\bar{y}\) a me \(\bar{x}\) nā awelika o \(y\) a me \(x\) pakahi.

Ka Hoʻohana ʻana i ke ʻAno Hana Kūlike Loa

1. Hoʻokele waiwai a me ke kālā

Hoʻohana nui ʻia ke ʻano o nā huinahā liʻiliʻi loa i ka econometrics e hoʻohālike i nā pilina ma waena o nā loli hoʻokele waiwai. No ka laʻana, makemake paha kahi loiloi hoʻokele waiwai e hoʻohālike i ka hopena o ka helu hana ʻole ma ka hoʻonui ʻana o ke kumukūʻai. Ma ka hoʻohana ʻana i ke ʻano o nā huinahā liʻiliʻi loa, hiki i ka loiloi ke hoʻomohala i kahi kumu hoʻohālike regression e hoʻopili ana i nā loli ʻelua a hana i nā hopena helu e pili ana i ka ikaika a me ke ʻano o ka pilina.

2. Nā ʻEpekema Kaiapili

I loko o nā ʻepekema pili kanaka, hoʻohana pinepine ʻia ke ʻano o nā huinaha liʻiliʻi loa i nā anamanaʻo a me ka noiʻi psychological e aʻo i ka pilina ma waena o ke ʻano kanaka a me nā loli ʻē aʻe. ʻO kahi laʻana maʻamau he regression linear maʻalahi e pili ana i ka pae hauʻoli o ke kanaka i kā lākou loaʻa kālā makahiki.

3. ʻenekinia

I loko o ka ʻenekinia, hiki ke hoʻohana ʻia ke ʻano hana liʻiliʻi loa no ka hoʻoponopono ʻana i nā mea kani a me ka hana ʻana i nā hōʻailona. No ka laʻana, i ka hana ʻana i nā kiʻi kikohoʻe, hoʻohana ʻia kēia ʻano hana e hōʻemi i ka walaʻau i nā kiʻi ma ke kau ʻana i kahi kumu hoʻohālike e pili ana i ka ʻikepili i nānā ʻia.

4. Meteorology a me Climatology

Hoʻohana nā mea ʻike meteorology i kēia ʻano hana e kālailai i ka ʻikepili e pili ana i ka mahana, ka ua, a i ʻole nā ​​​​​​loli ʻē aʻe o ke aniau. Me nā hiʻohiʻona regression, hiki iā lākou ke wānana i nā ʻano aniau e pili ana i ka ʻikepili mōʻaukala, e kōkua ana i ka hana ʻana i nā wānana pololei.

Hoʻokō pono me Python

No ka hoʻokō ʻana i ke ʻano hana liʻiliʻi loa ma ka hana, ʻo ia hoʻi ka regression linear maʻalahi, hiki iā mākou ke hoʻohana i ka ʻōlelo papahana Python me ke kōkua o nā hale waihona puke `numpy` a me `matplotlib`. Eia kahi laʻana code e hōʻike ana i kēia kaʻina hana:

“`python
lawe i numpy e like me np
lawe mai i ka matplotlib.pyplot as plt

ʻIkepili laʻana
x = np.array([1, 2, 3, 4, 5])
y = np.array([2, 3, 5, 7, 11])

Ka awelika o x a me y
mean_x = np.mean(x)
mean_y = np.mean(y)

E helu i nā palena
helu = np.sum((x – mean_x) (y – mean_y))
denominator = np.sum((x – mean_x) 2)
b1 = helu / mahele
b0 = mean_y – b1 mean_x

Wānana y
y_pred = b0 + b1 x

Nā hopena hoʻolālā
plt.scatter(x, y, kala='uliuli', lepili='ʻIkepili Nānā')
plt.plot(x, y_pred, kala='ʻulaʻula', lepili='Laina Hoʻihoʻi')
plt.xlabel('x')
plt.ylabel('y')
plt.legend()
plt.hōʻike()

paʻi(f”Nā helu hoʻololi: b0 = {b0}, b1 = {b1}”)
".

Ka hopena

ʻO ke ʻano o nā huinahā liʻiliʻi loa he kahua ikaika a koʻikoʻi hoʻi ia i nā helu helu a me ka nānā ʻikepili. ʻO kona hiki ke hoʻēmi i nā hewa a hoʻonui i ke kūpono o ke kumu hoʻohālike e lilo ia i mea pono loa i nā ʻano kahua like ʻole, mai ka hoʻokele waiwai a i ka ʻenekinia a me nā ʻepekema pili kanaka. ʻOiai he maʻalahi ke kumumanaʻo kumu, hiki ke hoʻonui ʻia ke ʻano i nā kumu hoʻohālike paʻakikī e like me ka regression nonlinear, nā kumu hoʻohālike hopena hui, a me ke aʻo mīkini. Me ka hoʻomaopopo maikaʻi ʻana i ke ʻano o nā huinahā liʻiliʻi loa a me ka hoʻomaʻamaʻa lawa, hiki iā mākou ke hoʻomaikaʻi i ka pololei o kā mākou nānā ʻikepili a hana i nā hoʻoholo naʻauao hou aku.

Manaʻolana e hāʻawi kēia ʻatikala i kahi ʻike maopopo a piha hoʻi o ke ʻano hana least squares a me kāna mau noi.

Waiho i kahi manaʻo