Method of Least Squares

GPTKB entity

Statements (33)
Predicate Object
gptkbp:instanceOf gptkb:mathematical_concept
gptkbp:application Time series analysis
Curve fitting
Econometrics
Parameter estimation
Physics experiments
gptkbp:appliesTo Overdetermined systems
gptkbp:assumes Errors are independent
Errors are normally distributed
Errors have constant variance
gptkbp:category Numerical analysis
Estimation theory
gptkbp:form minimize sum of squared differences between observed and predicted values
https://www.w3.org/2000/01/rdf-schema#label Method of Least Squares
gptkbp:introduced gptkb:Carl_Friedrich_Gauss
gptkb:Adrien-Marie_Legendre
gptkbp:introducedIn 1805
gptkbp:output Best-fit parameters
Fitted model
Residuals
gptkbp:purpose Minimize sum of squared residuals
gptkbp:relatedTo gptkb:Linear_regression
gptkb:Ordinary_least_squares
Generalized least squares
Nonlinear least squares
Weighted least squares
gptkbp:usedIn gptkb:signal_processing
gptkb:Regression_analysis
Statistics
Machine learning
Data fitting
gptkbp:bfsParent gptkb:Johann_Carl_Friedrich_Gauss
gptkbp:bfsLayer 5