Trend analysis is an application of this method, whose general model involves writing the predictions as the sum of the observations matrix times the parameters, plus an error vector.
Applied to Fourier analysis, this technique minimizes the norm of a function and its Fourier series approximation. Trend analysis is an application of this method, whose general model involves writing the predictions as the sum of the observations matrix times the parameters, plus an error vector. The solution is a set of parameters for a curve assuming the observation matrix is fixed, and the predictions have a Gaussian distribution. Weighted and multiple regression varieties generalize this curve-fitting technique. FTP name this technique which minimizes the magnitude of residuals about a line, a namesake type of fitting.
Applied to Fourier analysis, this technique minimizes the norm of a function and its Fourier series approximation.
least-squares