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Subject: Re: Basic Maths Help
From: Sujit Pal <sujit.pal@comcast.net>
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Date: Mon, 13 Jul 2009 10:26:50 -0700
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Hi Graham,

You want multiple linear regression. Check out this page from the
commons-math docs.
http://commons.apache.org/math/userguide/stat.html#a1.5_Multiple_linear_regression 

HTH
Sujit

On Mon, 2009-07-13 at 17:25 +0100, Graham Smith wrote:
> Hi,
> 
> I'm hoping that someone with a bit more maths knowledge than I have can help
> me with my current problem. I've got a data set that contains the daily
> closing price for a number of different stocks. What I want to do is find an
> equation that fits those points and then use it to predict the future price.
> 
> In the past I've written an application that did a simple least squares
> linear regression (what is handled by the SimpleRegression class I believe)
> e.g. finding a line of best fit with the formula y = mx + c. What I need now
> is something that can give me a formula of y = ax^n + bx^n-1 .... mx + c
> where I can choose n, the number of terms.
> 
> I think this can be handled by general least squares but the simple case I
> implemented in the past was already pushing my understanding of maths. Is
> this what the GLSMultipleLinearRegression class does? If so what do I need
> to read up on to understand it?
> 
> Many thanks,
> Graham


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