engleski

Weighted median of the data in solving least absolute deviations problems

We consider the weighted median problem for a given set of data and analyze its main properties. As an illustration, an efficient method for searching for a weighted Least Absolute Deviations (LAD)-line is given, which is used as the basis for solving various linear and nonlinear LAD-problems occurring in applications. Our method is illustrated by an example of hourly natural gas consumption forecast.

median ; weighted median ; least absolute deviations ; LAD ; weighted LAD-line

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