Regression analysis is a form of predictive modelling technique which investigates the relationship between a dependent (target) and independent variable(s) (predictor). This technique is used for forecasting, time series modelling and finding the causal effect relationship between the variables. Typical applications include electricity load forecasting and algorithmic trading.

Regression analysis:

  • Indicates the significant relationships between dependent variable and independent variable.
  • Indicates the strength of impact of multiple independent variables on a dependent variable.
  • Can be used to compare the effects of variables measured on different scales.

Polynomial regression

Stepwise regression

Ridge regression

Lasso regression

ElasticNet regression

  • Last modified: 2019/09/08 15:54