基于MapReduce多元线性回归预测模型.docVIP

基于MapReduce多元线性回归预测模型 　　摘 要: 　　 　　针对传统的多元线性回归预测方法处理时间长且受内存限制的特点，对时序样本数据设计了基于MapReduce的并行多元线性回归预测模型。模型由三组MapReduce过程组成，分别求解由历史数据所构成叉积矩阵的特征向量和标准正交特征向量，用来预测未来参数的特征值和特征向量矩阵和未来时刻回归参数的估计量。设计并实现了实验来验证提出的并行多元线性回归预测模型的有效性。实验结果表明，基于MapReduce的多元线性回归预测模型具有较好的加速比和可扩展性，适合于大规模时序数据的分析和预测。 　　?ス丶?词:MapReduce；多元线性回归；预测模型；加速比；可扩展性 　　 　　?ブ型挤掷嗪?: TP311 　　 　　文献标志码:A 　　英文标题?? 　　 　　Multivariate linear regression forecasting model based on MapReduce 　　?び⑽淖髡呙? 　　 　　DAI Liang????1,2??*??, XU Hongke????1,2??, CHEN Ting????2,3??, QIAN Chao????1,2??, LIANG Dianpeng??4 　　?び⑽牡刂?( 　　 　　 　　1.School of Electronic and Control Engineering, Chang??an University, Xi??an Shaanxi 710064, China??;???? 　　2.Shaanxi Road Traffic Detection and Equipment Engineering Research Center, Xi??an Shaanxi 710064,China??;???? 　　3.School of Information Engineering, Chang??an University, Xi??an Shaanxi 710064, China??;???? 　　4.IBM China Systems and Technology Laboratory, Xi??an Shaanxi 710068, China 　　 　　英文摘要)?? 　　Abstract: 　　According to the characteristics of traditional multivariate linear regression method for long processing time and limited memory, a parallel multivariate linear regression forecasting model was designed based on MapReduce for the time??series sample data. The model was composed of three MapReduce processes which were used to solve the eigenvector and standard orthogonal vector of cross product matrix composed by historical data, to forecast the future parameter of the eigenvalues and eigenvectors matrix, and to estimate the regression parameters in the next moment respectively. Experiments were designed and implemented to the validity effectiveness of the proposed parallel multivariate linear regression forecasting model. The experimental results show multivariate linear regression prediction model based on MapReduce has good speedup and scaleup, and suits for analysis and forecasting of large data. 　　英文关键词??Key words: 　　 　　MapReduce; multivariate linear regression; foreca