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user20160
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Searching for a method name Linear regression using running parameters

iI always asked myself what was the right method name formulation for a simple linear regression using running parameters.

I mean that instead of using constant mean $\bar{y}$ or $\bar{x}$ for the estimation of $ \alpha$ we use a simple moving average of $x$ and $y$ as well as a running standard deviation and a running correlation coefficient.

I've heard of least square moving average as well as local regression/running line but imI'm not sure what is the correct formulation of such a method.

Searching for a method name

i always asked myself what was the right method name formulation for a simple linear regression using running parameters.

I mean that instead of using constant mean $\bar{y}$ or $\bar{x}$ for the estimation of $ \alpha$ we use a simple moving average of $x$ and $y$ as well as a running standard deviation and a running correlation coefficient.

I've heard of least square moving average as well as local regression/running line but im not sure what is the correct formulation of such method.

Linear regression using running parameters

I always asked myself what was the right method name for a simple linear regression using running parameters.

I mean that instead of using constant mean $\bar{y}$ or $\bar{x}$ for the estimation of $ \alpha$ we use a simple moving average of $x$ and $y$ as well as a running standard deviation and a running correlation coefficient.

I've heard of least square moving average as well as local regression/running line but I'm not sure what is the correct formulation of such a method.

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Wolt
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Searching for a method name

i always asked myself what was the right method name formulation for a simple linear regression using running parameters.

I mean that instead of using constant mean $\bar{y}$ or $\bar{x}$ for the estimation of $ \alpha$ we use a simple moving average of $x$ and $y$ as well as a running standard deviation and a running correlation coefficient.

I've heard of least square moving average as well as local regression/running line but im not sure what is the correct formulation of such method.