Abstract
A method of fitting polynomials to equally spaced data is developed which is more rapid than the method of least squares. The orthogonal polynomial $T_j(x)$ of the least squares method is replaced by a step function $w_j(x),$ and this greatly reduces the number of multiplications. An efficiency of about 90 per cent is obtained for the estimates of the coefficients and fitted values.
Citation
P. G. Guest. "The Fitting of Polynomials by the Method of Weighted Grouping." Ann. Math. Statist. 22 (4) 537 - 548, December, 1951. https://doi.org/10.1214/aoms/1177729543
Information
