[機統] 多變數求最適值
我有五個變數: X1,X2,X3,X4,X5
另有千筆歷史資料,舉例十筆如下:
X1 X2 X3 X4 X5
1 -88.44 -93.26 10.743 28.924 95.276
2 -9.24 27.94 -0.281 41.612 -1.403
3 -50.64 -48.66 -44.481 -38.364 130.124
4 -44.74 -33.76 -47.185 -34.412 61.396
5 -7.44 2.24 55.983 82.068 41.552
6 -16.74 -20.06 19.063 27.572 75.432
7 41.46 -19.66 59.415 4.796 56.919
8 -50.84 -28.96 -70.897 -52.092 117.54
9 -19.04 31.84 -102.929 -69.46 44.335
10 -2.64 -3.76 34.351 44.108 27.879
....有千多筆
如果假設X1+X2+X3+X4+X5=0 有辦法求出最適解嗎?
EX.-88.44X1-93.26X2+10.743X3+28.924X4+95.276X5=0
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