Linear Regression PHP Class

This PHP 5 class accepts an array of data as input, performs linear regression analysis and returns the trend line. The result is the same as in Excel (Tools/Data Analysis/Regression) <?php /** perform regression analysis on the input data, make the trend line y=ax+b * @author Son Nguyen * @since 11/18/2005 * @package Framework * @subpackage Math */ class CRegressionLinear { private $mDatas; // input data, array of (x1,y1);(x2,y2);... pairs, or could just be a time-series (x1,x2,x3,...) /** constructor */ function __construct($pDatas) { $this->mDatas = $pDatas; } /** compute the coeff, equation source: http://people.hofstra.edu/faculty/Stefan_Waner/RealWorld/calctopic1/regression.html */ function calculate() { $n = count($this->mDatas); $vSumXX = $vSumXY = $vSumX = $vSumY = 0; //var_dump($this->mDatas); $vCnt = 0; // for time-series, start at t=0 foreach ($this->mDatas AS $vOne) { if (is_array($vOne)) { // x,y pair list($x,$y) = $vOne; } else { // time-series $x = $vCnt; $y = $vOne; } // fi $vSumXY += $x*$y; $vSumXX += $x*$x; $vSumX += $x; $vSumY += $y; $vCnt++; } // rof $vTop = ($n*$vSumXY - $vSumX*$vSumY); $vBottom = ($n*$vSumXX - $vSumX*$vSumX); $a = $vBottom!=0?$vTop/$vBottom:0; $b = ($vSumY - $a*$vSumX)/$n; //var_dump($a,$b); return array($a,$b); } /** given x, return the prediction y */ function predict($x) { list($a,$b) = $this->calculate(); $y = $a*$x+$b; return $y; } } ?>

Sample Usage

// sales data for the last 30 quarters $vSales = array( 637381,700986,641305,660285,604474,565316,598734,688690,723406,697358, 669910,605636,526655,555165,625800,579405,588317,634433,628443,570597, 662584,763516,742150,703209,669883,586504,489240,648875,692212,586509 ); $vRegression = new CRegressionLinear($vSales); $vNextQuarter = $vRegression->predict(); // return the forecast for next period In this example, we assume it's a very simple case. For a better forecasting method, there are many, including this multiplicative forecasting method that takes into account seasonality, irregularity and also the growth trend.