diff --git a/Math/Stochastic/Average.js b/Math/Stochastic/Average.js
new file mode 100644
index 0000000..1b58342
--- /dev/null
+++ b/Math/Stochastic/Average.js
@@ -0,0 +1,31 @@
+/**
+ * Average class.
+ *
+ * @author     OMS Development Team <dev@oms.com>
+ * @author     Dennis Eichhorn <d.eichhorn@oms.com>
+ * @copyright  2013 Dennis Eichhorn
+ * @license    OMS License 1.0
+ * @version    1.0.0 * @since      1.0.0
+ */
+(function (jsOMS, undefined)
+{
+    "use strict";
+    /** @namespace jsOMS.Math.Stochastic.Average */
+    jsOMS.Autoloader.defineNamespace('jsOMS.Math.Stochastic.Average');
+
+    jsOMS.Math.Stochastic.Average.arithmeticMean = function (values, offset = 0)
+    {
+        Array.sort(values);
+        let length = values.length;
+
+        if (offset > 0) {
+            values = Array.splice(offset, length - offset);
+        }
+
+        if (length === 0) {
+            throw 'Division zero';
+        }
+
+        return values.reduce((a, b) => a + b, 0) / count;
+    };
+}(window.jsOMS = window.jsOMS || {}));
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diff --git a/Math/Stochastic/Forecast/LinearRegression.js b/Math/Stochastic/Forecast/LinearRegression.js
new file mode 100644
index 0000000..15d5db2
--- /dev/null
+++ b/Math/Stochastic/Forecast/LinearRegression.js
@@ -0,0 +1,35 @@
+/**
+ * Linear regression class.
+ *
+ * @author     OMS Development Team <dev@oms.com>
+ * @author     Dennis Eichhorn <d.eichhorn@oms.com>
+ * @copyright  2013 Dennis Eichhorn
+ * @license    OMS License 1.0
+ * @version    1.0.0 * @since      1.0.0
+ */
+(function (jsOMS, undefined)
+{
+    "use strict";
+    /** @namespace jsOMS.Math.Stochastic.Forecast.LinearRegression */
+    jsOMS.Autoloader.defineNamespace('jsOMS.Math.Stochastic.Forecast.LinearRegression');
+
+    jsOMS.Math.Stochastic.Forecast.LinearRegression.getLinearRegresseion = function (x, y)
+    {
+        let count = x.length,
+            meanX = jsOMS.Math.Stochastic.Average.arithmeticMean(x),
+            meanY = jsOMS.Math.Stochastic.Average.arithmeticMean(y),
+            sum1  = 0,
+            sum2  = 0,
+            b0, b1;
+
+        for (let i = 0; i < count; i++) {
+            sum1 += (y[i] - meanY) * (x[i] - meanX);
+            sum2 += (x[i] - meanX) ** 2;
+        }
+
+        b1 = sum1 / sum2;
+        b0 = meanY - b1 * meanX;
+
+        return {b0: b0, b1: b1};
+    };
+}(window.jsOMS = window.jsOMS || {}));
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