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The classical least-square method was extended from the real number into the complex number domain, which is called the complex least-square method. The mathematical derivation and its applications show that the complex least-square method is different from one that the real number and the imaginary number are separately calculated with the classical least-square, by which the actual leastsquare estimation cannot be obtained in practice. Applications of this new method to an arbitrarily given series and to the precipitation in rainy season at 160 meteorological stations in China mainland show advantages of this method over other conventional statistical models.