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Nonlinear Regression

The document discusses nonlinear curve fitting and parabolic fitting. It provides an example of using the least squares method to determine the best fit parabolic curve for a given data set. The example shows collecting the data, calculating the sums needed for the normal equations, solving the normal equations to determine the constants a0, a1 and a2, and using the resulting equation to predict values.

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Muhammad Ahtisham Asif
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107 views20 pages

Nonlinear Regression

The document discusses nonlinear curve fitting and parabolic fitting. It provides an example of using the least squares method to determine the best fit parabolic curve for a given data set. The example shows collecting the data, calculating the sums needed for the normal equations, solving the normal equations to determine the constants a0, a1 and a2, and using the resulting equation to predict values.

Uploaded by

Muhammad Ahtisham Asif
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Numerical Analysis

Non-Linear Regression
Topic: Curve Fitting (Parabola fitting)

Curve Fitting
To determine an equation that
connects variables, first step is to
collect data.
For example, (x1, y1), (x2, y2), (x3,
y3) and so on.
The next step is to plot the data
points on a rectangular coordinate
system. This is called a scatter
For
example, data and scatter diagram are
diagram.

1
0

1
5

2
7

3
8

4
5

7
7

Non-linear Curve Fitting


From a scatter diagram it is often
possible to visualize a smooth
curve. This is an approximate
curve.
For example the data plot shown
here appears to be a parabolic.
So, we say a non-linear relationship
exists between x and y.
We can sometimes reduce a nonlinear
relation to a linear by change of variables.
However, general problem of finding
equation or relationship between x and y or
curve fitting is generally used.

Nonlinear Curve Fitting


Nonlinear Equations Reducible to linear form:
Let us do one example to understand this.
Example 1:

Volume, V

Pressure, P

Table here gives the experimental values


of pressure (P) for various volumes
(V) of gas. According to physics, the
law is PVr = C = constant.

54.3

61.2

61.8

49.5

72.4

37.6

(a) Find values of r and constant C.


(b) Write an equation for P and V.
(c) Find value of P when V = 100.

88.7

28.4

118.6

19.2

194.0

10.1

Nonlinear Curve Fitting


Nonlinear Equations Reducible to linear form:
Example 1:

Since, the law is PV r = C = constant.


We can say:
log P + rlog V = log C
log P = log C rlog V
Calling log V = X
And
log P = Y
The equation can be written as
Y = a 0 + a1 X
Where, a0 = log C and a1 = r

Volume, V

Pressure,
P

54.3

61.2

61.8

49.5

72.4

37.6

88.7

28.4

118.6

19.2

194.0

10.1

Nonlinear Curve Fitting


Nonlinear Equations Reducible to linear form:
Example 1: Table here gives log V = X and log P = Y
V

X = log V

Y = log P

X2

XY

54.3

61.2

1.7348

1.7868

3.0095

3.0997

61.8

49.5

1.7910

1.6946

3.2077

3.0350

72.4

37.6

1.8597

1.5752

3.4585

2.9294

88.7

28.4

1.9479

1.4533

3.7943

2.8309

118.6

19.2

2.0741

1.2833

4.3019

2.6617

194.0

10.1

2.2878

1.0043

5.2340

2.2976

X = 11.6953

Y = 8.7975

X2 = 11.6953

XY = 16.8543

Nonlinear Curve Fitting


Example 1:
To find constants a0 and a1, let us use
normal equations:

Y a N a X
XY a X a X
0

N=6
X = 11.6953

Y = 8.7975

X2 = 23.0059 XY = 16.8543

Putting values of sums into above equations:


8.7975 = 6a0 + 11.6953a1
16.8543 = 11.6953a0 + 23.0059a1
Solving these we get: a0 = 4.20

and a1 = -1.40

So, least square line equation is

Y = 4.20 - 1.40 X

Nonlinear Curve Fitting


Example 1:

(a)

Y = 4.20 - 1.40 X

Since a0 = 4.20 = log C ; and a1 = -1.40 = -r ; it means C = 1.60 x 104 and r = 1.4

(b)
Required equation in terms of P and V is P V 1.4 = 1.60 x 104 .

(c)
When V = 100, X = log V = 2, Y = log P = 4.20 - 2.8 = 1.40;
P = antilog (P) =25.1.

Non-Linear Regression - Parabolic


fitting
To avoid individual judgment in fitting curves, it is necessary
to agree on a definition of best fitting curve.

y
xi , yi

Of all the curves


approximating the data
set, the curve having the
property that sum of all
squares of residual is
minimum, that curve is
called best fitting curve.


2
1

2
2

2
3

2
4

xn , y n

x2 , y 2

x3 , y3

x1 , y1
2
n

i is minimum.
i 1

Parabolic curve fitting


The best fitting parabola is then called least-square curve. The
least square curve that approximates the data (x1, y1), (x2,
y2), . . . , (xn, yn) is

y a0 a1 x a2 x 2

Where, constants are determined


from solving following:

y a N a xa x
0

y
x,y

y a0 x a1 x a2 x
2

x2 , y 2

x3 , y3

These are called normal equations for


least square parabola.

xn , y n

2
3
xy

a
x

a
x

a
x

0
1
2
2

x1 , y1

Example on least square Curve


fitting
Example 2:
Year

Population, y

1880

50.2

1890

62.9

1900

76.0

(a) Draw a graph for the data.

1910

92.0

(b) Find an equation of a least-square parabola that


fits the data.

1920

105.7

1930

122.8

(c) Predict the population in 1990, and 2000.

1940

131.7

1950

151.1

1960

179.3

1970

203.3

1980

226.5

Table shows the population (in millions) of a country


in 10-year intervals.

Example on least square Curve


fitting
Example 3
Year

x2

x3

x4

xy

x2y

1880

-5

50.2

25

-125

625

-251.0

1255.0

1890

-4

62.9

16

-64

256

-251.6

1006.4

1900

-3

76.0

-27

81

-228.0

684.0

1910

-2

92.0

-8

16

-184.0

368.0

1920

-1

105.7

-1

-105.7

105.7

1930

122.8

1940

131.7

131.7

131.7

1950

151.1

16

302.2

604.4

1960

179.3

27

81

537.9

1613.7

1970

203.3

16

64

256

813.2

3252.8

1980

226.5

25

125

625

1132.5

5662.5

x =
0

y =
1401.5

x2 =
110

x3 =
0

x4 =
1958

xy =
8904.7

x2y =
14684.2

Example on least square Curve


fitting
Example 3:

y a0 N a1 x a2 x

To find constants a0 and a1, let us


use normal equations:

2
3
xy

a
x

a
x

a
x

0
1
2
2
3
4
x
y

a
x

a
x

a
x

0
1
2
2

x = 0

y = 1401.5

x2 = 110

x3 = 0

x4 = 1958

xy = 1897.2

Putting values of sums into above equations:


1401.5 = 11 a0 + 110 a1
1897.2 = 110 a1
14684.2 = 110a0 + 1958 a1
Solving these we get: a1 = 17.25 ;
So, least square line equation is

a0 = 119.61 and a2 = 0.7800


y = 119.61 + 17.25 x + 0.78 x2

x2y = 14684.2

Example on least square Curve


fitting
Example 3:
So, least square line equation is

y = 119.61 + 17.25 x + 0.78 x2

The origin is at x = 0 and it is 1930. The unit of x is 10 years.


(c) The year 1990 corresponds to x = 6 and y = 251.2 and the year 2000
corresponds to x = 7 and y = 278.6 million. So, it the trend continues, these
are predicted populations from this curve.

Example on least square Curve


fitting
Example 4: male and female populations in a country as a
function of years is given in millions :
year

1920

1930

1940

1950

1960

1970

1980

Male population
(millions)

53.90

62.14

66.06

75.19

88.33

98.93

110.05

female population
(millions)

51.81

60.64

65.61

76.14

90.99

104.31

116.49

difference
(millions)

2.09

1.50

0.45

-0.95

-2.66

-5.38

-6.44

(a) Graph the differences in these populations.


(b) Find an equation for the least square line fitting this difference data.
(c) Try to predict the differences for the year 1990; year 2000 and year
2010 assuming that the trend continues.

Example on least square line


fitting
Example 4: Farm employment in a country as a function of years
is given in millions of workers as shown in table below:
(a) Graph for the data.
year

Difference
(in millions)

1920

2.90

1930

1.50

1940

0.45

1950

-0.95

1960

-2.66

1970

-5.38

1980

-6.44

Example on least square Curve


fitting
Example 4:
Year

x2

x3

x4

xy

x2y

1920

-3

2.90

-27

81

-8.7

26.1

1930

-2

1.50

-8

16

-3.0

6.0

1940

-1

0.45

-1

-0.45

0.45

1950

-0.95

1960

-2.66

-2.66

-2.66

1970

-5.38

16

-10.76

-21.52

1980

-6.44

27

81

-19.32

-57.96

x =
0

y =
-10.58

x2 = 28

x3 = 0

x4 =196

xy =
-44.89

x2y =
-49.59

Example on least square line


fitting
Example 3:

y a0 N a1 x a2 x

2
3
xy

a
x

a
x

a
x

0
1
2

To find constants, let us use


normal equations:

x = 0

y = -10.58

x2 = 28

2
3
4
x
y

a
x

a
x

a
x

0
1
2
2

x3 = 0

x4 = 196

xy = -44.89

x2y = -49.59

Putting values of sums into above equations:


-10.58 = 7 a0 + 28a2
-44.89 = 28 a1
-49.59 = 28a0 + 196a2
Solving these we get: a1 = - 1.603 ;
So, least square line equation is

a0 = -1.165 and a2 = 0.0866


y = -1.165 - 1.603 x - 0.0866 x2

Example on least square Curve


fitting
Example 4: y = -1.165 - 1.603 x - 0.0866 x
2

Year

yest

1920

-3

2.90

2.87

1930

-2

1.50

1.69

1940

-1

0.45

0.35

1950

-0.95

-1.17

1960

-2.66

-2.86

1970

-5.38

-4.72

1980

-6.44

-6.23

Example on least square Curve


fitting
Example 3: y = -1.165 - 1.603 x - 0.0866 x
2

So, least square curve equation is


The origin is at x = 0 and it is 1950. The unit of x is 10 years.
(c)
The year 1990 corresponds to x = 4 and y = -8.96 million and the year
2000 corresponds to x = 5 and y = -11.35 million. So, it the trend of this
difference in population continues, these are predicted values from this
curve.

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