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Practice Problems For Curve Fitting - Solution

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CME261

Kaiwen Xia

Engineering Mathematics
November 04, 2010

Practice Problems for Curve Fitting - Solution


A. Linear Regression
1. Use least squares regression to fit a straight line to the data given in Table
1. Along with the slope and intercept, compute the standard error of the
estimate and the coefficient of determinant.
Table 1
x
y

0
5

2
6

4
7

6
6

9
9

11
8

2. An investigator has reported the data tabulated in Table 2 for an


experiment to determine the growth rate of bacteria k (per d) as a
function of oxygen concentration (mg/L). It is known that such data can
be modeled by the following equation:

kmax c 2
cs + c 2
where cs and kmax are parameters. Use a transformation to linearize this
equation. Then use linear regression to estimate cs and kmax and predict
the growth rate at c=2 mg/L.
k=

Table 2
C
K

0.5
1.1

0.8
2.4

1.5
5.3

2.5
7.6

4
8.9

B. General Linear Least Squares and nonlinear regression


A physics process can be described with the equation y = f ( x) =

a0 a1
. The
+
x x2

measured values of ( x, y ) are listed in the following table:


Table 3
x
y

1
3

2
0.9

3
0.6

4
0.4

Use direct nonlinear regression method to determine a0 and a1.

CME261

Engineering Mathematics
November 04, 2010

Kaiwen Xia

C. Polynomial Interpolation
Assume that the tabulated data in Table 3 are precise; apply the 3rd order Lagrange
Polynomial to approximate f (2.5) with precision to five decimal spaces.

D. Spline interpolation
Fit the data in Table 4 with a quadratic with natural end conditions.
Table 4
x
y

1
55

1.5
22

2
13

2.5
10

CME261

Kaiwen Xia

Engineering Mathematics
November 04, 2010

Practice Problems for Curve Fitting - Solution

A. Linear Regression
1. Use least squares regression to fit a straight line to the data given in Table
1. Along with the slope and intercept, compute the standard error of the
estimate and the coefficient of determinant.
Table 3
0
5

x
y

2
6

4
7

6
6

9
9

11
8

Solution:

The straight line that results in the least sum of squares of the residuals
between the measured y and the calculated y will be:
y = a1 x + a0
n xi yi xi yi

where a1 =

n xi2 ( xi )

and a0 = y a1 x

For the data in table 1 we have:


n =6,

= 32 ,

x y

= 41 ,

= 245 ,

2
i

= 258 , x = 5.33 , y = 6.83 .

Substituting in the above relations:


a1 =

6 245 32 41
= 0.30152 and a0 = 6.83 0.30152 5.33 = 5.2258
6 258 322

Therefore, the equation we are looking for is: y = 0.3015 x + 5.2258 .


The standard error of the estimate, SY / X , is given by the following equation:
Sr
n2
where S r is defined as
SY / X =

S r = ei2 = ( yi a0 a1 xi )
n

i =1

i =1

CME261

Kaiwen Xia

Engineering Mathematics
November 04, 2010
In this case, Sr is computed to be S r = 2.8931 .

The coefficient of determinant is r2 is the normalized decrease in the error due


to describing the data in terms of a straight line rather than an average value
and it is given by the following equation:

St S r
St
where St is the total sum of squares around the mean for y:
r2 =

St = ( yi y )

i =1

For the given data, we have:

St = 10.833 and r 2 =

10.833 2.893
= 0.7329
10.833

2. An investigator has reported the data tabulated in Table 2 for an


experiment to determine the growth rate of bacteria k (per d) as a
function of oxygen concentration (mg/L). It is known that such data can
be modeled by the following equation:
kmax c 2
cs + c 2
where cs and kmax are parameters. Use a transformation to linearize this
equation. Then use linear regression to estimate cs and kmax and predict
the growth rate at c=2 mg/L.
k=

Table 4
C
K

0.5
1.1

0.8
2.4

1.5
5.3

2.5
7.6

4
8.9

Solution:
The given equation for the growth rate of bacteria can be linearized in the
following way:

kmax c 2
c
1
1
1
= s 2+
2
cs + c
k kmax c kmax
which is of the form y = a1 x + a0
k=

with y = 1/ k , x = 1

c2

, a0 = 1

kmax

and a1 =

cs

kmax

CME261

Kaiwen Xia

Engineering Mathematics
November 04, 2010

As a result if we remake the data in table 2 accordingly, we can use linear


regression to estimate cs and kmax.
1

c2
1
k

1.563

0.444

0.160

0.063

0.909

0.417

0.189

0.132

0.112

As in exercise 1, we need to calculate the following quantities for this data:


n = 5,

= 6.299 ,

x = 2.076 , y = 0.586 .

= 1.758 ,

x y
i

= 4.399 ,

2
i

= 18.668 ,

Then we can calculate 0 and 1:

a1 =

5 4.399 6.299 1.758


= 0.202 ,
5 18.668 6.2992

a0 = 0.586 0.202 2.076 = 0.099

Now that we know 0 and 1, we can calculate cs and kmax:

a0 = 1
a1 =

cs

kmax

kmax

kmax = 1

a0

=1

0.099

= 10.1 d-1

cs = a1 kmax = 0.202 10.1 = 2.04 mg/L

and the expression for k is:

k=

10.1 c 2
2.04 + c 2

c = 2 mg / L

k = 6.689 d 1

B. General Linear Least Squares and nonlinear regression


A physics process can be described with the equation y = f ( x) =

a0 a1
. The
+
x x2

measured values of ( x, y ) are listed in the following table:


Table 3
x
y

1
3

2
0.9

3
0.6

4
0.4

Use direct nonlinear regression method to determine a0 and a1.

CME261

Kaiwen Xia

Engineering Mathematics
November 04, 2010

S r = ( yi

a0 a1 2
)
xi xi2

1
1
a0 a1
a0 a1
S r

a = 2( yi x x 2 )( x ) = 0
( yi x x 2 )( x ) = 0
0
i
i
i
i
i
i

S
a0 a1
a0 a1
1
1
r

= 2( yi 2 )( 2 ) = 0
( yi x x 2 )( x 2 ) = 0
a1

xi xi
xi
i
i
i
1
1
1 a0 a1
yi

( yi x x 2 x 3 ) = 0
a0 x 2 +a1 x 3 = x
i
i
i
i
i
i

1
1
yi
1 a0 a1
( yi 2 3 4 ) = 0
a0 3 +a1 4 = 2

xi xi xi
xi
xi
xi
i

xi

yi

1
2
3
4

1
2
3
4

3
0.9
0.6
0.4

1 / xi2
1.0000
0.2500
0.1111
0.0625
1.4236

1 / xi3
1.0000
0.1250
0.0370
0.0156
1.1777

1 / xi4
1.0000
0.0625
0.0123
0.0039
1.0788

yi / xi
3.0000
0.4500
0.2000
0.1000
3.7500

yi / xi2
3.0000
0.2250
0.0667
0.0250
3.3167

The system to solve is then:


1.4236a0 + 1.1777 a1 = 3.7500
a = 0.9206
0

a1 = 2.0714
1.1777 a0 + 1.0778a1 = 3.3167

C. Polynomial Interpolation
Assume that the tabulated data in Table 3 are precise; apply the 3rd order Lagrange
Polynomial to approximate f (2.5) with precision to five decimal spaces.
Solution:
The third order Lagrange polynomial for the four data points given in table 3 will be:
4

x xj

i =1

j =1
j i

xi x j

y = yi Li ( x) , Li ( x) =

where:

for i=1

CME261
L1 ( x) =

( x x2 )( x x3 )( x x4 )
( x 2)( x 3)( x 4)
=
( x1 x2 )( x1 x3 )( x1 x4 )
6

( x x1 )( x x3 )( x x4 )
( x 1)( x 3)( x 4)
=
( x2 x1 )( x2 x3 )( x2 x4 )
2

for i=3

L3 ( x) =

Kaiwen Xia

for i=2

L2 ( x) =

Engineering Mathematics
November 04, 2010

( x x1 )( x x2 )( x x4 )
( x 1)( x 2)( x 4)
=
( x3 x1 )( x3 x2 )( x3 x4 )
2

and for i=4

L4 ( x) =

( x x1 )( x x2 )( x x3 )
( x 1)( x 2)( x 3)
=
( x4 x1 )( x4 x2 )( x4 x3 )
6

Changing the notation of the data points to make it easier to substitute, gives:
Substituting gives:

f3 ( x) =

( x 2 )( x 3)( x 4 ) 3 + ( x 1)( x 3)( x 4 ) 0.9 +

2
6
( x 1)( x 2 )( x 4 ) 0.6 + ( x 1)( x 2 )( x 3) 0.4
+
6
2

f 3 ( x) = 0.5 ( x 2 )( x 3)( x 4 ) + 0.45 ( x 1)( x 3)( x 4 )


0.3 ( x 1)( x 2 )( x 4 ) + 0.067 ( x 1)( x 2 )( x 3)

To find f(2.5) we substitute x=2.5 in the above equation:

f 3 ( x) = 0.5 ( 2.5 2 )( 2.5 3)( 2.5 4 ) + 0.45 ( 2.5 1)( 2.5 3)( 2.5 4 )
0.3 ( 2.5 1)( 2.5 2 )( 2.5 4 ) + 0.067 ( 2.5 1)( 2.5 2 )( 2.5 3) = 0.63125

CME261

Engineering Mathematics
November 04, 2010

Kaiwen Xia

D. Spline interpolation
Fit the data in Table 4 with a quadratic with natural end conditions.
Table 4
x
y

1
55

1.5
22

2
13

2.5
10

Solution:

For quadratic splines, we want to derive a second order polynomial for each interval
which will fit the data in the interval. The polynomial is of the following form:

f i ( x) = ai + bi ( x xi ) + ci ( x xi ) 2
Natural condition implies c1 = 0, b1 = ( y2 y1 ) /( x2 x1 ) .
Use the formula:

ai +1 = yi +1
a1 = 55 a2 = 22 a3 = 13

b1 = 66; b2 = 66; b3 = 30
bi +1 = bi + 2ci ( xi +1 xi )

c = 0 c = 96 c = 72
yi + 2 yi +1
bi +1
3
2
1
ci +1 = ( x x ) 2 ( x x )
i+2
i +1
i+2
i +1

The splines are plotted in the graph below.


60
50

40
30
20
10
0.8 1.0 1.2 1.4 1.6 1.8 2.0 2.2 2.4 2.6

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