Computing Applications for Engineers (ENG60104)

Curve Fitting

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Learning Outcome
LO2 - Apply numerical methods to find the roots of
algebraic equations, perform interpolation, curve fitting,
numerical differentiation and integration

Lesson Learning Outcome

At the end of the lesson, student should be able to:
• apply different curve fitting methods to perform
calculation
• understand how to find the best fit curve

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 Curve Fitting

Linear Polynomial
Regression Regression

Goodness of fit

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Linear Regression

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 Linear Regression

• is also known as least-squares regression

• Fit a straight line to a set of paired observations: (x1, y1),

(x2, y2), …, (xn, yn)

y y

x x
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 Linear Regression

Y = a0 + a1x + e

a0 - Intercept
a1 - slope
e - error, or residual between the model and the observations

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 Linear Regression
Criteria for a ‘Best’ fit
Best strategy is to minimise the sum of the squares
of the residuals between the measure y
(from the given data)
and the y calculated with linear model
(means equations from regression):

Sr = = (yi(measured) - yi(model)) 2

Low Sr means good correlation

Sr = is the sum of the squares of the residuals

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 Linear Regression

yi model is: Y = a0 + a1x

Equation of Sr

Sr = = (yi(measured) - yi(model)) 2

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 Linear Regression

yi model is: Y = a0 + a1x

Equation of Sr

Sr = = (yi(measured) - yi(model)) 2

Sr = (yi -

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 Linear Regression

yi model is: Y = a0 + a1x

Equation of Sr

Sr = = (yi(measured) - yi(model)) 2

(yi - a0 - a1xi )
2
Sr =

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Linear Regression

(yi - a0 - a1xi )
2
Sr =

dSr
= 2(yi - a0 - a1xi ) (-1) = 0
da0

(yi - a0 - a1xi ) = 0

yi - a0 - a1xi = 0

yi - n a0 - a1 xi = 0

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Linear Regression

yi - n a0 - a1 xi = 0

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Linear Regression

yi - a1 xi = n a0

yi xi
- a1 = a0
n n

— —
a0 = y - a1 x

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Linear Regression

(yi - a0 - a1xi )
2
Sr =

dSr
= 2(yi - a0 - a1xi ) (-xi) = 0
da1

(yi - a0 - a1xi )(xi) = 0

yixi - a0xi - a1xi = 0

2

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Linear Regression

Y = a0 + a1x

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Example
Fit a straight line through the x and y values in the following
table
28

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1 0.5 0.5 1
2.5 5.0 4
2
119.5
3 2.0 6.0 9
4 4.0 16 16 140
3.5 17.5 25
5
28
6 6.0 36 36 =4
7
7 5.5 38.5 49
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28 24 119.5 140 = 3.428571
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 28

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119.5

140
28
=4
7
24
= 3.428571
7

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Equation of model
Y = 0.07142857 + 0.8392857 x

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 Goodness of fit

close to 1
mean good
r2 = coefficient of determination
r = correlation coefficient

St = total sum of the squares of the residuals between data

points and the mean

Sr = is the sum of the squares of the residuals

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Goodness of fit
𝑛
2
St = ෍ 𝑦𝑖 𝑚𝑒𝑎𝑠𝑢𝑟𝑒𝑑 − 𝑦ത
𝑖=1

Sr = = (yi(measured) - yi(model))2

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quantifies the improvement or error reduction due to
describing data in terms of a straight line rather than as
an average value

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Example 1
Determine the correlation coefficient of the following data
using linear regression line

1 0.5
2 2.5
3 2.0
4 4.0
5 3.5
6 6.0
7 5.5

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 Example 1 - Solution

Determine the correlation coefficient of the following data

1 0.5
2 2.5
3 2.0
4 4.0
5 3.5
6 6.0
7 5.5
28 24

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Example 1 - Solution

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= 3.428571
7

For the first answer, xi = 1 , y1 = 0.5

= 8.5765

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 Example 1 - Solution

Determine the correlation coefficient of the following data

1 0.5 8.5765
2 2.5 0.8622
3 2.0 2.0408
4 4.0 0.3265
5 3.5 0.0051
6 6.0 6.6122
7 5.5 4.2908
28 24 22.7143

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 Remember the equation of model.

Y = 0.07142857 + 0.8392857 x

For the first answer, xi = 1 , y1 = 0.5

Substitute x1 = 1 into Y equation,

Y = 0.9107

= 0.1687

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Example 1 - Solution
Determine the correlation coefficient of the following data

1 0.5 8.5765 0.1687

2 2.5 0.8622 0.5625
3 2.0 2.0408 0.3473
4 4.0 0.3265 0.3265
5 3.5 0.0051 0.5896
6 6.0 6.6122 0.7972
7 5.5 4.2908 0.1993
28 24 22.7143 2.9911
St Sr

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 Goodness of fit

Alternative formula for r

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Algorithm for linear regression

x = …;
y = …;
Plot the graph using the data
n = length (x); points available. In the same
sx = sum(x); graph, plot the best fit line
across the data points
sy = sum(y);
sx2 = sum(x.*x);
sy2 = sum(y.*y);
sxy = sum(x.*y);

%enter the formula of calculating the formula of correlation coefficient

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Example 2

The following data is given

x 5 8 13

y 8 11 14

Apply linear regression (linear least squares regression) to

find the equation of the model

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Example 2 - Solution
x 5 8 13 26
y 8 11 14 33
xy 40 88 182 310
x2 25 64 169 258

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Example 2 - Solution
x 5 8 13 26
y 8 11 14 33
xy 40 88 182 310
x2 25 64 169 258

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Example 2 - Solution
Y = a0 + a1x

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Polynomial Regression

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 Polynomial Regression

Let us consider 2nd order polynomial (quadratic) is defined

by:

The residuals between the model and the data

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 Polynomial Regression

The sum of squares of the residual:

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Derivation of 2nd order polynomial

simplified the equations

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Summarised into matrix form

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Polynomial Regression

2nd order

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Polynomial Regression

Coefficient of determination

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Example
Determine the correlation coefficient of the following data
using second order polynomial regression line

0 2.1

1 7.7

2 13.6

3 27.2

4 40.9

5 61.1

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Example - Solution

Determine the correlation coefficient of the following data

0 2.1 0 0 0 0 0

1 7.7 1 1 1 7.7 7.7

2 13.6 4 8 16 27.2 54.4

3 27.2 9 27 81 81.6 244.8

4 40.9 16 64 256 163.6 654.4

5 61.1 25 125 625 305.5 1527.5

15 152.6 55 225 979 585.6 2488.8

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Example - Solution

Solving the 3 x 3 matrix —>

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Example - Solution

0 2.1 544.44 0.1433

1 7.7 314.47 1.0029

2 13.6 140.03 1.0816

3 27.2 3.12 0.8049

4 40.9 239.22 0.6195

5 61.1 1272.11 0.0944

15 152.6 2513.39 3.7466

St Sr

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Example - Solution

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Thank You!

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