ECIV 301 Programming & Graphics Numerical Methods for Engineers Lecture 25 Regression Analysis-Chapter 17.

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Presentation transcript:

ECIV 301 Programming & Graphics Numerical Methods for Engineers Lecture 25 Regression Analysis-Chapter 17

Curve Fitting Often we are faced with the problem… what value of y corresponds to x=0.935?

Curve Fitting Question 2 : Is it possible to find a simple and convenient formula that represents data approximately ? e.g. Best Fit ? Approximation

Experimental Measurements Strain Stress

Experimental Measurements Strain Stress

BEST FIT CRITERIA Strain y Stress Error at each Point Total Error

Best Fit => Minimize Error Not a Good Choice Not a Unique Best Fit

Best Fit => Minimize Error Try Absolute Not a Good Choice Not a Unique Best Fit

Best Fit => Minimize Error Best Strategy

Best Fit => Minimize Error Objective: What are the values of a o and a 1 that minimize ?

Least Square Approximation What x minimizes f(x)? Remember:

Least Square Approximation In our case Since x i and y i are known from given data

Least Square Approximation

2 Eqtns 2 Unknowns

Least Square Approximation

Example xyxyx2x a1= a0=

Example

Quantification of Error Average

Quantification of Error Average

Quantification of Error Average

Quantification of Error Standard Deviation Shows Spread Around mean Value

Quantification of Error

“Standard Deviation” for Linear Regression

Quantification of Error Better Representation Less Spread

Quantification of Error Coefficient of Determination Correlation Coefficient

Linearized Regression

Homework