Chapter-5 Curve Fitting

CHAPTER-5
CURVE FITTING
1. Introduction
 Curve Fitting- The process of approximating
function values.
 TECHNIQUES- REGRESSION and
INTERPOLATION
 REGRESSION- the process of finding another
curve that would closely match the target functions
values
 INTERPOLATION- the process of approximating
points on a given function by using existent data
found in the neighborhood of these points.
2. Least Squares Regression
 Fitting a straight line to a set of observations:
(x1, y1), (x2, y2),…, (xn, yn)
 Mathematically:
y=ao+a1x+e
ao, a1 --- Coefficients
e --- Error/Residual
 Objectives: calculating ao, a1, e
 Minimization of the square of the residuals
 Rearranging
 Solving for ao and a1 simultaneously:

 Goodness of Fit
 Goodness of fit only tells you that the curve

accurately approximates the data
 However, it doesn’t necessarily mean that a
relationship between the dependent and the
independent variables exists.
 LINEARIZATION of NON-LINEAR
RELATIONSHIPS
 Exponential Functions
 Power Functions
 Growth Rate Equations

 [EXAMPLE]
Xi Yi
1 0.5
2 2.5
3 2.0
4 4.0
5 3.5
6 6.0
7 5.5
 [EXAMPLE 2]- Linearization –
Log y= b Log(x)+ Log(a)
Xi Yi
1 0.5
2 1.7
3 3.4
4 5.7
5 8.4
 Linearized data
Xi Yi Log (xi) Log(yi)
1 0.5 0 -0.301
2 1.7 0.301 0.226
3 3.4 0.477 0.534
4 5.7 0.602 0.753
5 8.4 0.699 0.922
 POLYNOMIAL REGRESSION
 Example: Quadratic Polynomial

 Quadratic Regression General Formulation
 Example: Find the least squares parabola for the
following data:
(-1,10), (0, 9), (1, 7), (2, 5), (3, 4), (4, 3), (5, 0), (6, -
1)
 Solve:
Multiple Linear Regression
 A dependent variable may be a function of more
than one variable.
Multiple Linear Regression
 Solving
 yields the least squares 3D surface that best fits the

given data.
 This formulation can be extended to m variables
(dimensions).
General Least Squares Regression
 [READING ASSIGNMENT]
Interpolation
 The process of computing intermediate data points
between known data points.
 Newton’s Interpolation Polynomials
 Lagrange Interpolation Polynomials

Interpolation
 Linear Interpolation
Interpolation
 [EXAMPLE]: Linear Interpolation
 Estimate ln(2)= 0.693147 using linear
interpolation:
 A, initial points: (1, 0) and (6, 1.791759)
 B, initial points: (1, 0) and (4, 1.386294)

Interpolation
 Linear Interpolation of Ln(2)
Interpolation
 Quadratic Interpolation
 By setting x=x0.
 By setting x=x1, b0=f(x0)
 By setting x=x2, b0, b1[ASSIGNMENT]

Interpolation
 [EXAMPLE]: Quadratic Interpolation
 X0=1 f(0)=0
 X1=4 f(4)=1.386294
 X2=6 f(6)=1.791759
Interpolation
 Quadratic Interpolation
Interpolation
 General form of Newton’s Interpolating polynomial
 Divided Differences:
 FIRST ORDER:
 SECOND ORDER:
 THIRD ORDER:
Interpolation
 [EXAMPLE] General form of Newton’s
Interpolating polynomial
 Evaluate ln(2) using a third order divided
difference
polynomial
X0=0, f(0) = 0
X1=4, f(4) = 1.386294
X2=6, f(6) = 1.791759
X3=5, f(5) = 1.609438
Interpolation
 Third order polynomial
 First divided differences

Interpolation
 Second divided differences
 Third divided difference

Interpolation
 b1, b2 and b3 represent
 Thus
Interpolation
 Lagrange polynomials
 A direct reformulation of Newton’s divided
difference polynomials[READING
ASSIGNMENT]
 Avoid the computation of divided differences
Interpolation
 [EXAMPLE]: Lagrange Interpolating Polynomials
 First Order
 Second Order
SPLINES
Splines
 Curves that approximate functions using low order
polynomials fitted between consecutive sets of data
points.
 Depending on the problem, splines can be superior
in accuracy than interpolating polynomials
Splines
Splines
 First Order/Linear Splines
 Where
Splines
 [EXAMPLE] First Order Splines
 Fit first order splines for the following data and
compute the value at x=5
Splines
 [EXAMPLE] First Order Splines
 Between x=4.5 and x=7, m= (2.5-1/7.0-4.5)=0.6
 f(5)=1+0.6*(5-4.5)=1.3
Splines
 Limitations
 Abrupt Changes in slope
 Discontinuity in evaluating derivatives
QUADRATIC SPLINES
 Second order equations
QUADRATIC SPLINES
 (1)
 (2)
 (3)
 (4)
QUADRATIC SPLINES
 [EXAMPLE]: Fit quadratic splines for the
following data
QUADRATIC SPLINES
 Condition 1: Function values at interior points
connecting polynomials are equal.
 Condition 2: First and Last functions must pass

through end points.
QUADRATIC SPLINES
 Condition 3: First derivatives at interior points are
equivalent.
 Condition 4: a1 = 0
 These equations result in a linear system of eight
equations and eight unknowns(b1, c1, a2, b2, c2,
a3, b3, c3).
QUADRATIC SPLINES
QUADRATIC SPLINES
 Solving the system yields:
 Finally:
Any Questions ?

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CHAPTER-5

 Solving for ao and a1 simultaneously:

 Goodness of fit only tells you that the curve

 Growth Rate Equations

 Example: Quadratic Polynomial

 yields the least squares 3D surface that best fits the

 Lagrange Interpolation Polynomials

 B, initial points: (1, 0) and (4, 1.386294)

 By setting x=x1, b0=f(x0)

 By setting x=x2, b0, b1[ASSIGNMENT]

 First divided differences

 Third divided difference

 Condition 2: First and Last functions must pass

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