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MathGroup Archive 1999

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Parametric curve fitting

  • To: mathgroup at smc.vnet.net
  • Subject: [mg18568] Parametric curve fitting
  • From: Virgil Stokes <virgil.stokes at neuro.ki.se>
  • Date: Sat, 10 Jul 1999 02:18:55 -0400
  • Sender: owner-wri-mathgroup at wolfram.com

Suppose that I have a set of experimental time series data, say

    x1(t) , t = 1,2,...N
    x2(t),  t = 1,2,...N
    x3(t),  t = 1,2,...N
      .
      .
      .
    xm(t), t = 1,2,...N

where, each represents a sequence of sampled values (containing
measurement error). I would like to see what pairs (if any)
are linearly related. That is, if I plotted x1(t) vs x2(t) and this
appeared that it could be approximated by a straight line then
one might assume that these could be linearly related. However, this
is not a simple regression problem since both of the measured
time series which we are trying to fit contain measurement errors
and thus one of the basic assumptions of ordinary regression is violated.

Are there any Mathematica functions available that could be used
for this type of time series fitting problem?

-- Virgil



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