MathGroup Archive 1999

[Date Index] [Thread Index] [Author Index]

Search the Archive

Parametric curve fitting

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

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

  • Prev by Date: Re: ExpIntegralEi
  • Next by Date: Q for Lisp and Prolog programmers
  • Previous by thread: Re: bug in 4.0
  • Next by thread: Re: Parametric curve fitting