Re: Controlling how Mathematica fits data

*To*: mathgroup at smc.vnet.net*Subject*: [mg21481] Re: [mg21450] Controlling how Mathematica fits data*From*: "Mark Harder" <harderm at ucs.orst.edu>*Date*: Tue, 11 Jan 2000 04:17:59 -0500 (EST)*Sender*: owner-wri-mathgroup at wolfram.com

Steve, Q1.) I don't know if this is possible, or not. If the cubic fit gives you physically impossible points, then I think that either: a.) The system generates data that fits a cubic polynomial, but some error (eg. noise) has created outliers to which the least squares norm is too sensitive. Use a more robust error measure. Shaw & Tigg (Applied Mathematica,...; chap.15) discuss this & provide a more robust method, Least Median of Squares, with Mathematica code. or b.) The data don't really fit a cubic polynomial, and you don't have a realistic model with real physical parameters to use in its place. In this case, you are really trying to "smooth" the data. This is a large subject area itself. See Q3.) Q2.) You are not providing starting estimates for the parameters a,b,c,& d. NonlinearFit is an iterative procedure, you must provide a reasonably good initial guess for the parameter vector, or at least upper & lower bounds for the parameter values. Read the online documentation carefully for instructions. Q3.) There are many methods for smoothing data. Polynomial fitting is often not suitable. And your problem is literally the textbook case of what goes wrong here. Other methods are moving weighted averaging methods, and spline approximation. The latter is my favorite. Splines are polynomials defined on subranges of the domain,x. They are typically used to do interpolation, not smoothing, but the constraints placed on the splines where they join guarantee smoothness and can minimize the "bumps" in the fit. There are several good sources of information about this. -mark -----Original Message----- From: com3 at ix.netcom.com <com3 at ix.netcom.com> To: mathgroup at smc.vnet.net Subject: [mg21481] [mg21450] Controlling how Mathematica fits data >Hello all, > >I have 7 (x,y) data points that I need to fit to an equation. My first >attempt was as follows: > >xraw={437,438,439,440,548,555,563} >yraw={-4.82,2.72,10.05,16.84,92.5,92.5,92.5} >dataraw={xraw,yraw}; >data1=Transpose[dataraw]; >fitcurve1=Fit[data1,{1,X,X^2,X^3},X] > >This works in that it returns the best set of coefficients for cubic >equation on a least-squares basis. The problem is that when this >equation is used at some x values that weren't provided in xraw, it >returns y values that are physically not possible in my application. >For example, when x=500, y is greater that 92.5 due to the "bump" in >the curve. > >Question 1: Is it possible to place constraints on Fit[] such that the >results of the returned equation can be constrained ? In my case, the >constraint would be that no computed y value can exceed 92.5 when >given x values that range from 437 to 563. I'm only interested in the >performance of the equation between these x values. > >My second attempt at this was to use NonlinearFit with a Weibull >formula as a starting point as follows: > >Needs['Statistics`NonlinearFit'"] >fitcurve1=NonlinearFit[data1, a-(b*Exp[-cX^d]),X,{a,b,c,d}] > >Mathematica simply echos this back and does no computing. > >Question 2: What am I doing wrong with NonlinearFit ? > >Question 3: Is there a better method of accomplishing this task ? > >I found a FAQ that talks about the difficulties of using "penalty >functions" so as a new user I would prefer a safer approach if one >exists. > >I'm running version 3.0 on Win95. > >Thanks in advance. > >Steve >For any e-mail responses, please remove *NOSPAM* from my address. >

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