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Lecture 6 - Regression Analysis

Engineering skills 6

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11 views

Lecture 6 - Regression Analysis

Engineering skills 6

Uploaded by

tovi challenger
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Basic Linear Interpolation

Petroleum Engineering
UGI

Rubar Dizayee
Interpolation
• Interpolation is a method of constructing new data points within the
range of discrete set of known data points.
• In engineering and science one often has a number of data points,
that are obtained by sampling or experimentation, and try to
construct a function which closely fits those data points. This is called
Curve Fitting or Regression analysis.
• Interpolation is a specific case of curve fitting in which the function
must go exactly through the data points.
Interpolation
• Interpolation means to calculate a point or several points between
two given points. For a given sequence of points, this means to
estimate a curve that passes through every single point.
• Linear interpolation is the simplest interpolation method. Applying
linear interpolation to a sequence of points results in a polygonal line
where each straight line segment connects two consecutive points of
the sequence.
Interpolation
• An interpolation function always
goes through all the given data
points where as a regression
model does not.
Interpolation
• Typically used when you have sparse (a small amount of) data
• Not useful when you have large amounts of data

Interpolation useful here Interpolation NOT useful here


Interpolation
• In tables, the function is only X Y
specified at a limited number or 0 0
discrete set of independent
0.5 0.479
variable values
1 0.841
• We can use interpolation to find 1.5 0.997
functional values at other values of
2 0.909
the independent variable, e.g.
Y(0.63253) 2.5 0.598
Interpolation
Chart title
1.2

1 X Y
0.8
0 0
0.5 0.479
Y- axis

0.6
1 0.841
0.4
1.5 0.997
0.2 2 0.909
2.5 0.598
0
0 0.5 1 1.5 2 2.5 3

X- axis
Interpolation
Example An experiment is used to determine the viscosity of water as a
function of temperature. The following table is generated:

Temp. (degree) viscosity


0 1.792
5 1.519
10 1.308
15 1.140

Estimate the viscosity when the temperature is 8 degrees.


Interpolation
• We can represent the value that we want to find a
corresponding value for as X and the interpolated
value we want to find as Y. Temp. viscosity
(degree)
• Find the closest values below and above the value 0 1.792
of X in the table or on the graph. We will represent 5 1.519
the closest values as X1 and Y1. 10 1.308
• Find the interpolated value mathematically, the 15 1.140
equation can be written as
y = y1 + ((x – x1)/(x2 - x1)) * (y2 - y1).
Interpolation

Temperature (Celsius) Pressure (Kilopascals)


Based on the given table what
10 0.5
is the gas pressure at 37 C?
20 1
30 3
40 5
50 7

y = y1 + ((x – x1)/(x2 - x1)) * (y2 - y1).


Interpolation
• y = y1 + ((x – x1)/(x2 - x1)) * (y2 - y1) X=37
X1=30 Y1=3
X2=40 Y2=5
Y=3+((37-30)/(40-30))*(5-3)
Y= 4.4
Interpolation
• Linear interpolation is quick and easy, but
It is not very precise.
Regression Analysis
(Curve fitting)
Regression Analysis
• Regression analysis is a set of statistical methods refers to the study of
the relationship between a response (dependent) variable, Y, and one
or more independent variables (X).
• It can be utilized to assess the strength of the relationship between
variables and for modeling the future relationship between them.
• When this relationship is reasonably approximated by a straight line,
then it is a linear regression.
Uses of Regression Analysis
• It is widely used for prediction and forecasting.
• it is used to understand which among the independent variables are
related to the dependent variable, and to explore the forms of these
relationships.
• it helps one understand how the typical value of the dependent
variable changes when any one of the independent variables is
varied.
• Reducing data sets with a large number of points to a simple model
Simple Regression
• Linear Regression: It performs the task to predict
a dependent variable (y) based on the given
independent variable(x). So, this regression
technique finds out a linear relationship
between x (input) and y (output).
Y = a+bX
- Y is the dependent variable
a is the Y intercept, b is the slope, and X is the
independent variable.
Linear Regression
• a= y-b x • b= r*(Sy/Sx)
- y is mean of the values of the Y variable - r is correlation coefficient
- X is mean of the values of the X variable
- Sy is the standard deviation of y
- b is the slope.
- Sx is the standard deviation of x

- Xi is values of the x variables in the sample


- n is the number of samples
- yi is values of the y variables in the sample
Linear Regression
Linear Regression
• It is very fast
• Easy to Understand and
• highly interpretable.
Simple Regression
• Non-linear regression
Nonlinear regression is a form of regression analysis in which data is fit
to a model and then expressed as a mathematical function. Simple
linear regression relates two variables (X and Y) with a straight line,
while nonlinear regression relates the two variables in a nonlinear
(curved) relationship.
Simple Regression

1) Approximate the value of sales on


a day when the temperature is 20 °C.

2) Estimate the value of the sales on


a day when the temperature is 13 °C

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