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Curve Fitting and The Method of Least Squares

The document discusses curve fitting and the method of least squares for determining the relationship between variables. It describes plotting data points on a scatter diagram and fitting an approximating curve. The method of least squares defines the best fitting curve as the one where the sum of the deviations squared is minimized. This results in a least squares line, parabola, or other curve that best fits the data. Regression analysis uses these curves to estimate or predict values based on the sample data.

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48 views

Curve Fitting and The Method of Least Squares

The document discusses curve fitting and the method of least squares for determining the relationship between variables. It describes plotting data points on a scatter diagram and fitting an approximating curve. The method of least squares defines the best fitting curve as the one where the sum of the deviations squared is minimized. This results in a least squares line, parabola, or other curve that best fits the data. Regression analysis uses these curves to estimate or predict values based on the sample data.

Uploaded by

eseem
Copyright
© © All Rights Reserved
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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DATA ANALYSIS & QUALITY CONTROL

Curve Fitting and The Method


of Least Squares
DATA ANALYSIS & QUALITY CONTROL
RELATIONSHIP BETWEEN
VARIABLES
Very often in practice a relationship is found to exist
between two (or more) variables. For example:
circumferences of circles depend on their radii; weights
of adult males depend to some degree on their heights;
and the pressure of a given mass of gas depends on its
temperature and volume. It is frequently desirable to
express this relationship in mathematical form by
determining an equation connecting the variables.
DATA ANALYSIS & QUALITY CONTROL

CURVE FITTING
To aid in determining an equation connecting variables, a
first step is the collection of data showing corresponding
values of the variables under consideration.
For example, suppose X and Y denote respectively the
height and weight of adult males. Then a sample or N
individuals would reveal the heights XI,X2, . ., Xn and the
corresponding weights YI, Y2, . Yn. A next step is to
plot the points (XI, YI), (X2,Y2),..,(Xn,Yn) on a
rectangular co-ordinate system. The resulting set of
points is sometimes called a scatter diagram.
From the scatter diagram it is often possible to visualize
a smooth curve approximating the data. Such, a curve is
called an approximating curve.
DATA ANALYSIS & QUALITY CONTROL

CURVE FITTING
In Fig. 13-1, for example. the data appear to be approximated well
by a straight line and we say that a linear relationship exists
between the variables. In Fig. 13-2, however, although a relationship
exists between the variables it is not a linear relationship and so we
call it a non-linear relationship. The general problem of finding
equations of approximating curves which fit given sets of data is
called curve fitting.
DATA ANALYSIS & QUALITY CONTROL
EQUATIONS OF APPROXIMATING
CURVES
For purposes of reference below are listed several common types of
approximating curves and their equations. All letters other than X
and Y represent constants. The variables X and Y are often referred
to as independent and dependent variables respectively, although
these roles can be interchanged.

The right sides of the above equations are called polynomials of the
first, second, third, fourth and nth degree respectively. The functions
defined by the first four of these equations are sometimes called
linear, quadratic. cubic and quartic functions respectively.
DATA ANALYSIS & QUALITY CONTROL
FREEHAND METHOD OF CURVE
FITTING
Individual judgment can often be used to draw
an approximating curve to fit a set of data. This
is called a freehand method of curve fitting.
If the type of equation of this curve is known, it is
possible to obtain the constants in the equation
by choosing as many points on the curve as
there are constants in the equation. For
example, if the curve is a straight line, two points
are necessary: if it is a parabola, three points are
necessary. The method has the disadvantage
that different observers will obtain different
curves and equations.
DATA ANALYSIS & QUALITY CONTROL

THE STRAIGHT LINE


The simplest type of approximating curve is a straight
line, whose equation can be written
y = ao + a1X
Given any two points (XI, YI) and (X2, Y2) on the line,
the constants ao and a1 can be determined. The
resulting equation of the line can be written

where m is called the slope of the line and represents


the change in Y divided by the corresponding change in
X.
DATA ANALYSIS & QUALITY CONTROL

THE STRAIGHT LINE


DATA ANALYSIS & QUALITY CONTROL

THE METHOD OF LEAST SQUARES


To avoid individual judgment in constructing lines,
parabolas or other approximating curves to fit sets or
data, it is necessary to agree on a definition of a "best
filling line", "best fitting parabola", etc.
To motivate a possible definition, consider Fig. 13.3 in
which the data points are given by (X1, Y1), (X2,Y2)..
(Xn,Yn). For a given value of X, say X1, their will be a
difference between the value Y1 and the corresponding
value as determined from the curve C.
As indicated in the figure, we denote this difference by
D1, Which is sometimes referred to as a deviation, error
or residuals and may be positive, negative or zero.
Similarly, corresponding to the values X2, . . ., XN we
obtain the deviations D2, . . ., DN.
DATA ANALYSIS & QUALITY CONTROL

THE METHOD OF LEAST SQUARES


DATA ANALYSIS & QUALITY CONTROL

THE METHOD OF LEAST SQUARES


A measure of the goodness of fit" of the
curve C to the given data is provided by
the quantity D12 + D22 + .. Dn2. If this is
small the fit is good. If it is large the fit is
bad. We therefore make the following
definition.
Of all curves approximating a given set of
data points, the curve having the property
that D12 + D22 + .. Dn2 is a minimum is
called a best fitting curve.
DATA ANALYSIS & QUALITY CONTROL

THE METHOD OF LEAST SQUARES


A curve having this property is said to fit the data in the least
square sense and is called a least square curve. Thus a line
having this property is called a least square line, a parabola
with this property is called a least square parabola, etc.
It is customary to employ the above definition when X is the
independent variable and Y is the dependent variable. If X is
the dependent variable, the definition is modified by
considering horizontal instead of vertical deviations which
amounts to an interchange of the X and Y axes.
These two definitions in general lead to different least square
curves. Unless otherwise specified we shall consider Y as the
dependent and X as the independent variable.
It is possible to define another least square curve by
considering perpendicular distances from each of the data
points to the curve instead of either vertical or horizontal
distances. However, this is not used too often.
DATA ANALYSIS & QUALITY CONTROL

THE LEAST SQUARE LINE


The least square line approximating the
set of points (X1, Y1), (X2,Y2).. (Xn,Yn).
has the equation
y= ao + a1X
DATA ANALYSIS & QUALITY CONTROL

THE LEAST SQUARE LINE


DATA ANALYSIS & QUALITY CONTROL

THE LEAST SQUARE LINE


DATA ANALYSIS & QUALITY CONTROL

THE LEAST SQUARE LINE


DATA ANALYSIS & QUALITY CONTROL

PROBLEM 13.8
DATA ANALYSIS & QUALITY CONTROL

PROBLEM 13.11
DATA ANALYSIS & QUALITY CONTROL

PROBLEM 13.11
DATA ANALYSIS & QUALITY CONTROL

PROBLEM 13.11
DATA ANALYSIS & QUALITY CONTROL

PROBLEM 13.12
DATA ANALYSIS & QUALITY CONTROL

PROBLEM 13.13
DATA ANALYSIS & QUALITY CONTROL

EXAMPLE
Measured
7
Applied Time to 6 y = 0.1868x - 1.5825
5
Stress Failure 4 Series1
3 Linear (Series1)
Pa Seconds
2
x y 1
0
10 0.95 0 10 20 30 40
12 1.05
15 1.25
17 1.41
20 1.73 50
y = 4.7891x + 9.9257
40
22 2
30 Series1
25 2.53 20 Linear (Series1)
27 2.98 10

30 3.85 0
0 2 4 6 8
32 4.59
DATA ANALYSIS & QUALITY CONTROL

THE LEAST SQUARE PARABOLA


The least square parabola approximating the set
of points (XI, YI), (X2, Y2)(XN. YN) the
equation
Y = a0 + aIX + a2X2
where the constants a0 , aI and a2 are
determined by solving simultaneously the
equations

called the normal equations for the least square


parabola.
DATA ANALYSIS & QUALITY CONTROL

REGRESSION
Often, on the basis of sample data, we wish to estimate
the value of a variable Y corresponding to a given value
of a variable X. This can be accomplished by estimating
the value of Y from a least square curve which fits the
sample data. The resulting curve is called a regression
curve of Y on X, since Y is estimated from X.
If we desired to estimate the value of X from a given
value of Y we would use a regression curve of X on Y,
which amounts to interchanging the variables in the
scatter diagram so that X is the dependent variable and
Y is the independent variable.
This is equivalent to replacing vertical deviations in the
definition of least square curve by horizontal deviations,
In general the regression line or curve of Y on X is not
the same as the regression line or curve of X on Y.
DATA ANALYSIS & QUALITY CONTROL

APPLICATIONS TO TIME SERIES


If the independent variable X is time, the
data show the values of Y at various
times. Data arranged according to time are
called time series.
The regression line or Curve of Y on X in
this case is often called a trend line or
trend curve and is often used for purposes
of estimation, prediction or forecasting.
DATA ANALYSIS & QUALITY CONTROL
PROSLEMS INVOLVING MORE
THAN TWO VARIABLES
Problems involving more than two variables can be
treated in a manner analogous to that for two variables.
For example, there may be a relationship between the
three variables X, Y and Z which can be described by the
equation.
Z = a0 + aIX + a2Y
which is called a linear equation in the variables X, Yond Z.
In a three dimensional rectangular co-ordinate system
this equation represents a plane and the actual sample
points (X1,Y1, Z1), (X2, Y2, Z2)... (Xn, Yn, Zn) may
"scatter" not too far from this plane which we can call an
approximating plane.
DATA ANALYSIS & QUALITY CONTROL
PROSLEMS INVOLVING MORE
THAN TWO VARIABLES
By extension of the method of least squares, we can
speak of a least square plane approximating the data, If
we are estimating Z from given values of X and Y, this
would be called a regression plane of Z on X and Y. The
normal equations corresponding to the least square
plane are given by

More complicated equations than these equations can


also be considered. These represent regression
surfaces. If the number of variables exceeds three
geometric intuition is lost since we then require four,
five.. Dimensional spaces. Problems involving
estimation of a variable from two or more variables are
called problems of multiple regression.
DATA ANALYSIS & QUALITY CONTROL

PROBLEM NO.13.23
DATA ANALYSIS & QUALITY CONTROL

PROBLEM NO.13.23
DATA ANALYSIS & QUALITY CONTROL

PROBLEM NO.13.23
DATA ANALYSIS & QUALITY CONTROL

PROBLEM NO.13.23
DATA ANALYSIS & QUALITY CONTROL

PROBLEM NO 13.39

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