CalcNum Slide24

Ajuste de Curvas
Prof. Americo Cunha
Universidade do Estado do Rio de Janeiro – UERJ
americo.cunha@uerj.br
www.americocunha.org
c b nd A. Cunha (UERJ) Ajuste de Curvas 1 / 35

Primórdios da ciência de dados
Johannes Kepler (1571-1630) Tycho Brahe (1546-1601)

Astronomia nova (1609) Astronomiae Instaurate (1598)
Leis do movimento planetário:

α
1. = 1 + cos θ
r
dA L
2. =
dt 2m
a3 GM
3. ≈
T2 4π 2

Ciência de dados hoje
• A cada segundo cerca de 1,7 megabytes de novas informações

são criados para cada ser humano no planeta;
• O mundo digital hoje tem a ordem de 44 zettabytes em dados.
Fonte: https://techjury.net/blog/how-much-data-is-created-every-day
Ciência de dados hoje
• A cada segundo cerca de 1,7 megabytes de novas informações

são criados para cada ser humano no planeta;
• O mundo digital hoje tem a ordem de 44 zettabytes em dados.
Precisamos de ferramentas para

extrair informações úteis dessa
grande massa de dados!
Fonte: https://techjury.net/blog/how-much-data-is-created-every-day
Interpolação × Regressão
Interpolação Regressão

Interpolação × Regressão
Interpolação Regressão
A curva interpolante passa A curva regressora passa

por todos os pontos. “próxima” de todos os pontos.

Para aproximar a tendência de muitos dados (com ruı́do) ...

Para aproximar a tendência de muitos dados (com ruı́do) ...
... um processo de regressão é muito mais robusto!

O problema de regressão (ajuste de uma curva)
Imagine que você tenha m observações obtidas por um processo de

(medição) aquisição de dados:
(x1 , y1 ), · · · , (xm , ym )
Cada ponto dessa amostra de dados tem dois valores organizados

como par ordenado (x, y ), onde x representa uma grandeza inde-
pendente, e y representa uma grandeza que dependente de x, i.e.
y = y (x).

O problema de regressão (ajuste de uma curva)
Imagine que você tenha m observações obtidas por um processo de

(medição) aquisição de dados:
(x1 , y1 ), · · · , (xm , ym )
Cada ponto dessa amostra de dados tem dois valores organizados

como par ordenado (x, y ), onde x representa uma grandeza inde-
pendente, e y representa uma grandeza que dependente de x, i.e.
y = y (x).
Qual a curva que “melhor aproxima”

a tendência desses pontos?

Regressão
Hipótese:
Os m pontos têm todas as abscissas distintas dois a dois, i.e.,
xi 6= xj , para qualquer par (i, j).
Ideia do método:
• Aproximar a relação entre y e x por uma função f (x), i.e.,
y ≈ f (x);
• Escolher f de modo que y = f (x) seja a curva que minimize
uma medida de erro E , que quantifica o quão distante os
m pontos estão da curva aproximante.
cbnd A. Cunha (UERJ) Ajuste de Curvas 7 / 35

Escolhendo o regressor

Escolhendo o regressor
y = f (x) = α x + β

Definindo uma medida de erro
yk
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|yk
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f (xk )|
f (xk )
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xk
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yk
|yk
f (xk )|
f (xk )
xk
Erro quadrático:

yk
|yk
f (xk )|
f (xk )
xk
Erro quadrático:
2 2
E2 = y1 − f (x1 ) + · · · + ym − f (xm )

yk
|yk
f (xk )|
f (xk )
xk
Erro quadrático:
2 2
E2 = y1 − f (x1 ) + · · · + ym − f (xm )
2 2
= y1 − (α x1 + β) + · · · + ym − (α xm + β)

yk
|yk
f (xk )|
f (xk )
xk
Erro quadrático:
2 2
E2 = y1 − f (x1 ) + · · · + ym − f (xm )
2 2
= y1 − (α x1 + β) + · · · + ym − (α xm + β)
Note que a medida de erro é uma função dos parâmetros

α e β, i.e., E2 = E2 (α, β).

Encontrando a curva que minimiza o erro
∂E2 ∂E2
=0 e =0
∂α ∂β

∂E2 ∂E2
=0 e =0
∂α ∂β
⇐⇒

∂E2 ∂E2
=0 e =0
∂α ∂β
⇐⇒
(
(x12 + · · · + xm
2 ) α + (x + · · · + x ) β = x y + · · · + x y
1 m 1 1 m m
(x1 + · · · + xm ) α + mβ = y1 + · · · + ym

∂E2 ∂E2
=0 e =0
∂α ∂β
⇐⇒
(
(x12 + · · · + xm
2 ) α + (x + · · · + x ) β = x y + · · · + x y
1 m 1 1 m m
(x1 + · · · + xm ) α + mβ = y1 + · · · + ym
⇐⇒

∂E2 ∂E2
=0 e =0
∂α ∂β
⇐⇒
(
(x12 + · · · + xm
2 ) α + (x + · · · + x ) β = x y + · · · + x y
1 m 1 1 m m
(x1 + · · · + xm ) α + mβ = y1 + · · · + ym
⇐⇒
" #" # " #
(x12 + · · · + xm
2 ) (x + · · · + x )
1 m α x1 y1 + · · · + xm ym
=
(x1 + · · · + xm ) m β y1 + · · · + ym

∂E2 ∂E2
=0 e =0
∂α ∂β
⇐⇒
(
(x12 + · · · + xm
2 ) α + (x + · · · + x ) β = x y + · · · + x y
1 m 1 1 m m
(x1 + · · · + xm ) α + mβ = y1 + · · · + ym
⇐⇒
" #" # " #
(x12 + · · · + xm
2 ) (x + · · · + x )
1 m α x1 y1 + · · · + xm ym
=
(x1 + · · · + xm ) m β y1 + · · · + ym
A solução é um mı́nimo global (E2 não tem máximo)!

Regressão linear simples
clc
clear
m = 10;
xdata = randn(m,1);
ydata = −2*xdata + 1 + randn(size(xdata));
A = [sum(xdata.^2) sum(xdata); sum(xdata) m];

b = [sum(xdata.*ydata); sum(ydata)];
x = A\b;
xfit = min(xdata):0.01:max(xdata);
yfit = x(1)*xfit + x(2);
plot(xdata,ydata,'om',xfit,yfit,'−b','LineWidth',2);
xlabel('x')
ylabel('y')
set(gca,'FontSize',18);

Regressão linear simples

E se a tendência não for uma reta?

Regressão linear via mı́nimos quadrados (caso geral)
1. Escolha uma forma para a função de regressão
f (x) = α1 φ1 (x) + · · · + αn φn (x)
• φk - funções linearmente independentes (predefinidas)

• αk - parâmetros de ajuste (a serem determinados)
2. Defina o erro quadrático
m
X 2
E2 = ||A x − b||2 = yk − f (xk )
k=1
3. Encontre os parâmetros de ajuste que minimizam o erro

quadrático, i.e.,
x† = arg min ||A x − b||

Função aproximante

f (x) = α1 φ1 (x) + · · · + αn φn (x)

f (x) = α1 φ1 (x) + · · · + αn φn (x)
f (x1 ) = α1 φ1 (x1 ) + · · · + αn φn (x1 ) ≈ y1
.. ..
. .
f (xm ) = α1 φ1 (xm ) + · · · + αn φn (xm ) ≈ ym

f (x) = α1 φ1 (x) + · · · + αn φn (x)

   
φ1 (x1 ) ··· φn (x1 )   y1
α1
   
   
.. .. .. ..  .. 
 ⇐⇒ A x ≈ b
  

 . . . 
 . ≈

 . 
αn
   
   
φ1 (xm ) · · · φn (xm ) | {z } ym
x
| {z } | {z }
A b

f (x) = α1 φ1 (x) + · · · + αn φn (x)

   
φ1 (x1 ) ··· φn (x1 )   y1
α1
   
   
.. .. .. ..  .. 
 ⇐⇒ A x ≈ b
  

 . . . 
 . ≈

 . 
αn
   
   
φ1 (xm ) · · · φn (xm ) | {z } ym
x
| {z } | {z }
A b
Em geral, esse sistema não tem solução!

Interpretação geométrica
b
Ax b
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Ax
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O
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b∈
/ sub-espaço A x
b
Ax b
Ax
O

b∈
/ sub-espaço A x
b ⇐⇒
Ax b
A x − b ⊥ sub-espaço A x
Ax
O

b∈
/ sub-espaço A x
b ⇐⇒
Ax b
⇐⇒
Ax
AT (A x − b) = 0
O

b∈
/ sub-espaço A x
b ⇐⇒
Ax b
⇐⇒
Ax
AT (A x − b) = 0
O
⇐⇒
ATAx = AT b
(equação normal)

b∈
/ sub-espaço A x
b ⇐⇒
Ax b
⇐⇒
Ax
AT (A x − b) = 0
O
⇐⇒
ATAx = AT b
A solução da equação normal é o vetor que minimiza o tamanho do

vetor resı́duo A x − b, i.e.,

b∈
/ sub-espaço A x
b ⇐⇒
Ax b
⇐⇒
Ax
AT (A x − b) = 0
O
⇐⇒
ATAx = AT b
A solução da equação normal é o vetor que minimiza o tamanho do

vetor resı́duo A x − b, i.e.,
“projeção ortogonal de b no sub-espaço A x”

Uma visão mais analı́tica
Encontre o vetor que minimiza a função resı́duo
1
ψ(x) = ||A x − b||2
2

1
ψ(x) = ||A x − b||2
2
ψ(x) = 1
2 (A x − b) T (A x − b)

1
ψ(x) = ||A x − b||2
2
ψ(x) = 1
2 (A x − b) T (A x − b)

1 T T T T T T
= 2 x A Ax − x A b − b Ax + b b

1
ψ(x) = ||A x − b||2
2
ψ(x) = 1
2 (A x − b) T (A x − b)

1 T T T T T T
= 2 x A Ax − x A b − b Ax + b b
T
= 1
2 xT AT Ax − AT b x + 12 b T b

1
ψ(x) = ||A x − b||2
2
ψ(x) = 1
2 (A x − b) T (A x − b)

1 T T T T T T
= 2 x A Ax − x A b − b Ax + b b
T
= 1
∇ψ(x) = 0 ⇐⇒ A T A x − A T b = 0

1
ψ(x) = ||A x − b||2
2
ψ(x) = 1
2 (A x − b) T (A x − b)

1 T T T T T T
= 2 x A Ax − x A b − b Ax + b b
T
= 1
∇ψ(x) = 0 ⇐⇒ A T A x − A T b = 0
⇐⇒ A T A x = A T b

1
ψ(x) = ||A x − b||2
2
ψ(x) = 1
2 (A x − b) T (A x − b)

1 T T T T T T
= 2 x A Ax − x A b − b Ax + b b
T
= 1
∇ψ(x) = 0 ⇐⇒ A T A x − A T b = 0
⇐⇒ A T A x = A T b
ψ(x) é convexa, então a solução é um mı́nimo global!

Fundamentação teórica
Teorema (Método dos Mı́nimos Quadrados)
O problema de mı́nimos quadrados
†
x = arg min ||A x − b||,
onde A ∈ R m×n é uma matriz de posto n, tem uma única solução

x † = (A T A)−1 A T b que satisfaz a equação normal
A T A x = A T b.
A matriz (A T A)−1 A T é chamada de pseudo-inversa de Moore-Penrose.
A x b
x AT b
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<latexit sha1_base64="ZWLOSIRciZCE2NnRaKjNcqnGtqA=">AAAB8XicbVBNS8NAEN34WetX1aOXxSJ4KkkV9Fj04rGC/cA2lM120i7dbMLuRCyh/8KLB0W8+m+8+W/ctjlo64OBx3szzMwLEikMuu63s7K6tr6xWdgqbu/s7u2XDg6bJk41hwaPZazbATMghYIGCpTQTjSwKJDQCkY3U7/1CNqIWN3jOAE/YgMlQsEZWumhi/CEQZgFk16p7FbcGegy8XJSJjnqvdJXtx/zNAKFXDJjOp6boJ8xjYJLmBS7qYGE8REbQMdSxSIwfja7eEJPrdKnYaxtKaQz9fdExiJjxlFgOyOGQ7PoTcX/vE6K4ZWfCZWkCIrPF4WppBjT6fu0LzRwlGNLGNfC3kr5kGnG0YZUtCF4iy8vk2a14p1XqncX5dp1HkeBHJMTckY8cklq5JbUSYNwosgzeSVvjnFenHfnY9664uQzR+QPnM8fBryRJQ==</latexit>
A TA
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m⇥n
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n⇥1
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m⇥1 <latexit sha1_base64="+zSWsm6CCoWy8qjeSX3OBNFdtOk=">AAAB8XicbVBNS8NAEJ3Ur1q/qh69LBbBU0mqoMeiF48V7Ae2oWy2m3bpZhN2J0IJ/RdePCji1X/jzX/jts1BWx8MPN6bYWZekEhh0HW/ncLa+sbmVnG7tLO7t39QPjxqmTjVjDdZLGPdCajhUijeRIGSdxLNaRRI3g7GtzO//cS1EbF6wEnC/YgOlQgFo2ilx4j0UETcEK9frrhVdw6ySrycVCBHo1/+6g1ilkZcIZPUmK7nJuhnVKNgkk9LvdTwhLIxHfKupYraNX42v3hKzqwyIGGsbSkkc/X3REYjYyZRYDsjiiOz7M3E/7xuiuG1nwmVpMgVWywKU0kwJrP3yUBozlBOLKFMC3srYSOqKUMbUsmG4C2/vEpatap3Ua3dX1bqN3kcRTiBUzgHD66gDnfQgCYwUPAMr/DmGOfFeXc+Fq0FJ585hj9wPn8ApcSQPg==</latexit>
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n⇥n
<latexit sha1_base64="dS0Wv7qDlScnDIgZi/GY4vsTZQ0=">AAACAHicbVC7SgNBFL0bXzG+opY2g0GwCrtR0DJoYxnBPDBZwuxkNhkyO7vM3BVCSOM32GptJ7b+iaV/4iTZwiQeGDiccy/nzgkSKQy67reTW1vf2NzKbxd2dvf2D4qHRw0Tp5rxOotlrFsBNVwKxesoUPJWojmNAsmbwfB26jefuDYiVg84Srgf0b4SoWAUrfSoSAdFxA1R3WLJLbszkFXiZaQEGWrd4k+nF7M04gqZpMa0PTdBf0w1Cib5pNBJDU8oG9I+b1uqqI3xx7OLJ+TMKj0Sxto+hWSm/t0Y08iYURTYyYjiwCx7U/E/r51ieO2PhUpS5IrNg8JUEozJ9PukJzRnKEeWUKaFvZWwAdWUoS1pISWIJrYTb7mBVdKolL2LcuX+slS9ydrJwwmcwjl4cAVVuIMa1IGBghd4hTfn2Xl3PpzP+WjOyXaOYQHO1y/YWpcS</latexit>
n⇥1
n⇥1
⇡
=
<latexit sha1_base64="bl+JnuNWfH9v44Hh7Y67uxnzVAE=">AAAB/XicbVBNSwMxEJ2tX7V+VT16CRbBU9mtgh6LXjxWsB/QLiWbpm1okg1JVixL8Td41bM38epv8eg/MW33YFsfDDzem2FmXqQ4M9b3v73c2vrG5lZ+u7Czu7d/UDw8apg40YTWScxj3YqwoZxJWrfMctpSmmIRcdqMRrdTv/lItWGxfLBjRUOBB5L1GcHWSc0OVkrHT91iyS/7M6BVEmSkBBlq3eJPpxeTRFBpCcfGtANf2TDF2jLC6aTQSQxVmIzwgLYdlVhQE6azcyfozCk91I+1K2nRTP07kWJhzFhErlNgOzTL3lT8z2sntn8dpkyqxFJJ5ov6CUc2RtPfUY9pSiwfO4KJZu5WRIZYY2JdQgtbIjFxmQTLCaySRqUcXJQr95el6k2WTh5O4BTOIYArqMId1KAOBEbwAq/w5j17796H9zlvzXnZzDEswPv6BV98llA=</latexit>
=⇒
Sistema simétrico
positivo definido

Mı́nimos quadrados via Cholesky

AT A x = AT b G y = AT b
⇐⇒
AT A = G G T GTx = y
G y AT b
Receita computacional
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n⇥n n⇥1
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n⇥1 <latexit sha1_base64="hDCO8pWpoVaSSGHn9VrNGEKQZo8=">AAAB8XicbVBNS8NAEJ3Ur1q/qh69LBbBU0mqoMeiF48V7Ae2oWy2m3bpZhN2J0IJ/RdePCji1X/jzX/jts1BWx8MPN6bYWZekEhh0HW/ncLa+sbmVnG7tLO7t39QPjxqmTjVjDdZLGPdCajhUijeRIGSdxLNaRRI3g7GtzO//cS1EbF6wEnC/YgOlQgFo2ilR0V6KCJuiNcvV9yqOwdZJV5OKpCj0S9/9QYxSyOukElqTNdzE/QzqlEwyaelXmp4QtmYDnnXUkXtGj+bXzwlZ1YZkDDWthSSufp7IqORMZMosJ0RxZFZ9mbif143xfDaz4RKUuSKLRaFqSQYk9n7ZCA0ZygnllCmhb2VsBHVlKENqWRD8JZfXiWtWtW7qNbuLyv1mzyOIpzAKZyDB1dQhztoQBMYKHiGV3hzjPPivDsfi9aCk88cwx84nz+nUZA/</latexit>
=
1. Construir A T A e A T b
2. Calcular A T A = G G T GT x
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<latexit sha1_base64="JlZzVvvAsSswXLTM6gYcsL057fY=">AAACAHicbVA9SwNBEN3zM8avqKXNYhCswl0UtAzaWEYwH5iEsLfZS5bs7h27c+JxpPE32GptJ7b+E0v/iXvJFSbxwcDjvRlm5vmR4AZc99tZWV1b39gsbBW3d3b39ksHh00TxpqyBg1FqNs+MUxwxRrAQbB2pBmRvmAtf3yT+a1Hpg0P1T0kEetJMlQ84JSAlR66wJ7AD9Jk0i+V3Yo7BV4mXk7KKEe9X/rpDkIaS6aACmJMx3Mj6KVEA6eCTYrd2LCI0DEZso6likhmeun04gk+tcoAB6G2pQBP1b8TKZHGJNK3nZLAyCx6mfif14khuOqlXEUxMEVni4JYYAhx9j4ecM0oiMQSQjW3t2I6IppQsCHNbfFllom3mMAyaVYr3nmlendRrl3n6RTQMTpBZ8hDl6iGblEdNRBFCr2gV/TmPDvvzofzOWtdcfKZIzQH5+sXCYSX0g==</latexit>
y
n⇥n n⇥1 n⇥1
AT
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3. Resolver G y = b
T =
4. Resolver G x=y
flops (MQ Cholesky) ∼ m n2 + 13 n3

Mı́nimos quadrados via fatoração QR
( −1 T
x = AT A A b ⇐⇒ R x = Q T b
A = QR
Receita computacional R
<latexit sha1_base64="BxzUdPfK3U+ieVXKGeH7OtGNOes=">AAAB93icbVA9SwNBEN2LXzF+RS1tFoNgFe6ioGXQxjIR8wHJEfY2c8mS3b1jd084jvwCW63txNafY+k/cZNcYRIfDDzem2FmXhBzpo3rfjuFjc2t7Z3ibmlv/+DwqHx80tZRoii0aMQj1Q2IBs4ktAwzHLqxAiICDp1gcj/zO8+gNIvkk0lj8AUZSRYySoyVmo+DcsWtunPgdeLlpIJyNAbln/4wookAaSgnWvc8NzZ+RpRhlMO01E80xIROyAh6lkoiQPvZ/NApvrDKEIeRsiUNnqt/JzIitE5FYDsFMWO96s3E/7xeYsJbP2MyTgxIulgUJhybCM++xkOmgBqeWkKoYvZWTMdEEWpsNktbAjG1mXirCayTdq3qXVVrzetK/S5Pp4jO0Dm6RB66QXX0gBqohSgC9IJe0ZuTOu/Oh/O5aC04+cwpWoLz9QtQxZNw</latexit> <latexit sha1_base64="0aFKcXj4ivUSg8r/VKWJ1nZ/6mw=">AAAB8XicbVDLTgJBEOzFF+IL9ehlIjHxRHbRRI9ELx4xkUcEQmaHWZgwO7uZ6TWQDX/hxYPGePVvvPk3DrAHBSvppFLVne4uP5bCoOt+O7m19Y3Nrfx2YWd3b/+geHjUMFGiGa+zSEa65VPDpVC8jgIlb8Wa09CXvOmPbmd+84lrIyL1gJOYd0M6UCIQjKKVHjvIx+gH6XjaK5bcsjsHWSVeRkqQodYrfnX6EUtCrpBJakzbc2PsplSjYJJPC53E8JiyER3wtqWKhtx00/nFU3JmlT4JIm1LIZmrvydSGhozCX3bGVIcmmVvJv7ntRMMrrupUHGCXLHFoiCRBCMye5/0heYM5cQSyrSwtxI2pJoytCEVbAje8surpFEpexflyv1lqXqTxZGHEziFc/DgCqpwBzWoAwMFz/AKb45xXpx352PRmnOymWP4A+fzBygqkTs=</latexit>
x QT
<latexit sha1_base64="3hLuf7Pop0wY27ckrali17ZOVI8=">AAAB/XicbVA9SwNBEJ3zM8avqKXNYhAsJNxFQcugjWUC+YIkhr3NXrJkd+/Y3RPCEfwNtlrbia2/xdJ/4l5yhUl8MPB4b4aZeX7EmTau++2srW9sbm3ndvK7e/sHh4Wj46YOY0Vog4Q8VG0fa8qZpA3DDKftSFEsfE5b/vg+9VtPVGkWyrqZRLQn8FCygBFsrNSqPSbdy/q0Xyi6JXcGtEq8jBQhQ7Vf+OkOQhILKg3hWOuO50aml2BlGOF0mu/GmkaYjPGQdiyVWFDdS2bnTtG5VQYoCJUtadBM/TuRYKH1RPi2U2Az0steKv7ndWIT3PYSJqPYUEnmi4KYIxOi9Hc0YIoSwyeWYKKYvRWREVaYGJvQwhZfpJl4ywmskma55F2VyrXrYuUuSycHp3AGF+DBDVTgAarQAAJjeIFXeHOenXfnw/mct6452cwJLMD5+gWpXJXd</latexit>
b
n⇥n
n⇥1
n⇥n
n⇥1
1. Calcular A = Q R
=
2. Calcular Q T b
3. Resolver R x = Q T b
flops (MQ QR) ∼ 2 m n2 − 23 n3
x = A \ b
“backslash” usa fatoração QR para mı́nimos quadrados

Mı́nimos quadrados via fatoração SVD

AT A x = AT b Σw = UT b
⇐⇒
A = U ΣV T x = Vw
n⇥n
⌃
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n⇥1
w
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n⇥n
UT
<latexit sha1_base64="i+ZEhbvzWRUFBPnnF7jE6YqfSl4=">AAAB/XicbVBNS8NAEJ3Ur1q/qh69BIvgQUpSBT0WvXis0LSFNpbNdtMu3d2E3Y1QQvE3eNWzN/Hqb/HoP3HT5mBbHww83pthZl4QM6q043xbhbX1jc2t4nZpZ3dv/6B8eNRSUSIx8XDEItkJkCKMCuJpqhnpxJIgHjDSDsZ3md9+IlLRSDT1JCY+R0NBQ4qRNlLbe0x7F81pv1xxqs4M9ipxc1KBHI1++ac3iHDCidCYIaW6rhNrP0VSU8zItNRLFIkRHqMh6RoqECfKT2fnTu0zowzsMJKmhLZn6t+JFHGlJjwwnRzpkVr2MvE/r5vo8MZPqYgTTQSeLwoTZuvIzn63B1QSrNnEEIQlNbfaeIQkwtoktLAl4Fkm7nICq6RVq7qX1drDVaV+m6dThBM4hXNw4RrqcA8N8ADDGF7gFd6sZ+vd+rA+560FK585hgVYX7+vwJXh</latexit>
n⇥1
b
Receita computacional
=
1. Calcular A = U Σ V T
2. Calcular U T b n⇥1
x
n⇥n
V
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n⇥1
w
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3. Resolver Σ w = U T b
4. Calcular x = V w =
flops (MQ SVD) ∼ 2 m n2 + 11 n3

Custo do problema de mı́nimos quadrados (m n)
fatoração flops estabilidade custo

1 3
Cholesky ∼ m n2 + n ??? 1×$
3
2 3
QR ∼ 2 m n2 − n ? ? ?? (3m/n-2) × $
3
SVD ∼ 2 m n2 + 11n3 ????? (3m/n+33) × $

Queda livre perto da superfı́cie da Terra
t (s) s (cm)
0,1 5,49
1 2
0,2 -9,45 s(t) = g t + v0 t + s0
0,3 -31,39 2
0,4 -75,59
0,5 -113,69

clc
clear
time = [0.1 0.2 0.3 0.4 0.5];

height = [5.49 −9.45 −31.39 −75.59 −113.69]*1e−2;
A = [0.5*time.^2; time; ones(size(time))]';

b = height';
x = A\b;
xfit = 0:0.01:0.5;
yfit = 0.5*x(1)*xfit.^2 + x(2)*xfit + x(3);
plot(time,height,'om',xfit,yfit,'−b','LineWidth',2);
xlabel('tempo')
ylabel('altura')


Ajuste de curva robusto
Outras medidas de erro são possı́veis (e pertinentes):

• Erro médio quadrático
 1/2
m
1 X 2
E2 =  yk − f (xk ) 
m
k=1
• Erro médio
m
1 X
E1 = |yk − f (xk )|
m
k=1
• Erro máximo
E∞ = max |yk − f (xk )|
1≤k≤m





clc; clear; close all
m = 10;
xdata = [1 2 3 4 5 6 7 8 9 10];
ydata = [0.2 0.5 0.3 3.5 1.0 1.5 1.8 2.0 2.3 2.2];
E_2 = @(p) sqrt(sum(abs(p(1)*xdata + p(2) − ydata).^2)/m);

E_1 = @(p) sum(abs(p(1)*xdata + p(2) − ydata) )/m;
E_inf = @(p) max(abs(p(1)*xdata + p(2) − ydata));
p2 = fminsearch(E_2 ,[1 1]);

p1 = fminsearch(E_1 ,[1 1]);
pinf = fminsearch(E_inf,[1 1]);
xfit = 1:0.01:11;
y_2 = polyval( p2,xfit);
y_1 = polyval( p1,xfit);
y_inf = polyval(pinf,xfit);

plot(xdata,ydata,'om',xdata(4),ydata(4),'or','LineWidth',2);
hold on
plot(xfit,y_2 ,'−b','LineWidth',2);
plot(xfit,y_1 ,'−−k','LineWidth',2);
plot(xfit,y_inf,'−.c','LineWidth',2);
hold off
xlabel('x')
ylabel('y')
legend('dados','outlier','E_2','E_1','E_{inf}')

COVID-19 na cidade do Rio de Janeiro (1/3/2020 – 31/3/2021)


novos casos ∼ N exp (β t)

(fase de expansão)


y = N exp (β t)

y = N exp (β t) =⇒ ln y = β t + ln N
clc; clear; close all

dados = load('covid19_casos_rio_2020_2021.csv');
mm7 = dados;
for j=7:length(dados)
mm7(j) = sum(dados(j−6:j))/7;
end
xdata = 1:30; ydata = mm7(xdata)';
A = [xdata; ones(size(xdata))]';
b = log(ydata)';
x = A\b;
yfit = exp(x(2))*exp(x(1)*xdata);
stem(dados,'oc','LineWidth',0.5)
hold on
plot( mm7,'−.r','LineWidth',1)
plot( yfit,'−k','LineWidth',3)
hold off
xlabel('dias decorridos')
ylabel('novos casos por dia')
set(gca,'FontSize',18)


Outra possibilidade, curva logı́stica (via regressão não linear):
α L e −α (t−tm )
I (x) = 2
1 + e −α (t−tm )

Órbita de um asteroide
asteroide
órbita elíptica x (ua) y (ua)

8,025 8,310
sol 10,170 6,355
11,202 3,212
5 observações estão disponı́veis 10,736 0,375
9,092 -2,267
ua = unidade astron^
omica
A x2 + B x y + C y2 + D x + E y + 1 = 0
Determine a equação da órbita!

Algumas bases de dados
Núcleo de Informação e Estudos de Conjuntura
Anuário Estatístico
Base de Dados 2019
2020
Pegue alguns dados nessas bases e construa regressores!

Como citar esse material?
A. Cunha, Ajuste de Curvas,
Universidade do Estado do Rio de Janeiro – UERJ, 2021.
Essas notas de aula podem ser compartilhadas nos

termos da licença Creative Commons BY-NC-ND 3.0, com
propósitos exclusivamente educacionais.

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Ajuste de Curvas

Prof. Americo Cunha

Universidade do Estado do Rio de Janeiro – UERJ

c b nd A. Cunha (UERJ) Ajuste de Curvas 1 / 35

Johannes Kepler (1571-1630) Tycho Brahe (1546-1601)

Leis do movimento planetário:

c b nd A. Cunha (UERJ) Ajuste de Curvas 2 / 35

• A cada segundo cerca de 1,7 megabytes de novas informações

• O mundo digital hoje tem a ordem de 44 zettabytes em dados.

• A cada segundo cerca de 1,7 megabytes de novas informações

• O mundo digital hoje tem a ordem de 44 zettabytes em dados.

Precisamos de ferramentas para

c b nd A. Cunha (UERJ) Ajuste de Curvas 4 / 35

A curva interpolante passa A curva regressora passa

c b nd A. Cunha (UERJ) Ajuste de Curvas 4 / 35

c b nd A. Cunha (UERJ) Ajuste de Curvas 5 / 35

... um processo de regressão é muito mais robusto!

c b nd A. Cunha (UERJ) Ajuste de Curvas 5 / 35

Imagine que você tenha m observações obtidas por um processo de

Cada ponto dessa amostra de dados tem dois valores organizados

c b nd A. Cunha (UERJ) Ajuste de Curvas 6 / 35

Imagine que você tenha m observações obtidas por um processo de

Cada ponto dessa amostra de dados tem dois valores organizados

Qual a curva que “melhor aproxima”

c b nd A. Cunha (UERJ) Ajuste de Curvas 6 / 35

xi 6= xj , para qualquer par (i, j).

cbnd A. Cunha (UERJ) Ajuste de Curvas 7 / 35

c b nd A. Cunha (UERJ) Ajuste de Curvas 8 / 35

c b nd A. Cunha (UERJ) Ajuste de Curvas 8 / 35

c b nd A. Cunha (UERJ) Ajuste de Curvas 9 / 35

c b nd A. Cunha (UERJ) Ajuste de Curvas 9 / 35

c b nd A. Cunha (UERJ) Ajuste de Curvas 9 / 35

c b nd A. Cunha (UERJ) Ajuste de Curvas 9 / 35

Note que a medida de erro é uma função dos parâmetros

c b nd A. Cunha (UERJ) Ajuste de Curvas 9 / 35

c b nd A. Cunha (UERJ) Ajuste de Curvas 10 / 35

c b nd A. Cunha (UERJ) Ajuste de Curvas 10 / 35

c b nd A. Cunha (UERJ) Ajuste de Curvas 10 / 35

c b nd A. Cunha (UERJ) Ajuste de Curvas 10 / 35

c b nd A. Cunha (UERJ) Ajuste de Curvas 10 / 35

A solução é um mı́nimo global (E2 não tem máximo)!

c b nd A. Cunha (UERJ) Ajuste de Curvas 10 / 35

A = [sum(xdata.^2) sum(xdata); sum(xdata) m];

cbnd A. Cunha (UERJ) Ajuste de Curvas 11 / 35

cbnd A. Cunha (UERJ) Ajuste de Curvas 12 / 35

cbnd A. Cunha (UERJ) Ajuste de Curvas 13 / 35

f (x) = α1 φ1 (x) + · · · + αn φn (x)

• φk - funções linearmente independentes (predefinidas)

3. Encontre os parâmetros de ajuste que minimizam o erro

x† = arg min ||A x − b||

cbnd A. Cunha (UERJ) Ajuste de Curvas 14 / 35

c b nd A. Cunha (UERJ) Ajuste de Curvas 15 / 35

f (x) = α1 φ1 (x) + · · · + αn φn (x)

c b nd A. Cunha (UERJ) Ajuste de Curvas 15 / 35

f (x) = α1 φ1 (x) + · · · + αn φn (x)

f (x1 ) = α1 φ1 (x1 ) + · · · + αn φn (x1 ) ≈ y1

f (xm ) = α1 φ1 (xm ) + · · · + αn φn (xm ) ≈ ym

c b nd A. Cunha (UERJ) Ajuste de Curvas 15 / 35

f (x) = α1 φ1 (x) + · · · + αn φn (x)

c b nd A. Cunha (UERJ) Ajuste de Curvas 15 / 35

f (x) = α1 φ1 (x) + · · · + αn φn (x)

Em geral, esse sistema não tem solução!

c b nd A. Cunha (UERJ) Ajuste de Curvas 15 / 35