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Nonlinear Regression
Some popular nonlinear regression models:
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Nonlinear Regression
Given n data points ( x1, y1), ( x 2, y 2), ... , ( xn, yn) best fit y f (x )
to the data, where f (x ) is a nonlinear function of x .
( xn , yn )
( x2 , y2 )
y f (x)
( xi , yi )
yi f ( xi )
( x1 , y1 )
3
Regression
Exponential Model
4
Exponential Model
Given ( x1 , y1 ), ( x2 , y 2 ), ... , ( xn , yn ) best fit y ae to the data.
bx
( xn , yn )
( x2 , y2 )
y aebx
( xi , yi )
yi f ( xi )
( x1 , y1 )
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Finding Constants of Exponential Model
The sum of the square of the residuals is defined as
n
Sr y ae
bxi 2
i
i 1
Differentiate with respect to a and b
S r
n
2 y i ae e 0
bxi bxi
a i 1
S r
n
2 y i ae bxi
axi e 0
bxi
b i 1
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Finding Constants of Exponential Model
Rewriting the equations, we obtain
n n
yi e bxi
a e 2bxi 0
i 1 i 1
n n
y i xi e
bxi
a xi e 2bxi
0
i 1 i 1
7
Finding constants of Exponential Model
Solving the first equation for a yields
n
bxi
yi e
i 1
a n
2bxi
e
i 1
9
Example 1-Exponential Model cont.
The relative intensity is related to time by the equation
t
Ae
Find:
a) The value of the regression constants A and
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Plot of data
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Constants of the Model
Aet
The value of λ is found by solving the nonlinear equation
n
ti
n
i e n
f i t i e ti
i 1
n
i
t e 2ti
0
i 1 2ti i 1
e
i 1
n
i
e t i
A i 1
n
e 2 t i
i 1
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Setting up the Equation in MATLAB
n
ti
n
ie n
f i t i e ti
i 1
n
ti e
2ti
0
i 1 2ti i 1
e
i 1
t (hrs) 0 1 3 5 7 9
γ 1.000 0.891 0.708 0.562 0.447 0.355
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Setting up the Equation in MATLAB
n
ti
ie
0.1151
n n
f i t i e ti
i 1
n
i
t e 2ti
0
i 1 2ti i 1
e
i 1
t=[0 1 3 5 7 9]
gamma=[1 0.891 0.708 0.562 0.447 0.355]
syms lamda
sum1=sum(gamma.*t.*exp(lamda*t));
sum2=sum(gamma.*exp(lamda*t));
sum3=sum(exp(2*lamda*t));
sum4=sum(t.*exp(2*lamda*t));
f=sum1-sum2/sum3*sum4;
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Calculating the Other Constant
The value of A can now be calculated
6
e i
ti
A i 1
6 0.9998
e 2 ti
i 1
0.9998 e 0.1151t
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Plot of data and regression curve
0.9998 e0.1151t
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Relative Intensity After 24 hrs
The relative intensity of radiation after 24 hours
0.115124
0.9998 e
2
6.3160 10
This result implies that only
6.316 102
100 6.317%
0.9998
radioactive intensity is left after 24 hours.
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Polynomial Model
( xn , yn )
( x2 , y2 )
( xi , yi ) y a0 a1 x ... am x m
yi f ( xi )
( x1 , y1 )
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Polynomial Model cont.
The residual at each data point is given by
Ei y i a0 a1 xi . . . a m xim
The sum of the square of the residuals then is
n
S r Ei2
i 1
y i a 0 a1 xi . . . a m xim
n
2
i 1
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Polynomial Model cont.
To find the constants of the polynomial model, we set the derivatives
with respect to ai where i 1, m, equal to zero.
S r
n
2. yi a0 a1 xi . . . am xim (1) 0
a0 i 1
S r
n
2. yi a0 a1 xi . . . am xim ( xi ) 0
a1 i 1
S r
n
2. yi a0 a1 xi . . . am xim ( xim ) 0
am i 1
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Polynomial Model cont.
These equations in matrix form are given by
n
n n n m
xi . xi a
yi
. .
i 1 i 1 0
n ni 1
xi n 2 n m1 a1
xi . . . xi xi y i
i 1 i 1 i 1 . .
. i 1
. . . . . . . . . . . a . . .
m
n m n m1
n
xim yi
n
xi xi . . . xi2 m
i 1
i 1 i 1 i 1
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Example 2-Polynomial Model
Regress the thermal expansion coefficient vs. temperature data to
a second order polynomial.
40 6.24×10−6
3.00E-06
−40 5.72×10−6
−120 5.09×10−6 2.00E-06
n n 2 n
n Ti Ti i
i 1 i 1 a i 1
0
n n 2 n 3 n
i
T Ti Ti a1 Ti i
i n1 i 1 i 1 i 1
n
n 4 2 T 2
a
T 2 n 3
i Ti Ti
i i
i 1 i 1 i 1 i 1
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Correlation coefficient, r
n n n
n xi yi xi yi
r i 1 i 1 i 1
1
n n n 2 n
2
2 2
n xi xi n yi yi
2
i 1 i 1 i 1 i 1
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Example 2-Polynomial Model cont.
The necessary summations are as follows
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Table. Data points for temperature vs.
Temperature, T Coefficient of
α
T
i 1
i
2
2.5580 105
(oF) thermal expansion,
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T
α (in/in/oF)
i
3
7.0472 10 7
80 6.47×10−6
i 1
40 6.24×10−6 7
−40 5.72×10−6 T
i 1
i
4
2.1363 1010
−120 5.09×10−6
7
−200 4.30×10−6
i 3.3600 10 5
−280 3.33×10−6
i 1
−340 2.45×10−6 7
T
i 1
i i 2.6978 10 3
7
T
i 1
i
2
i 8.5013 10 1
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Example 2-Polynomial Model cont.
Using these summations, we can now calculate a0 ,a1 , a2
7.0000 8.6000 10 2 2.5800 10 5 a 0 3.3600 10 5
8.600 10
2
2.5800 10 5 7.0472 10 7 a1 2.6978 10 3
2.5800 10 5 7.0472 10 7 2.1363 1010 a 2 8.5013 10 1
Solving the above system of simultaneous linear equations we have
a 0 6.0217 10
6
a 6.2782 10 9
1
a 2 1.2218 10
11
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Linearization of Data
To find the constants of many nonlinear models, it results in solving
simultaneous nonlinear equations. For mathematical convenience,
some of the data for such models can be linearized. For example, the
data for an exponential model can be linearized.
As shown in the previous example, many chemical and physical processes
are governed by the equation,
y aebx
Taking the natural log of both sides yields,
ln y ln a bx
Let z ln y and a 0 ln a
We now have a linear regression model where z a0 a1 x
(implying) a eao with a1 b
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Linearization of data cont.
Using linear model regression methods,
n n n
n xi z i xi z i
a1 i 1 i 1 i 1
2
n
n
n xi2 xi
i 1 i 1
_ _
a0 z a1 x
Once ao , a1 are found, the original constants of the model are found as
b a1
a e a0
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Example 3-Linearization of data
Many patients get concerned when a test involves injection of a radioactive
material. For example for scanning a gallbladder, a few drops of Technetium-
99m isotope is used. Half of the technetium-99m would be gone in about 6
hours. It, however, takes about 24 hours for the radiation levels to reach what
we are exposed to in day-to-day activities. Below is given the relative intensity
of radiation as a function of time.
1
Table. Relative intensity of radiation as a function
0
0 5 10
Time t, (hours)
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Example 3-Linearization of data cont.
Exponential model given as,
Ae t
ln ln A t
Assuming z ln , ao ln A and a1 we obtain
z a0 a1t
This is a linear relationship between z and t
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Example 3-Linearization of data cont.
Using this linear relationship, we can calculate a0 , a1 where
n n n
n t i zi t i zi
a1 i 1 i 1 i 1
2
n
n
n t12 ti
i 1 i 1
and
a0 z a1t
a 1
a0
Ae
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Example 3-Linearization of Data cont.
Summations for data linearization are as follows
i ti i zi ln i tz t 2 t
i 1
i 25.000
i i i
6
z
1 0 1 0.00000 0.0000 0.0000
2 1 0.891 −0.11541 −0.11541 1.0000 2.8778
i
3 3 0.708 −0.34531 −1.0359 9.0000 i 1
4 5 0.562 −0.57625 −2.8813 25.000 6
5
6
7
9
0.447
0.355
−0.80520
−1.0356
−5.6364
−9.3207
49.000
81.000 t z
i 1
i i
18.990
6
−2.8778 −18.990
t
25.000 165.00
i
2
165.00
i 1
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Example 3-Linearization of Data cont.
Calculating a0 , a1
6 18.990 25 2.8778
a1 0.11505
6165.00 25
2
2.8778
0.11505
25 2.6150 10 4
a0
6 6
Since
a0 ln A
A e a0
2.6150104
e 0.99974
also
a1 0.11505
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Example 3-Linearization of Data cont.
Resulting model is 0.99974 e
0.11505t
1
0.99974 e 0.11505t
Relative
Intensity
0.5
of
Radiation,
0
0 5 10
Time, t (hrs)
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Example 3-Linearization of Data cont.
The regression formula is then
0.99974 e 0.11505t
1
b) Half life of Technetium 99 is when
2 t 0
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Example 3-Linearization of Data cont.
c) The relative intensity of radiation after 24 hours is then
0.99974e 0.1150524
0.063200
6.3200 102
This implies that only 100 6.3216% of the radioactive
0.99983
material is left after 24 hours.
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Comparison
Comparison of exponential model with and without data linearization:
Table. Comparison for exponential model with and without data
linearization.
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