CRITERIA FOR CURVE FITTING

Let (xi, yi) be the actual data poi t!" Let y # $(x) be the cu%&e that ha! bee '$it( to the data poi t!"

y#$(x)

(xi, yi) 0 0

)e$i e the %e!idual %i to be the di$$e%e ce bet*ee the actual a d p%edicted &alue! co%%e!po di + to xi" The %i # yi , $(xi) -e.ll loo/ at th%ee c%ite%ia $o% !electi + the cu%&e y # $(x)

1" 2i i3i4e the !u3 o$ the ab!olute de&iatio ! (o% %e!idual!)5

2i

yi f ( xi ) i =1

6" Lea!t 78ua%e! , 2i i3i4e the !u3 o$ the !8ua%e! o$ the de&iatio !"

2i

(y i =1

f ( xi ) )

9" Cheby!he& , 2i i3i4e the la%+e!t ab!olute de&iatio

Min 3ax yi f ( xi ) i

or Min r subject to ri r i"

Example5 Fit y # cx to x 6 ; : y : < 11

1. Minimize sum of absolute deviations Minimize =:>6c= ? =<>;c= ? =11>:c= 2. Least Squares Minimize (:>6c)6 ? (<>;c)6 ? (11>:c)6 3. Chebyshev Let %1 # :>6c %6 # <>;c %9 # 11>:c Let % # 3ax =%i= Minimize % !ub@ect to 5 =:>6c= A % =<>;c= A % =11>:c= A %

Note that each o$ the!e i e8ualitie! i! e8ui&ale t to a pai% o$ i e8ualitie!" Fo% i !ta ce =:>6c= A % i! e8ui&ale t to5 % , (:>6c) B C a d % ? (:>6c) B C

Each i e8uality dete%3i e! a %e+io i the pla e" 7o *e loo/ i the %e+io that !ati!$ie! all the i e8ualitie! a d dete%3i e the &alue o$ c that +i&e! u! the 3i i3u3 $o% %"

Comparin the Criteria 1" Minimize sum of absolute deviations , t%eat! each poi t *ith e8ual *ei+ht" 6" Chebyshev !riteria ,+i&e! 3o%e *ei+ht to the poi t *ith the la%+e!t ab!olute de&iatio "

E E E E E E E

9" "he least squares !riteria $all! i bet*ee the othe% t*o c%ite%ia i te%3! o$ it! *ei+hti + o$ la%+e% ab!olute de&iatio !" (-hyD) -e ext co3pa%e the lea!t !8ua%e! a d Cheby!he& $it!" 7uppo!e $o% a +i&e !et o$ data poi t!, (xi, yi), *e apply the t*o c%ite%ia" Let5 $1(x) %ep%e!e t the %e!ult u!i + the Cheby!he& c%ite%ia" $6(x) %ep%e!e t the %e!ult u!i + the lea!t !8ua%e! c%ite%ia" The %e!idual! o% de&iatio ! at each poi t *ill be di$$e%e t $o% the t*o 3ethod!" (-hyD)

Let ci # =yi , $1(xi)= di # =yi , $6(xi)=

cmac = 3axGci F
i

%ep%e!e t the ab!olute Cheby!e& de&iatio ! %ep%e!e t the ab!olute lea!t !8ua%e! de&iatio !"
d mac = 3axGd i F
i

Let

a d

Explain #hy
6 6

c3ax A d3ax
6 6 6 6

(1)

Explain #hy

d 1 + d 6 + """ + d n c1 + c 6 + """ + c n

7i ce $o% each, ci A c3ax , *e ha&e

d 1 + d 6 + """ + d n
o% D =

nc

6 3ax

d 1 + d 6 + """ + d n
n

c3ax

(6)

Co3bi i + (1) a d (6) +i&e! u!e ) A c3ax A d3ax Thi! %e!ult +i&e! u! a bou d o c3ax" Thi! i! u!e$ul i$ *e.&e u!ed the lea!t !8ua%e! c%ite%ia a d *a t to / o* ho* 3uch *e 3i+ht i3p%o&e the la%+e!t ab!olute de&iatio i$ *e decided to u!e the Cheby!he& c%ite%ia" Read 7ectio 9"6 H%oble3! 1, 6a (Iu!t $o%3ulate the 3odel" )o .t !ol&e it") (9)