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Chuong 1
Chuong 1
Chng 1
. 1
Nh vy h s vt trc la:
k=
170
1,13
150
A t +1
A 0 (1 + ) t + 1
=
= 1 + = const
At
A 0 (1 + ) t
= C
. 2
. 3
Ngoai vic xac nh mt cach gn ung ( theo phng phap bnh phng cc
tiu) cac h s cua phng trnh hi qui, cn xac nh mt ai lng c trng phu na
la h s tng quan r, noi ln s phu thuc tuyn tnh gia cac bin ngu nhin y va x.
H s tng quan tuyn tnh c xac nh nh sau:
n
x y
r=
'
i
i =1
'
i
(x ) . (y )
n
i =1
' 2
i
i =1
(1-5)
' 2
i
trong o :
y i' = y i y
n
n
_
' '
=
x
y
x
y
n
x
y
i i
i i
i =1
i =1
n
n
2
' 2
2
x
x
n
x
i
i
i =1
i =1
n
n
2
' 2
2
y
y
n
y
i
i
i =1
i =1
n
n
1
1
x = xi ; y = y i
n i =1
n i =1
xi' = xi x
( )
(1-6)
( )
xi' y i' = xi y i x y i y xi + x y
= x y x ny ynx + nx y
i i
= x y nx y
i i
Vi
x, y
n
: s quan sat
-1 r +1
ai lng r cang ln th mi lin h tuyn tnh gia cac bin ngu nhin cang
cht, h s tng quan co th xem nh mt ch tiu cua ham la chon.
xem h s tng quan r tn tai mc nh th nao, sau khi tnh c gia tr
r ta tip tuc phn tch thng k theo biu thc :
r n2
(1-7)
t=
1 r 2
ai lng t la mt ai lng ngu nhin co phn phi Student, so sanh gia tr t
tm c vi bang phn b Student. Gia thit vi tin cy la 0,95 nu t > t 0,05 th
chng to cac bin ngu nhin y va x tng quan tuyn tnh vi nhau.
V du: anh gia tng quan gia in nng tiu thu vi gia tr san lng cng
nghip ghi trong bang sau:
. 4
S th t
01
02
03
04
05
06
07
08
09
10
11
12
13
14
Goi y la in nng tiu thu va x la gia tr san lng cng nghip. Gia thit y va x
co mi quan h tuyn tnh bc nht theo dang:
y = Ax + B
Trong o A va B la cac h s xac nh theo phng phap bnh phng cc tiu.
Phng trnh hi qui co dang:
y = 3,1003 + 1,4481x
Xac nh h s tung quan r:
n
y =
i =1
yi
132 , 9
= 9 , 4928
14
61 , 8
= 4 , 4143
14
x =
n
xi' yi' =
i =1
( xi' ) 2 =
i =1
n
(y )
i =1
' 2
i
i =1
i =1
2
i
y
i =1
i =1
xi
2
i
. 5
r=
34,7516
23,9973x52,35
= 0,98
t =
0 ,98 14 2
1 0 ,98 2
= 17 , 05
Gia thit vi tin cy la 0,95 tra bang phn phi Student ta c: t0,05=2,179.
Nh vy: t = 17,05 > t0,05 = 2,179, chng to rng y va x tng quan tuyn tnh vi nhau.
1.4. PHNG PHAP BNH PHNG CC TIU
)
y = a + bx
(1 - 10)
min
(1-11)
yi yi
i =1
y chnh la tinh thn cua phng phap bnh phng cc tiu. Phng phap nay
c ng dung ph bin v tnh cht n gian va co c s vng chc v mt xac sut,
theo phng phap trn cac h s a, b nhn c co tnh cht sau y :
a. Cac anh gia cua cac thng s khng lch, ngha la :
n
. 6
E(a) =
E(b) =
(ngha la sai s khng nghing v mt pha - cac thng s la chon tp trung
xung quanh gia tr thc ma ta cha bit)
b. Cac gia tr quan sat c la xac ang, ngha la phng sai cac gia tr y tin
ti 0 khi tng s quan sat n ln :
a2 = 0 ;
b2 = 0
lim
lim
c. Cac gia tr quan sat c la hiu qua ngha la co phng sai nho nht.
1.4.2. Cac biu thc toan hoc xac nh cac m hnh d bao:
Gia thit rng co ham s lin tuc y = (x, a, b, c...). Xac nh cac h s a, b, c...
n
[y
i =1
( x i , a , b , c ...)
]2
min
(1 - 12)
[y
i =1
( x i , a , b , c ...)
]2
( x i , a , b , c ...)
]2
( x i , a , b , c ...)
]2
[y
i =1
n
[y
i =1
= 0
a
= 0
b
= 0
c
(1 - 13)
(1-14)
y
y
i
i
i =1
n
min
2
F(a,b) =
[y (a + bx )]
i =1
min
. 7
i =1
n
F = 0 [ y (a + bx )]x = 0
i
i
i
b
i =1
(1-15)
Hoc co th vit:
i =1
i =1
(1-16)
n
n
n
2
b xi + a x i = xi y i
i =1
i =1
i =1
Giai ra ta tm c a, b
Nh vy da vao n quan sat ta tm c ham hi qui, ngha la ta tm c a, b
xac ang, khng chnh lch va hiu qua.
Chia phng trnh th nht cua (1-16) cho s quan sat n ta co :
(1-17)
a + b x = y
n
b xi + na = y i
y i' = y i y
n
Khi o
x i' = 0
i =1
y
i =1
'
i
=0
Ta se xac nh c:
b = i =n1
'2
xi
i =1
a = y b x
n
x y
'
i
'
i
( )
Trong o :
x y
'
i
'
i
va
(1-18)
(x )
' 2
i
V du : Xy dng m hnh d bao dang y = a + bx, bit day s liu quan sat sau y
Nm
S th t (nm)
in nng tiu thu [MWh]
1990
1
12,20
1991
2
13,15
1992
3
14,60
1993
4
16,10
1994
5
17,20
1995
6
18,50
. 8
1996
1997
1998
1999
7
8
9
10
19,40
20,60
21,75
23,50
i =1
xi ;
i =1
yi;
i =1
x i2 ;
i =1
xi yi
S th t nm ti
t i2
1
12,2
1
2
13,15
4
3
14.60
9
4
16,10
16
5
17,2
25
6
18,50
36
7
19,40
49
8
20,60
64
9
21,75
81
10
23,50
100
55
177
385
T o ta co h phng trnh sau:
n
n
b t i + na = y i
55b + 10a = 177
i =1
i =1
n
n
n
385b + 55a = 1075
2
b t i + a t i = t i y i
i =1
i =1
i =1
Giai h phng trnh trn ta tm c: a = 10,93; b = 1,231
Phng trnh hi qui co dang :
= 10,93 + 1,231t
Hoc co th xac nh cac h s a, b theo (1-18) nh sau:
1
y = y i = 17,70
n
1
= 5,50
t = ti
n
t i' = t i x
y i' = y i y
Cn xac nh
t y
'
i
'
i
(t )
' 2
i
tiyi
12,2
26,30
43,80
64,40
86,0
111,0
135,8
164,8
195,75
235,00
1075
. 9
ti
1
2
3
4
5
6
7
8
9
10
yi
12,2
13,15
14,60
16,10
17,2
18,50
19,40
20,60
21,75
23,50
ti
-4,5
-3,5
-2,5
-1,5
-0,5
0,5
1,5
2,5
3,5
4,5
yi
-5,50
-4,55
-3,10
-1,60
-0,50
0,80
1,70
2,90
4,05
5,80
ti yi
24,75
15,93
7,75
2,40
0,25
0,40
2,55
7,25
14,17
26,10
101,55
ti2
20,25
12,25
6,25
2,25
0,25
0,25
2,25
6,25
12,25
20,25
82,5
Ta tm c :
10
t
i =1
10
b=
'
i
y i'
=
(t )
' 2
i
i =1
101,55
= 1,231
82,5
=
= 0,9985
r=
2
2
'
82,5.125,35
(
)
(
)
x
.
y
i i
H ss tng quan r gn bng 1 cho thy y va t tng quan cht.
r n 2 r 10 2
8r
=
=
= 145,894
t=
1 r 2
1 r 2
1 r 2
Vi tin cy 0,95 tra bang phn phi Student ta c t0,05 = 1,86, ta nhn thy
rng t > t0,05 , nh vy gia y va t tng quan tuyn tnh vi nhau.
(y
i =1
y i )
F = y i axi2 + bxi + c
)]
min
min
. 10
)]
)]
)]
n
F
= 0 y i ax i2 + bx i + c .x i2 = 0
a
i =1
F
2
= 0 y i ax i + bx i + c .x i = 0
b
i =1
F
= 0 y i ax i2 + bx i + c = 0
c
i =1
(1-20)
Hoc la :
n
n
n
n
a x i4 + b x i3 + c x i2 = x i2 y i
i =1
i =1
i =1
i =1
n
n
n
n
(1-21)
a x i3 + b x i2 + c x i = x i y i
i =1
i =1
i =1
i =1
n
n
n
a x i2 + b x + c = y i
i =1
i =1
i =1
Giai h (1-21) ta c a, b, c
V du :
Xy dng m hnh dang y = ax2 + bx + c bit day s liu quan sat sau y:
Nm
1990
1991
1992
1993
1994
1995
S th t nm t
0
1
2
3
4
5
Tnh toan cac h s cua h phng trnh (1-21) ghi kt qua vao bang sau:
STT
nm xi
0
1
2
3
4
5
15
in nng tiu
thu [MWh] yi
57,1
46,47
43,57
41,47
46,93
60,18
295,72
x i2
x i3
x i4
xiyi
x i2 y i
0
1
4
9
16
25
55
0
1
8
27
64
125
225
0
1
16
81
256
625
979
0
46,47
87,14
124,41
187,72
300,90
746,64
0
46,47
174,28
373,23
750,88
1504,50
2849,36
. 11
c = 57,35
i
i =1
i =1
(1-25)
n
n
n
2
B x + A x = x Y
i
i
i i
i =1
i =1
i =1
Giai h phng trnh (1-25) ta c A va B, theo (1-24) se tm c a, b.
Hay cung co th xac nh A va B nh sau:
n
xi' Yi '
B = i =1n
(1-26)
xi'2
i =1
A = Y Bx
V du: in nng tiu thu mt a phng c ghi trong bang sau:
Nm
(t)
in nng
106[KWh] A(t)
1995
(1)
7,34
1996
(2)
11,43
1997
(3)
14,25
1998
(4)
16,25
1999
(5)
19,40
2000
(6)
24,98
2001
(7)
34,97
. 12
+
=
log
C
t
n
log
A
log Ai
i
0
i =1
i =1
n
n
n
log C t 2 + log A
i
0 t i = t i log Ai
i =1
i =1
i =1
Tnh toan cac h s ghi trong bang sau:
ti
1
2
3
4
5
6
7
28
Ai[106KWh]
7,34
11,43
14,25
16,25
19,04
24,98
34,97
ti2
1
4
9
16
25
36
49
140
logAi
6,865
7,058
7,153
7,225
7,228
7,398
7,544
50,531
ti.logAi
6,865
14,116
21,459
28,900
36,140
44,388
51,808
204,976
Suy ra:
logA0 = 6,8113
logC = 0,102
A0 = 6,476.106 KWh
C = 1,265
A(t) = 6,476.106.(1,265)t
Ghi chu: d bao phu tai in nng thng s dung cac phng phap sau:
- Phng phap san bng ham mu,
- Xac nh toan t d bao ti u trong nng lng,
- X dung m hnh ly thuyt thng tin anh gia tng quan trong
d bao nhu cu in nng.
. 13