ngetes

© All Rights Reserved

27 views

ngetes

© All Rights Reserved

- dddety.pdf
- Introduction to Nuclear Engineering - Lamarsh - Ch2 - Atomic & Nuclear Physics
- Harvard Applied Mathematics 205 Homework 1
- Book Basic Physics of Nuclear Mrdicine
- Radioactive Pollution
- Algebra Worksheet
- How to Explain Euler's Identity Using Triangles and Spirals
- Application of 1st Order ODE
- Energy Uncertainty of the Final State of a Decay Process - Francesco Giacosa
- Graphing Linear Equations 2
- Clocks in Rocks? - ICR
- Exponential and Logarithmic Functions Review
- data-0001-c340d51d20e6ad1c0120e769e1cb007d
- Evaluating Exponential Functions Worksheet PDF
- 5054_w09_qp_1
- ECE107L EXP 1
- half-life mm lab
- Return Calculations
- science fiction critique
- tenses exercise

You are on page 1of 38

Sujantoko

Mathematic Engineering

Ocean Engineering FTK ITS

Nonlinear Regression

Some popular nonlinear regression models:

1. Exponential model:

( y = aebx )

2. Power model:

( y = axb )

ax

=

y

b

+

x

4. Polynomial model:

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 )

(x , y )

2

y = f (x)

(x , y )

i

(x , y )

1

y f ((xx )

i

Figure.

vs x data

Regression

g

Exponential Model

Exponential Model

bx

Given ( x1 , y1 ), ( x 2 , y 2 ), ... , ( x n , y n ) best fit y = ae to the data.

(x , y )

n

( x2 , y2 )

( xi , yi )

(x , y )

1

y = aebx

y f (x )

i

Fi di Constants

Finding

C

off Exponential

E

i l Model

M d l

Th sum off th

The

the square off th

the residuals

id l is

i defined

d fi d as

n

Sr = y ae

i =1

bx 2

n

S r

b i

b i

= 2 y i ae bx

e bx

=0

a

i =1

)(

)(

n

S r

bxi

bxi

= 2 y i ae

axi e = 0

b

i =1

Rewriting the equations, we obtain

yi e

bxi

i =1

y i xi e

i =1

bxi

+ ae

2bxi

=0

2bxi

=0

i =1

a xi e

i =1

Solving the first equation for a yields

n

a=

yi e

bxi

i =1

n

2bxi

e

i =1

Substituting

g a back into the previous equation

n

y i xi e

i =1

bxi

yi e

i =1

n

bxi

2bxi

e

2bxi

x

e

=0

i

i =1

i =1

methods such bisection method.

8

Example 1-Exponential

1 Exponential Model

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

techritium-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.

Table.

time

t(hrs)

1 000

1.000

0 891

0.891

0 708

0.708

0 562

0.562

0 447

0.447

0 355

0.355

The relative intensity is related to time by the equation

t

= Ae

Find:

a) The value of the regression constants A and

b) The

h half-life

h lf l f off Technium-99m

h

99

c) Radiation intensity after 24 hours

10

Plot of data

11

= Ae t

The

h value

l off is found

f

db

by solving

l

the

h nonlinear

l

equation

n

f ( ) = i t i e

ti

i =1

ti

e

i

i =1

n

2ti

e

i =1

n

A=

e

i

i =1

n

2 ti

e

i =1

12

2ti

t

e

=0

i

i =1

n

f ( ) = i t i e

i =1

ti

ie

i =1

n

ti

ti e

2ti i =1

2ti

=0

i =1

t (h

(hrs))

0

1

3

5

7

9

13

Setting

g up

p the Equation

q

in MATLAB

n

f ( ) = i t i e

i =1

ti

ie

i =1

n

ti

2ti

t

e

=0

i

2ti i =1

= 0.1151

i =1

t=[0 1 3 5 7 9]

gamma=[1

ga

a [ 0.891

0 89 0.708

0 08 0.562

0 56 0.447

0

0.355]

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));

sum4=sum(t.*exp(2*lamda*t));

f=sum1-sum2/sum3*sum4;

14

The value of A can now be calculated

6

A=

e

i =1

6

ti

2 ti

e

= 0.9998

i =1

= 0.9998 e

15

0.1151t

= 0.9998 e 0.1151t

16

The relative intensity of radiation after 24 hours

= 0.9998 e

0.1151( 24 )

= 6.3160 10

6.316 102

100 = 6.317%

0.9998

radioactive intensity is left after 24 hours.

17

Homework

18

isotope?

Compare the constants of this regression

model

d l with

i h the

h one where

h

the

h data

d

is

i

transformed.

Write a program in the language of your

choice to find the constants of the model

(fortran, matlab, matchad, maple)

P l

Polynomial

i l Model

M d l

Given

( xn , yn )

(x , y )

2

( xi , yi )

(x1, y1)

y = a + a x + K+ a x m

0

y f (x )

i

19

The residual at each data point is given by

E i = y i a 0 a1 xi . . . a m xim

Th sum off th

The

the square off th

the residuals

id l then

th is

i

n

S r = Ei2

i =1

= y i a 0 a1 xi . . . a m xim

i =1

20

To find the constants of the polynomial model, we set the derivatives

with respect to ai where i = 1,K m, equal to zero.

n

S r

= 2. yi a0 a1 xi . . . am xim (1) = 0

a0 i =1

n

S r

= 2. yi a0 a1 xi . . . am xim ( xi ) = 0

a1 i =1

n

S r

= 2. yi a0 a1 xi . . . am xim ( xim ) = 0

am i =1

21

These equations in matrix form are given by

n

xi

i =1

. . .

n m

xi

i =1

xi

i =1

n 2

xi

i =1

. . .

. .

. .

. .

n m+1

xi . .

i =1

n m

. xi a

i =1 0

n m+1 a1

. xi

i =1

. .

. . . a

m

n

. xi2 m

i =1

yi

ni =1

=

xi yi

. i =1

. . .

n

xim yi

i =1

22

Regress the thermal expansion coefficient vs. temperature data to

a second order polynomial.

23

Coefficient of

thermal

expansion,

(i /i /oF))

(in/in/

80

6.47106

40

6.24106

40

5.72106

120

5.09106

200

4.30106

280

3.33106

340

2.451066

6.00E-06

5.00E-06

(in/in/oF)

Temperature, T

(oF)

7.00E-06

Therm

mal expansion c

coefficient,

temperature vs

4.00E-06

3.00E-06

2.00E-06

-400

-300

-200

1.00E-06

-100

0

100

200

Temperature oF

Temperature,

temperature.

We are to fit the data to the polynomial regression model

= a0 + a1T + a 2 T 2

The coefficients a0 ,a

square of the residuals with respect to each variable and setting the

values equal to zero to obtain

n

T

i

i =n1

T 2

i

i =1

24

Ti

i =1

n 2

Ti

i =1

n 3

Ti

i =1

n 2

n

Ti

i

i =1 a i =1

0

n 3 n

Ti a1 = Ti i

i =1 i =1

a

n

n 4 2 T 2

Ti

i

i

i

=

1

i =1

The necessary summations are as follows

Table. Data points for temperature vs.

Temperature,

T

t

T

(oF)

C ffi i t off

Coefficient

thermal expansion,

(in/in/oF)

80

6.47106

40

6.2410

6.24

106

40

5.72106

120

5.09106

200

4.30106

280

3.33106

340

2.45106

T

i =1

7

T

i =1

= 7.0472 10 7

= 2.1363 1010

i =1

= 3.3600 10 5

T

i =1

T

i =1

25

= 2.5580 105

i =1

= 2.6978 10 3

i =8.5013 10 1

Using these summations, we can now calculate a0 ,a1 , a2

7.0000

2

8.600 10

2.5800 10 5

8.6000 10 2

2.5800 10 5

7.0472 10 7

2.5800 10 5 a 0 3.3600 10 5

7.0472 10 7 a1 = 2.6978 10 3

2.1363 1010 a 2 8.5013 10 1

6

a 0 6.0217 10

a = 6.2782 10 9

1

11

a 2 1.2218 10

= a 0 + a1T + a 2T 2

= 6.0217 10 6 + 6.2782 10 9 T 1.2218 10 11 T 2

26

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,

p , 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 = a 0 + a1 x

(implying) a = e ao with

27

a1 = b

Using linear model regression methods,

a1 =

i =1

i =1

i =1

n xi z i xi z i

n xi2 xi

i =1

i =1

n

a 0 = z a1 x

Once ao , a1 are found, the original constants of the model are found as

b = a1

a = e a0

28

Many patients get concerned when a test involves injection of a radioactive

material. For example for scanning a gallbladder, a few drops of Technetium99m 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.

t(hrs)

1.000

0.891

0.708

0.562

0.447

0.355

1

Relative inte

ensity of radiation,,

of time

0.5

0

0

5

Time t, (hours)

10

vs. time

29

Find:

a) The value of the regression constants A and

b) The

Th half-life

h lf lif off Technium-99m

T h i

99

c) Radiation intensity after 24 hours

The relative intensity is related to time by the equation

= Ae t

30

Exponential model given as,

= Ae t

l ( ) = ln

ln

l ( A) + t

Assuming z = ln , a o = ln ( A) and a1 = we obtain

z =a +at

0

1

z and

This

h is a linear

l

relationship

l

h between

b

d t

31

Using this linear relationship, we can calculate a0 , a1 where

a =

i =1

i =1

i =1

n ti zi ti zi

and

n t12 ti

i =1

i =1

n

a0 = z a1t

= a1

A=e

32

a0

Summations for data linearization are as follows

Table. Summation data for linearization of data model

ti

i

1

2

3

4

5

6

0

1

3

5

7

9

25.000

z = ln

1

0 891

0.891

0.708

0.562

0.447

0.355

0.00000

00.11541

11541

0.34531

0.57625

0.80520

1.0356

0.0000

0

0.11541

11541

1.0359

2.8813

5.6364

9.3207

0.0000

1 0000

1.0000

9.0000

25.000

49.000

81.000

2.8778

18.990

165.00

tz

i i

2

i

With n = 6

6

t

i =1

6

z

i =1

= 2.8778

t z

i =1

6

t

i =1

33

= 25.000

i i

2

i

= 18.990

= 165.00

Calculating a0 , a1

a1 =

2

6(165.00 ) (25)

= 0.11505

a0 =

2.8778

25

( 0.11505 )

6

6

= 2.6150 10 4

Since

a0 = ln ( A)

A = e a0

=e

2.6150104

= 0.99974

also

= a1 = 0.11505

34

0 . 11505 t

Resulting model is = 0 .99974 e

= 0.99974 e 0.11505t

Relative

Intensity

0.5

off

Radiation,

0

0

10

Time, t (hrs)

Figure. Relative intensity of radiation as a function of

temperature using linearization of data model.

35

The regression formula is then

= 0 .99974 e 0.11505 t

1

2

1

0 .99974 e 0 .11505 t = (0 .99974 )e 0 .11505 (0 )

2

e 0 .11508 t = 0 .5

0 .11505 t = ln (0 .5 )

t = 6 .0248 hours

36

t =0

c) The relative intensity of radiation after 24 hours is then

= 0.99974e 0.11505(24 )

= 0.063200

6.3200 10 2

100 = 6.3216%

This implies that only

0.99983

37

of the radioactive

Comparison

Comparison of exponential model with and without data linearization:

Table. Comparison for exponential model with and without data

linearization.

(Example 3)

(Example 1)

0.99974

0.99983

0.11505

0 11505

0.11508

0 11508

Half-Life (hrs)

6.0248

6.0232

Relative intensity

after 24 hrs.

6.3200102

6.3160102

find the constants of the nonlinear exponential model in this

case.

case

38

- dddety.pdfUploaded byRichard Canar Perez
- Introduction to Nuclear Engineering - Lamarsh - Ch2 - Atomic & Nuclear PhysicsUploaded byBrais Freiría
- Harvard Applied Mathematics 205 Homework 1Uploaded byJ
- Book Basic Physics of Nuclear MrdicineUploaded bymaram87
- Radioactive PollutionUploaded byPuja Solanki
- Algebra WorksheetUploaded byabhijeet_sangwan
- How to Explain Euler's Identity Using Triangles and SpiralsUploaded byGeorgia
- Application of 1st Order ODEUploaded byKitz Derecho
- Energy Uncertainty of the Final State of a Decay Process - Francesco GiacosaUploaded byCambiador de Mundo
- Graphing Linear Equations 2Uploaded byMisterLemus
- Clocks in Rocks? - ICRUploaded by7ett_
- Exponential and Logarithmic Functions ReviewUploaded byShani Armstrong
- data-0001-c340d51d20e6ad1c0120e769e1cb007dUploaded byGolden Dubey
- Evaluating Exponential Functions Worksheet PDFUploaded byMarquis
- 5054_w09_qp_1Uploaded byjamesgraham1234
- ECE107L EXP 1Uploaded byRigel Zabate
- half-life mm labUploaded byapi-110789702
- Return CalculationsUploaded byJose C Beraun Tapia
- science fiction critiqueUploaded byapi-317621590
- tenses exerciseUploaded byLaura Uli Siahaan
- rd - preassessmentshort docUploaded byapi-238589602
- Bit–Error Rate Evaluation for MC-CDMAUploaded byaravindhana1a1
- art-3A10.1007-2Fs10967-012-1875-y_2Uploaded byIsna Nurhidayati
- 5054_s06_erUploaded bymstudy123456
- curriculum unitUploaded byapi-293667101
- Electrostatics.docxUploaded byVinay Aanand Aanand
- Calculus 4Uploaded byjadest6
- unit 4 cover sheet homework packet fall 2016Uploaded byapi-328105463
- 01 01 FunctionsUploaded byXavimVXS
- alphaUploaded byArdhy Armawan

- Enzymatic Activity of Salivary AmylaseUploaded byMaria Christina Paine
- Group Theory Lecture Notes AmsterdamUploaded byyapmadur
- POP-42907-006_rev3Uploaded byOvidiuP
- Capac Dinamicas y Competitivas- Da Yuan LiUploaded byAndrés Solórzano
- Kami Export - p7-Submission-template (1)Uploaded byDuyen Huynh
- ASTM-Index.pdfUploaded bynidhin
- Applied Mathematics JournalUploaded byHirenPaneliya
- Elizabeth VoltmanUploaded byMr. Brown
- Soize-Stochastic Models of Uncertainties in Computational Mechanics-American Society of Civil Engineers (2012)Uploaded byalexis lopez
- A Beginner's Guide to DoricoUploaded byÁlvaro J. Buitrago Téllez
- Obstacle Avoiding Robot ProjctUploaded byAmrita Biswas
- web issue 61Uploaded bysamlal101
- WebPlus X6 Resource GuideUploaded byMark Sickle
- First GradeUploaded byalv6378
- Apeamcet2015 Mpc LastrankUploaded byKamal9078
- MSA1040_Quickspec_c04227623Uploaded byJules Ex
- Emu86 ShortUploaded byYacine Alajije
- All ReportsUploaded byleonardomayer4350
- GlaceyK Final 063011 LAUploaded byCostab.
- ch06Uploaded byBayley_Navarro
- 8h8430_vita Hw User GuideUploaded byFrank Quitian
- @Bilateral Filter in Image ProcessingUploaded byEmon Khan
- ThePhilosophyofLaw.pptUploaded byKareen Baucan
- Sample TestUploaded bySarah Guimary Pelaris
- State Space DesignUploaded byAmir Dillawar
- Toc Notes LastUploaded byAmit Sharma
- Sean Williams (author).pdfUploaded bymisanthropo
- ECG 222.Child.growth.development.may.2015Uploaded byMangala Rupini Segaran
- Smith, Gerald - Types of Quality Problems.pdfUploaded byJoana Soares
- CA Clarity PPM BriefUploaded byBhaskar Rao