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Second Order Polynomial Regression

Some engineering data is poorly represented by a straight line. ●For these cases a curve is better suited to fit the data. ●The least squares method can readily be extended to fit the data to higher order polynomials.
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0% found this document useful (0 votes)
59 views9 pages

Second Order Polynomial Regression

Some engineering data is poorly represented by a straight line. ●For these cases a curve is better suited to fit the data. ●The least squares method can readily be extended to fit the data to higher order polynomials.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Polynomial Regression

● Some engineering data is poorly represented by a


straight line.
● For these cases a curve is better suited to fit the data.
● The least squares method can readily be extended to fit
the data to higher order polynomials.
Polynomial Regression (cont’d)

A parabola is preferable
Polynomial Regression (cont’d)

• A 2nd order polynomial (quadratic) is defined by:


yo
a a
1xa
2x
e 2

● The residuals between the model and the data:

ii  i
2
e y a
o a
1x ax 2i

● The sum of squares of the residual:

S
r
e
yi
a
oa
2
x
i
1ia
x  2
2
i
2
Polynomial Regression (cont’d)
Sr
2(yi aoa1xi a2xi2)0
ao
Sr
2(yi aoa1xi a2xi2)xi 0
a1
Sr
2(yi aoa1xi a2xi )xi 0
2 2

a2


yi 
naoa
1x
ia
22
x
i 3 linear equations

   
with 3 unknowns
x y
i i 
ao x
ia
1
2
x
i 
a2
3
x
i (ao,a1,a2), can be
solved

xy
a2

x
a
i ix
a 
x
o
2
i 1
3
i 2
4
i
Polynomial Regression (cont’d)

● A system of 3x3 equations needs to be solved to


determine the coefficients of the polynomial.
n i 
x a
i 
2
x 
0 yi
  

 i 
x 2
x
i 
3
x
i
a
1 
xi
iy
  2



2
x
i 
i 
3
x 4
x
i
a
2 x
iyi

● The standard error & the coefficient of determination

Sr St Sr
sy/x  r 
2

n3 St
Polynomial Regression (cont’d)

General:
The mth-order polynomial:

yaax
o 1a
x
2
2
m
m
.....
ax e
● A system of (m+1)x(m+1) linear equations must be solved for
determining the coefficients of the mth-order polynomial.
● The standard error:
S
sy/x r
nm
1
St Sr
● The coefficient of determination: r 
2

St
Polynomial Regression- Example
Fit a second order polynomial to data:
xi yi xi2 xi3 xi4 xiyi xi2yi x 15 i

0 2.1 0 0 0 0 0
1 7.7 1 1 1 7.7 7.7
y 152
xi3 225
.6
i

2 13.6 4 8 16 27.2 54.4  i 55


x2

3 27.2 9 27 81 81.6 244.8


4 40.9 16 64 256 163.6 654.4
5 61.1 25 125 625 305.5 1527.5
15 152.6 55 225 979 585.6 2489  i 979
x4

xy 585
.6
i i

x y2488
2
.8
i i
Polynomial Regression- Example
(cont’d)
● The system of simultaneous linear equations:
6 1555

a0152
.6 
  
 
1555 
225
a1585
.6 
 
  
55225
2 
979
a 2488
.
8 

a
02. 1
47857
,
a 2. 
35929
,
a21.
86071

y2
. 
2
. 
47857 2
35929
x1
.
86071
x


2
ti r e
39S i 
3.74657
2
S y y 2513
.
Polynomial Regression- Example
(cont’d)
xi yi ymodel ei2 (yi-y`)2
0 2.1 2.4786 0.14332 544.42889
1 7.7 6.6986 1.00286 314.45929
2 13.6 14.64 1.08158 140.01989
3 27.2 26.303 0.80491 3.12229
4 40.9 41.687 0.61951 239.22809
5 61.1 60.793 0.09439 1272.13489
15 152.6 3.74657 2513.39333
•The standard error of estimate:
3.74657
s/x 
1.12

y
63
•The coefficient of determination:

2513
.
393
.
74657

2
r 
0
. 
99851
,rr
2
0
.999
2513
.
39

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