Professional Documents
Culture Documents
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
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
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
bxi
bxi
= 2 y i ae
axi e = 0
b
i =1
yi e
bxi
i =1
y i xi e
i =1
bxi
+ ae
2bxi
=0
2bxi
=0
i =1
a xi e
i =1
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
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.
1 000
1.000
0 891
0.891
0 708
0.708
0 562
0.562
0 447
0.447
0 355
0.355
= 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
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
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
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
A=
e
i =1
6
ti
2 ti
e
= 0.9998
i =1
= 0.9998 e
15
0.1151t
16
= 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
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
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
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
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
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,
4.00E-06
3.00E-06
2.00E-06
-400
-300
-200
1.00E-06
-100
0
100
200
Temperature oF
Temperature,
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
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
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
1
11
a 2 1.2218 10
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
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
t(hrs)
1.000
0.891
0.708
0.562
0.447
0.355
1
Relative inte
ensity of radiation,,
0.5
0
0
5
Time t, (hours)
10
= Ae t
30
= 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
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
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
= 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
= 0.99974 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
36
t =0
= 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.
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