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Least
Square
Method
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Least
Cubic Method
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Least
Cubic Method
and Least
Square
Method
compare
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Model
choose
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Least
Square
Method
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We
can usually get a series of data pairs (x1, y1,
x2, y2.....xm, ym),
while studying relation of the two variableness. Depict the data
in the right angle coordinates (as chart 1), if we find the
points are near a line, we can make the straight line variant as
(Formula 1-1).

Y
= a0 + a1 X (Formula
1-1)
There
into, a0, a1 and k are arbitrary real
numbers
To
set the straight line variant, we should ensure a0 and
a1, with the discipline of "The Least Square
Law", make the minimal value of the least square sum of the
difference of the real observation value of Yi and the
computing value of Y using (Formula 1-1) as the optimization
superior criterion.
Order:
Φ =
∑(
Yi - Y ) 2
(Formula
1-2)
Take
(Formula1-1) to (Formular1-2), then we get:
:
Φ =
∑(
Yi - a0 -
a1 X )
2
(Formula
1-3)
When
the square of ∑(
Yi - a0 -
a1 X )
2
is the smallest, we can use function φ
to get the partial differential of a0 and a1,
and make the two partial differential to zero.
(Formula
1-4)
(Formula
1-5)
Namely:
m
a0 + ( ∑X
i ) a1 = Yi
(Formula
1-6)
(
∑X
i ) a0 + ( ∑X
i 2) a1 = (
∑X
i YI)
(Formula
1-7)
That
is,to get two variant groups about the unknown numbers a0
and a1, solve the two groups to .
a0 = (∑
Yi ) / m
-
a1
( ∑X
i ) /
m
(Formula
1-8)
a1 = [ ∑X
i YI
-
( ∑X
i ∑YI
) / m] / [∑X
i 2
-
(∑X
i )2 / m]
(Formula
1-9)
get:
then get a0 and a1 into (Formula1-1),
this time the (Formula1-1) is the regression variant linear
equation, which is mathematicalematical model.
During
the period of regression, the relating formula of regression can't
all be through every regression data point (x1, y1,
x2, y2.....xm, ym), to
estimate whether the relating formula is right, we can use
correlation coefficient R, statistical variable F, and residue
standard deviation S to estimate: it is better that R tends to 1,
the absolute value of F is bigger and S tends to 0 .
R
=[∑X
iYI -
m ( ∑X
i / m ) ( ∑YI
/ m) ] / SQR { [∑X
i2
-
m (∑X
i / m )2 ] [∑Yi2
- m(∑Y
i /m)2]}
(Formula
1-10) *
In
the (Formula 1-10) m is sample quantity, that is the experiment
times, xi and yi are the numerical value of
experiment x and y
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Least
Cubic Method
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When
studying the relating relations between the two variable numbers
(x, y), we can get a series of binate data(x1, y1,
x2, y2.....xm, ym),
describing the data into the x - y orthogonal coordinate system(chart
2), the points are found near a curve. Suppose the
one-variant non-linear variant of the curve such as (Formula 2-1),

Y
= a0 + a1 X k
(Formula
2-1)
There
into, a0, a1 and k are arbitrary real
numbers
To
set the curve variant, the numbers of a0, a1
and k must be set. Use the same way with "The Least Square
Method" Data Regression based on the square sum of the
deviation of the true measure value Yi and computing
value.
order: '
Φ =
∑(
Yi - Y ) 2
(Formula
2-2)
Take
(Formula2-1) to (Formula2-2)
to get :
Φ =
∑(
Yi - a0 -
a1 X k )
2
(Formula
2-3)
When
the square of ∑(
Yi - a0 -
a1 X k)
2
is the smallest, we can use
function
φ
to get the partial differential coefficients of a0, a1
and k, make the three partial differential coefficients zero.
(Formula
2-4)
(Formula
2-5)
(Formula
2-6)
Get
three variant groups about a0,a1 and k which
are the unknown numbers, solve the groups can get mathematical
model.
Also,
we can judge the right of the mathematical model with the help of
correlation coefficient R, statistical variable F, residual
standard deviation S to judge, it is better that R tends to 1,the
absolute value of F is bigger and S tends to 0. The validation is
good, but error of model computing sometimes are big, to improve
the mathematical model farther, the biggest error, equal error and
the equal relating error of computing model are computed to
validate the model.
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Least
Cubic Method
and Least
Square
Method
compare
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If
imitate the sum of comparison table of The Least Square Method
Data Regression and Least Cubic Method to any curve with (Formula
3-1)
Y
= a0 + a1 X K
(Formula
3-1)
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Least
Square
Method
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Least
Cubic Method
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draw
up formula
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Y
=
a0 + a1 X
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Y
=
a0 + a1 Xk
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optimization
criterion
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∑(
Yi - Y ) 2
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result
of regress account
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a0
and
a1,
k
= 1(
default)
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a0
、a1 and
k
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Through
the comparison, the optimize the criterion of The Least Square
Method Data Regression and Least Cubic Method ∑(
Yi - Y ) 2
are same, Least Cubic Method accounts the power K, The
Least Square Method Data Regression doesn't compute the value of
k, and take it as 1.
1.Least
Cubic Method use the value of computing power to make the model
function curves in different rates, to draw up the curves with
different curve rates. It saves the complex ways of setting
mechanism model and disposing linearization and makes the
regression model and data drawing up better.
2.
To the regression of nonlinear data, don't use the variants of The
Least Square Method Data Regression to set models to objective
functions, at the same time the once regression mathematical
model, since the regression , not only consider the contribution
of objective function the variants take, and also consider the
effects among the variants, so as to make the model correct.
3.
In the Least Square Method Data Regression there is only X, In the Least Cubic Method
Theory, The variant data can have many
variants Xk1,
Xk2
.......
Xkn,
i.e.(Formula 3-2). With the utility of the character, it can make
the data more correct
Y
=
a0 + a1 Xk1 + a2 Xk2
+...+ an X kn (Formula
3-2)
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Model
choose
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1.
Mechanism Study Method. The method is to study the inner relation
during the course. After supposing the course, set the
mathematical variant among the relation of data for more than two
dimensions. To making the mathematical distortion disposal to the
mathematical variant, find the relating variant and objective
function, and use the coefficient of the data regression computing
mechanism model.
2.
Data Research Method
The
method is to the two dimensions data, and to make the two
dimensions data as the objective function and variant. The change
Variant X makes the change of Y, the change can be divided into
six situations (chart 3-1)-(chart 3-6).

Firstly,
linear increasing, with the increasing of X, the even speed of Y
increasing.
Secondly,
linear reduce, with the increasing of X, the even speed of Y
reduce.
Thirdly,
non-linear increasing, with the increasing of X, the acceleration
of Y increasing.
Fourthly,
non-linear increasing, with the increasing of X, the deceleration
of Y increasing.
Fifthly,
non-linear reduce, with the increasing of X, the acceleration of Y
reduce.
Sixthly,
non-linear reduce, with the increasing of X, the deceleration of Y
reduce.
Suppose
the variants of the six situations are:
Y
= a0 + a1 Xk
( (Formula
4-1)
In
the first situation, when a0 > 0 , a1
> 0, k = 1
In
the second situation, when a0 > 0, a1
< 0, k = 1
In
the third situation, when a0 > 0 , a1
> 0, k > 1, k < 0
In
the fourth situation, when a0 > 0, a1
> 0 , 0 < k < 1
In
the fifth situation when a0 > 0 , a1 <
0 , 0 < k < 1
In
the sixth situation when a0 > 0, a1 <
0 , k > 1 , k < 0
Through
the above summary, if choose Xk, we can select the
value of k according to the relation among a0,a1,a2
and k mentioned from Situation 1 to 6. In Situation 3 and 6, the
curve concave above, it is similar with exponent curve, we can
select exponent form eX. In Situation 4 and 5, the
curve protrudes above, it is similar with logarithm, we can select
logarithm form LOG(X) (logarithm fundus is e)
3.
The problem to be noticed since selecting parameters.
1)
When one variant datum is 0, the datum can't be used as divisor
and get the logarithm, and we can add a number on the dimension,
and make it bigger than zero.
2)
When there is a negative in the datum, the datum can't be used as
regression computing, multiple the dimension datum with a negative
to make it bigger than zero.
3)
When get the power of some variant, it can't be too big or small,
or the regression computing will intermit, sometimes the model
will enlarge the error of computing
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Remark: SQR
shows evolution in the formula
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Copyright: AiHua
Computer Studio, Create
date:
8/5/2007,
Email: ww_yypp@163.com
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