LibraryCurve Fitting: Linear Regression, Polynomial Fitting

Curve Fitting: Linear Regression, Polynomial Fitting

Learn about Curve Fitting: Linear Regression, Polynomial Fitting as part of MATLAB Programming for Engineering and Scientific Research

Curve Fitting: Linear Regression and Polynomial Fitting in MATLAB

Curve fitting is a fundamental technique in data analysis and scientific research. It involves finding a mathematical function that best describes the relationship between a set of data points. This allows us to understand trends, make predictions, and simplify complex data. In this module, we'll explore two common curve fitting methods: linear regression and polynomial fitting, using MATLAB.

Understanding Curve Fitting

The goal of curve fitting is to find a model that minimizes the difference between the observed data and the values predicted by the model. This difference is often quantified using a 'cost function' or 'loss function', such as the sum of squared errors (SSE).

Curve fitting finds a mathematical function to represent data trends.

We aim to find a function that closely matches our data points, allowing us to understand relationships and make predictions.

The process involves selecting a type of function (e.g., linear, polynomial, exponential) and then determining the parameters of that function that best fit the given data. The 'best fit' is typically achieved by minimizing a measure of error, such as the sum of the squared differences between the actual data points and the values predicted by the fitted curve.

Linear Regression

Linear regression is used when we suspect a linear relationship between two variables. It finds the best-fitting straight line through a set of data points. The equation of a straight line is typically represented as y=mx+cy = mx + c, where mm is the slope and cc is the y-intercept.

What is the standard equation for a straight line used in linear regression?

y=mx+cy = mx + c, where mm is the slope and cc is the y-intercept.

In MATLAB, the

code
polyfit
function can be used for linear regression by specifying a polynomial of degree 1. Alternatively, the
code
fitlm
function provides a more comprehensive linear model object.

Linear regression finds the line of best fit for a set of data points. The function y=mx+cy = mx + c is fitted to the data by minimizing the sum of squared errors between the observed yy values and the predicted yy values. The polyfit([x1, x2, ...], [y1, y2, ...], 1) function in MATLAB returns the coefficients [m, c] for this linear model.

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Polynomial Fitting

Polynomial fitting extends linear regression to fit curves that are not straight lines. A polynomial of degree nn has the form y=anxn+an−1xn−1+...+a1x+a0y = a_n x^n + a_{n-1} x^{n-1} + ... + a_1 x + a_0. By increasing the degree nn, we can fit more complex relationships in the data.

Choosing the correct polynomial degree is crucial. Too low a degree may underfit the data, while too high a degree can lead to overfitting, where the model fits the noise in the data rather than the underlying trend.

MATLAB's

code
polyfit
function is ideal for polynomial fitting. You simply provide the x and y data, and the desired degree of the polynomial. The function returns the coefficients of the polynomial in descending order of power.

What is the primary risk associated with using a very high degree polynomial for curve fitting?

Overfitting, where the model fits the noise in the data rather than the underlying trend.

Once the coefficients are obtained, you can use the

code
polyval
function to evaluate the polynomial at specific x-values to generate the fitted curve for plotting.

Practical Application in MATLAB

Let's consider an example. Suppose you have experimental data points (x, y) and you want to fit a quadratic curve (degree 2 polynomial) to it.

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The

code
polyfit
function in MATLAB is versatile. For linear regression, you use
code
polyfit(x, y, 1)
. For a quadratic fit, you use
code
polyfit(x, y, 2)
, and so on. The output coefficients can then be used with
code
polyval
to generate the fitted curve for visualization and further analysis.

Learning Resources

Curve Fitting - MATLAB & Simulink(documentation)

Official MathWorks documentation providing an overview of curve fitting techniques and functions available in MATLAB.

Polynomial Fitting - MATLAB & Simulink(documentation)

Detailed documentation for the `polyfit` function, explaining its syntax, usage, and return values for polynomial fitting.

Linear Regression - MATLAB & Simulink(documentation)

Documentation for the `fitlm` function, a powerful tool for fitting linear models, including linear regression, in MATLAB.

Introduction to Curve Fitting in MATLAB(video)

A video tutorial demonstrating how to perform curve fitting, including linear and polynomial regression, using MATLAB.

MATLAB Curve Fitting Tutorial(video)

Another practical video guide showcasing curve fitting techniques and their implementation in MATLAB for engineering applications.

Understanding Overfitting and Underfitting(blog)

An explanation of the concepts of overfitting and underfitting, crucial for selecting appropriate curve fitting models.

Least Squares Regression(wikipedia)

Wikipedia article detailing the mathematical principles behind least squares regression, the foundation for many curve fitting methods.

Polynomial Regression - A Complete Guide(blog)

A comprehensive guide to understanding and applying polynomial regression, including its statistical aspects.

MATLAB Central - File Exchange(documentation)

A repository of user-contributed MATLAB code, often including examples and tools for curve fitting and data analysis.

Data Fitting in Engineering(paper)

A scientific overview of data fitting methodologies commonly employed in various engineering disciplines.