Questions tagged [regression]

Regression analysis is the process of measuring and establishing a relationship between a dependent variable and one or more independent variables.

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linear solution of curve fitting on multiple linear functions differing by a multiplier

I am facing the following problem. I know nonlinear least squares can provide a solution but I am wondering if a linear way to solve this data fitting problem may exists. This is my input dataset: I'...
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1k views

Polynomial Fitting with Least Squares using Numpy and Scipy

I am trying to fit data to a polynomial using Python - Numpy. The points, with lines sketched above them are as in the picture. I am trying to fit those points to a polynomial of 4. or 5. degree. ...
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1answer
150 views

what went wrong with my logistic regression implementation in c++?

I have implemented a simple logistic regression function with IRLS algorithm using the armadillo linear algebra libray ...
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1answer
72 views

Least Angle when $\textbf{A}^T\textbf{A}$ is singular

I'm teaching myself this regression stuff, so forgive me if this is a basic question. I can't seem to find a discussion of my particular problem. So I'm least-squares-ing this overdetermined system $\...
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Why not use this simpler variant of Stepwise Regression?

In stepwise regression, you step predictor by predictor, each time selecting the one with the greatest correlation with the measurement, subtracting greedily to leave a residual with no correlation to ...
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1k views

Reporting curve-fit results in a scientific paper

(I hope this question fits this site; if not, accept my apologies). I ran a certain simulation, and got a time series y(t), t = 0, 1, ... 20. After trying some functions, I found that: ...
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372 views

Can the Levenberg-Marquardt algorithm be used for minimization and not fitting

Can the Levenberg-Marquardt algorithm be used for minimization and not fitting? Usually we input the derivative of the function we want to fit in the minimizer. Now if I assume I have an objective ...
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1answer
205 views

How to detect specific behavior in time series?

I was not quite sure what the right SE for this was, so I posted this also here on DSP. Please tell me which one to remove :) Problem statement I have a few hundred unrelated time series, say $P_i(t)...
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1answer
800 views

Some questions about MINPACK usage and messages

I am trying to use the nonlinear fitting routines of MINPACK for fitting a rather complicated equation of state to a set of experimental data. A subset of the data is fitted fairly well to a ...
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Partitioning Data for Multiple Regression Lines

We're all familiar with traditional least-squares method for constructing a straight line through a set of data points. The question is: suppose I show you a scatter plot which clearly is suggestive ...
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2answers
66 views

Parameter Fitting: Need measure of data 'support' for a parameter solution

I am estimating parameters on a dataset that would, for the most part, result in a weakly constrained solution. The dataset however also contains a few more data points that make the solution well-...
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488 views

What should be the criteria for accepting/rejecting singular values?

I am solving a system using singular value decomposition. The singular values (before scaling) are: ...
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1answer
6k views

Fitting one set of points to another by a rigid motion

I'm not really sure how to explain this problem clearly, so please bear with me. I have a basis of 3 orthonormal unit vectors and a position, a standard 4x4 transform matrix in computer graphics. ...
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2k views

parameters estimation

I have to estimate a parameter (K), but I don't know how I can do it. I think by a regression model (minimum least square?), but I'm not sure. The system is: ...
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1answer
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How to obtain the minimum set of variables required in a model to produce accurate estimation?

I have a system which I assume is linear. I have a matrix $A$ of which each row is a coefficient of a unknown variables in vector $x$. I have vector $B$ which contains the result of each $Ax$. ...
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3answers
2k views

Averaging scattered data

I have multiple sets of measured data that can easily be visualized using a scatter plot (red and black points in the figure). If my measurements were perfect, the red and black points should lie on a ...
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2answers
976 views

How to compute the optimal ridge regression model

I found R function ridge.cv very useful. I would like to implement the equivalent function in MATLAB. As a starting point, I used MATLAB function ...
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2answers
487 views

When fitting a Gaussian-like function, how does the amount of baseline datapoints affect the fit?

I am fitting a curve to some instrument data. The data is a pulse with a particular functional form, which starts from and returns to a constant (with noise) baseline level before and after the pulse. ...
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134 views

Matching Similar Items from a Set

I'm trying to match items. Given a set of $n$ items I can rank on a scale from 0 to 100 of how similar they are to one another. For instance, if item $n_1$ is milk and item $n_2$ is also milk, then ...
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Kolmogorov–Smirnov test for multivariate data

I have a set of files consisting of randomly selected points from a dataset, each file belonging to a particular class. Each row in these files contains the coordinates in n-space of the point. I'd ...
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2answers
362 views

Linear regression with quadratic constraints

What methods are suggested to solve problems of the form $\min || {A} x - y ||_k$, subject to $x^T P x \leq c$, and/or $x^T Q x = d$?
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What are all of the different methods for parameterizing an amino acid (or other small molecule)?

What are all of the different ways to derive the partial charges, van der Waals interactions, bond lengths, etc. of an amino acid (in other words, all of the parameters that could be used in a ...
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1answer
509 views

Polynomial Regression using Semidefinite Programming

I'm trying to design the frequency response function for a low-pass filter. I need the function to be polynomial and to fulfill the following constraints: the coefficients must sum to 1, the function ...
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1answer
536 views

Fitting a grid to an STM image

Suppose I have a scan from an STM image (very much like the things you see here). Suppose I have a simple square lattice with lattice parameter a. What I'd like to do is to numerically find the ...
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2answers
346 views

best way to optimize a function with linear/non-linear parameters

I am trying to fit some raw data using a function of the form $f(r) = \sum_{i=1}^{K} d_kS_k(n_k,\alpha_k,r)$ where $S_k(n_k,\alpha_k,r) = \frac{\alpha_k ^{n_k+3}}{(n_k+2)!}r^{n_k}\exp(-\alpha_kr)$ ...
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2answers
849 views

Linear regression via SVD not producing best fit with escalating polynomial degree

I am using a basic singular value decomposition (via LAPACK) routine in FORTRAN to solve an overdetermined system in the form of $A\cdot X = B$ where $\mathrm{size}(A) = [m,n]$ with $m > n$. My ...

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