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Nonlinear Regression

Sujantoko
Mathematic Engineering
Ocean Engineering FTK ITS

1
Nonlinear Regression
Some popular nonlinear regression models:

1. Exponential model: ( y  aebx )


2. Power model: ( y  ax b )
 ax 
3. Saturation growth model:  y  
 b  x 
4. Polynomial model: ( y  a0  a1x  ...  amx m )

2
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 )

( x2 , y2 )
y  f (x)
( xi , yi )
yi  f ( xi )
( x1 , y1 )

Figure. Nonlinear regression model for discrete y vs. x data

3
Regression
Exponential Model

4
Exponential Model
Given ( x1 , y1 ), ( x2 , y 2 ), ... , ( xn , yn ) best fit y  ae to the data.
bx

( xn , yn )

( x2 , y2 )
y  aebx
( xi , yi )
yi  f ( xi )
( x1 , y1 )

Figure. Exponential model of nonlinear regression for y vs. x data

5
Finding Constants of Exponential Model
The sum of the square of the residuals is defined as

 
n
Sr   y  ae
bxi 2
i
i 1
Differentiate with respect to a and b

S r
  
n
  2 y i  ae  e  0
bxi bxi

a i 1

S r
  
n
  2 y i  ae bxi
 axi e  0
bxi

b i 1

6
Finding Constants of Exponential Model
Rewriting the equations, we obtain

n n
  yi e bxi
 a  e 2bxi  0
i 1 i 1

n n
 y i xi e
bxi
 a  xi e 2bxi
0
i 1 i 1

7
Finding constants of Exponential Model
Solving the first equation for a yields
n
bxi
 yi e
i 1
a n
2bxi
 e
i 1

Substituting a back into the previous equation


n
bxi
n
 yi e n
i 1
 y i xi e
bxi
 n
 i
x e 2bxi
0
i 1 2bxi i 1
 e
i 1
The constant b can be found through numerical
methods such bisection method.
8
Example 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.
Table. Relative intensity of radiation as a function of time.
t(hrs) 0 1 3 5 7 9
 1.000 0.891 0.708 0.562 0.447 0.355

9
Example 1-Exponential Model cont.
The relative intensity is related to time by the equation
t
  Ae
Find:
a) The value of the regression constants A and 

b) Radiation intensity after 24 hours

10
Plot of data

11
Constants of the Model
  Aet
The value of λ is found by solving the nonlinear equation
n
ti
n

 i e n
f      i t i e ti
 i 1
n
 i
t e 2ti
0
i 1 2ti i 1
 e
i 1
n

 i
 e t i

A i 1
n

 e 2 t i

i 1
12
Setting up the Equation in MATLAB
n
ti
n
 ie n
f      i t i e ti
 i 1
n
 ti e
2ti
0
i 1 2ti i 1
e
i 1

t (hrs) 0 1 3 5 7 9
γ 1.000 0.891 0.708 0.562 0.447 0.355
13
Setting up the Equation in MATLAB
n
ti
 ie
  0.1151
n n
f      i t i e ti
 i 1
n
 i
t e 2ti
0
i 1 2ti i 1
e
i 1

t=[0 1 3 5 7 9]
gamma=[1 0.891 0.708 0.562 0.447 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));
f=sum1-sum2/sum3*sum4;
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Calculating the Other Constant
The value of A can now be calculated
6

 e i
ti

A i 1
6  0.9998
 e 2 ti

i 1

The exponential regression model then is

  0.9998 e 0.1151t

15
Plot of data and regression curve

  0.9998 e0.1151t

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Relative Intensity After 24 hrs
The relative intensity of radiation after 24 hours
0.115124 
  0.9998  e
2
 6.3160  10
This result implies that only

6.316  102
 100  6.317%
0.9998
radioactive intensity is left after 24 hours.
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Polynomial Model

best fit y  a0  a1 x  ...  am x


m
Given ( x1, y1), ( x 2, y 2), ... , ( xn, yn)
(m  n  2) to a given data set.

( xn , yn )

( x2 , y2 )

( xi , yi ) y  a0  a1 x  ...  am x m
yi  f ( xi )
( x1 , y1 )

Figure. Polynomial model for nonlinear regression of y vs. x data

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Polynomial Model cont.
The residual at each data point is given by
Ei  y i  a0  a1 xi  . . .  a m xim
The sum of the square of the residuals then is
n
S r   Ei2
i 1

   y i  a 0  a1 xi  . . .  a m xim 
n
2

i 1

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Polynomial Model cont.
To find the constants of the polynomial model, we set the derivatives
with respect to ai where i  1, m, equal to zero.

S r
 
n
  2. yi  a0  a1 xi  . . .  am xim (1)  0
a0 i 1
S r
 
n
  2. yi  a0  a1 xi  . . .  am xim ( xi )  0
a1 i 1

S r
 
n
  2. yi  a0  a1 xi  . . .  am xim ( xim )  0
am i 1

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Polynomial Model cont.
These equations in matrix form are given by
   
   n 
 n  n   n m 
  xi  .  xi  a
   yi
. .  
  i 1   i 1    0 
 n    ni 1
   xi   n 2  n m1  a1 

  xi  . . .  xi   xi y i 
  i 1   i 1   i 1  . . 
.  i 1 
. . . . . . . . . . .  a  . . . 
  m   
 n m   n m1   
n
 xim yi
n

  xi    xi  . . .  xi2 m  
 i 1 
 i 1   i 1   i 1 

The above equations are then solved for a0 , a1 ,....., am

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Example 2-Polynomial Model
Regress the thermal expansion coefficient vs. temperature data to
a second order polynomial.

Table. Data points for


temperature vs α
7.00E-06

Thermal expansion coefficient, α


Temperature, T Coefficient of 6.00E-06
(oF) thermal
expansion, α 5.00E-06
(in/in/oF)
80 6.47×10−6 (in/in/o F) 4.00E-06

40 6.24×10−6
3.00E-06
−40 5.72×10−6
−120 5.09×10−6 2.00E-06

−200 4.30×10−6 1.00E-06


−280 3.33×10−6 -400 -300 -200 -100 0 100 200

−340 2.45×10−6 Temperature, o F

Figure. Data points for thermal expansion coefficient vs


temperature.
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Example 2-Polynomial Model cont.
We are to fit the data to the polynomial regression model
α  a0  a1T  a 2T 2
The coefficients a0 ,a1 , a2 are found by differentiating the sum of the
square of the residuals with respect to each variable and setting the
values equal to zero to obtain

  n   n 2   n 
 n   Ti    Ti     i 
  i 1   i 1   a   i 1 
0
 n   n 2  n 3     n 
  i 
 T   Ti    Ti   a1    Ti  i
 i n1   i 1   i 1      i 1 
n 
 n 4    2   T 2
a
 T 2   n 3
  i   Ti    Ti  


 i i 

 i 1   i 1   i 1   i 1

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Correlation coefficient, r

n n n
n xi yi   xi  yi
r i 1 i 1 i 1
1

 n  n   n 2  n
2
  
2 2

n xi    xi   n yi    yi   
2

 i 1  i 1    i 1  i 1   

24
Example 2-Polynomial Model cont.
The necessary summations are as follows
7
Table. Data points for temperature vs.
Temperature, T Coefficient of
α
T
i 1
i
2
2.5580 105
(oF) thermal expansion,
7

T
α (in/in/oF)
i
3
  7.0472  10 7
80 6.47×10−6
i 1
40 6.24×10−6 7
−40 5.72×10−6 T
i 1
i
4
 2.1363 1010
−120 5.09×10−6
7


−200 4.30×10−6
i  3.3600  10 5
−280 3.33×10−6
i 1
−340 2.45×10−6 7

T 
i 1
i i   2.6978  10 3
7

T
i 1
i
2
 i 8.5013  10 1

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Example 2-Polynomial Model cont.
Using these summations, we can now calculate a0 ,a1 , a2
 7.0000  8.6000  10 2 2.5800  10 5  a 0   3.3600  10 5 
   
 8.600  10
2
2.5800  10 5  7.0472  10 7   a1    2.6978  10 3 
 2.5800  10 5  7.0472  10 7 2.1363  1010  a 2   8.5013  10 1 

Solving the above system of simultaneous linear equations we have
a 0   6.0217  10 
6

 a    6.2782  10 9 
 1  
a 2   1.2218  10 
11

The polynomial regression model is then


α  a0  a1T  a 2T 2
 6.0217  10 6  6.2782  10 9 T  1.2218  10 11 T 2

26
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, 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  a0  a1 x
(implying) a  eao with a1  b

27
Linearization of data cont.
Using linear model regression methods,
n n n
n xi z i   xi  z i
a1  i 1 i 1 i 1
2
n
  n
n xi2    xi 
i 1  i 1 
_ _
a0  z  a1 x
Once ao , a1 are found, the original constants of the model are found as
b  a1
a  e a0

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Example 3-Linearization of data
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 technetium-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
Table. Relative intensity of radiation as a function

Relative intensity of radiation, γ


of time
t(hrs) 0 1 3 5 7 9
 1.000 0.891 0.708 0.562 0.447 0.355 0.5

0
0 5 10
Time t, (hours)

Figure. Data points of relative radiation intensity


vs. time
29
Example 3-Linearization of data cont.
Find:
a) The value of the regression constants A and 
b) The half-life of Technium-99m
c) Radiation intensity after 24 hours
The relative intensity is related to time by the equation
  Aet

30
Example 3-Linearization of data cont.
Exponential model given as,
  Ae t
ln    ln  A  t
Assuming z  ln  , ao  ln  A and a1   we obtain
z  a0  a1t
This is a linear relationship between z and t

31
Example 3-Linearization of data cont.
Using this linear relationship, we can calculate a0 , a1 where
n n n
n  t i zi   t i  zi
a1  i 1 i 1 i 1
2

n
 n
n t12    ti 
i 1  i 1 
and
a0  z  a1t
a 1
a0
Ae

32
Example 3-Linearization of Data cont.
Summations for data linearization are as follows

Table. Summation data for linearization of data model With n  6


6

i ti i zi  ln  i tz t 2 t
i 1
i  25.000
i i i
6

z
1 0 1 0.00000 0.0000 0.0000
2 1 0.891 −0.11541 −0.11541 1.0000  2.8778
i
3 3 0.708 −0.34531 −1.0359 9.0000 i 1
4 5 0.562 −0.57625 −2.8813 25.000 6
5
6
7
9
0.447
0.355
−0.80520
−1.0356
−5.6364
−9.3207
49.000
81.000 t z
i 1
i i
 18.990


6
−2.8778 −18.990
t
25.000 165.00
i
2
 165.00
i 1

33
Example 3-Linearization of Data cont.
Calculating a0 , a1
6 18.990  25 2.8778
a1   0.11505
6165.00  25
2

 2.8778
  0.11505
25  2.6150  10 4
a0 
6 6
Since
a0  ln  A
A  e a0
2.6150104
e  0.99974
also
  a1  0.11505

34
Example 3-Linearization of Data cont.
Resulting model is   0.99974  e
0.11505t

1
  0.99974  e 0.11505t

Relative
Intensity
0.5
of
Radiation,

0
0 5 10
Time, t (hrs)

Figure. Relative intensity of radiation as a function of


temperature using linearization of data model.

35
Example 3-Linearization of Data cont.
The regression formula is then
  0.99974  e 0.11505t
1
b) Half life of Technetium 99 is when   
2 t 0

0.99974  e 0.11505t  0.99974e 0.115050 


1
2
e 0.11508t  0.5
 0.11505t  ln 0.5
t  6.0248 hours

36
Example 3-Linearization of Data cont.
c) The relative intensity of radiation after 24 hours is then
  0.99974e 0.1150524
 0.063200
6.3200 102
This implies that only 100  6.3216% of the radioactive
0.99983
material is left after 24 hours.

37
Comparison
Comparison of exponential model with and without data linearization:
Table. Comparison for exponential model with and without data
linearization.

With data linearization Without data linearization


(Example 3) (Example 1)
A 0.99974 0.99983
λ −0.11505 −0.11508
Half-Life (hrs) 6.0248 6.0232
Relative intensity
6.3200×10−2 6.3160×10−2
after 24 hrs.

The values are very similar so data linearization was suitable to


find the constants of the nonlinear exponential model in this
case.

38