Beefy Boxes and Bandwidth Generously Provided by pair Networks
The stupid question is the question not asked
 
PerlMonks  

Re: (zdog) Re: (4) Estimating continuous functions

by Itatsumaki (Friar)
on Mar 30, 2004 at 09:01 UTC ( [id://340903]=note: print w/replies, xml ) Need Help??


in reply to (zdog) Re: (4) Estimating continuous functions
in thread Estimating continuous functions

If you know the rough form of the functional dependencies, try a multiple linear regression. You can even do that in Excel, and with only three independent variables you would only need a few parameters. Try regressing this:

F(x,y,z) = a0 + (a1 x log(x)) + (a2 x exp{a3/y}) + (a4 x exp{a5/z})

With any luck at all that will give you a reasonably good approximation while only fitting six parameters (a0..a5). YOu didn't indicate how *much* data you have, and if you need to interpolate or extrapolate, which are really important factors in selecting a method.

Other options include finding a multi-dimensional spline libraries (Matlab has one, I think) somewhere. Alternatively, Tilly's suggestion reminded me of the loess smoothers. Those work by considering a span of "nearby" data-points to estimate the local shape curve. There is a multi-dimensional implementation built into the R programming language. The major problem with loess is that memory usage is a quadratic function (O(n2)) of the number of data-points.

-Tats

Log In?
Username:
Password:

What's my password?
Create A New User
Domain Nodelet?
Node Status?
node history
Node Type: note [id://340903]
help
Chatterbox?
and the web crawler heard nothing...

How do I use this?Last hourOther CB clients
Other Users?
Others exploiting the Monastery: (6)
As of 2024-04-18 17:43 GMT
Sections?
Information?
Find Nodes?
Leftovers?
    Voting Booth?

    No recent polls found