Question

sine regression

Asked by: singhkelly

I need to write the code for a sine regression in Java ME. I have written the one that uses the asin(x) and returns a nice y=a+bsin(x), but it does not allow for changes in the period or for horizontal shifts.
I need a method that returns the standard coefficients, a, b, c, d   for y=a+bsin(cx+d).
I have been stuck for a week on this and can't seem to find anyone to help. I just don't know how to do it. I would appreciate any help offered. Thanks

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Asked On
2009-08-13 at 15:44:42ID24651453
Tags

sine

,

sin

,

regression

,

transform

,

non-linear

,

data analysis

Topics

Data Mining

,

Probability & Statistics

,

Math & Science

Participating Experts
2
Points
500
Comments
5

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Answers

 

by: InteractiveMindPosted on 2009-08-13 at 16:02:54ID: 25093931

Have you looked at the Levenberg-Maquardt algorithm?
http://en.wikipedia.org/wiki/LevenbergMarquardt_algorithm

 

by: InteractiveMindPosted on 2009-08-13 at 16:19:29ID: 25094047

Perhaps someone can provide a more ad hoc solution, but if not, then you can find a Java implementation of the above algorithm (including a sine regression fit) here:

http://scribblethink.org/Computer/Javanumeric/index.html

 

by: singhkellyPosted on 2009-08-13 at 16:28:39ID: 25094096

Thanks for the tip, but I still do not understand how to get the standard coefficients of a+bsin)cx+d)
I do have a general polynomial regression and I can get a 10th order poly that fit almost 100% within a finite domain. I just do not understand how to get those standard coefficients.

 

by: thehagmanPosted on 2009-09-13 at 08:50:29ID: 25320626

Reading the wikipedia article InteractiveMind hinted to, your  (a,b,c,d)  is what's called  beta  there and  f(x_i, beta)  is just  a + b*sin(c*x_i + d), the partial derivatives  J_i  are  (1, sin(c*x_i+d), b*x_i*cos(c*x_i+d), b*cos(c*x_i+d)) and so on

 

by: singhkellyPosted on 2009-09-13 at 11:11:26ID: 31615575

Hi "the hagman,
will you please email me at
singh.kelly@mchsi.com or
kellys@nwfsc.edu
I do have a few follow up type questions that it sounds like you may be able to help with.
Thanks so much!^_^!
s kelly

20120131-EE-VQP-002

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