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EGR 105 Foundations of Engineering I. Fall 2007 – week 7 Excel part 3 - regression. EGR105 – Week 7 Topics. Data analysis concepts Regression methods Function discovery by example Regression tools in Excel Assignment # 7. Analysis of x-y Data. Independent versus dependent variables
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EGR 105 Foundations of Engineering I Fall 2007 – week 7 Excel part 3 - regression
EGR105 – Week 7 Topics • Data analysis concepts • Regression methods • Function discovery by example • Regression tools in Excel • Assignment # 7
Analysis of x-y Data • Independent versus dependent variables y y = f(x)x dependent independent
Finding Other Values • Interpolation • Data between known points • Regression – curve fitting • Simple representation of data • Understand workings of system • Useful for prediction • Extrapolation • Data beyond the measured range data points
EGR105 – Week 7 Topics • Data analysis concepts • Regression methods • Function discovery by example • Regression tools in Excel • Assignment
EGR105 – Week 7 Topics • Data analysis concepts • Regression methods • Function discovery by example • Regression tools in Excel • Assignment
Regression • Useful for noisy or uncertain data • n pairs of data (xi , yi) • Choose a functional form y = f(x) • polynomial • exponential • etc. and evaluate parameters for a “close” fit
y (x3,y3) (x4,y4) (x1,y1) (x2,y2) e3 ei= yi – f(xi), i =1,2,…,n x What Does “close” Mean? errors squared sum • Want a consistent rule • Common is the least squares fit (SSE):
y x Quality of the Fit: Notes: is the average y value 0 R2 1 closer to 1 is a “better” fit
Linear Regression • Functional choicey = m x + b slopeintercept • Squared errors sum to • Set m and b derivatives to zero
Further Regression Possibilities: • Could force intercept: y = m x + c • Other two parameter ( a and b ) fits: • Logarithmic: y = a ln x + b • Exponential: y = a e bx • Power function: y = a x b • Other polynomials with more parameters: • Parabola: y = a x2 + bx + c • Higher order: y = a xk + bxk-1 + …
EGR105 – Week 7 topics • Data analysis concepts • Regression methods • Function discovery by example • Regression tools in Excel • Assignment
Function Discoveryor How to find the best relationship • Look for straight lines on log axes: àlinear on semilog x y = a ln x + b àlinear on semilog y y = ae bx àlinear on log log y = ax b • No rule for 2nd or higher order polynomial fits (not very useful toward real problems)
Previous EGR105 Project Discover how a pendulum’s timing is impacted by the: • length of the string? • mass of the bob? • Take experimental data • string, weights, rulers, and watches • Analyze data and “discover” relationships
One Team’s Results: Mass appears to have no impact, but length does
EGR105 – Week 7 Topics • Data analysis concepts • Regression methods • Function discoveryby example • Regression tools in Excel • Assignment
Excel’s Regression Tool • Highlight your chart • On chart menu, select “add trendline” • Choose type: • Linear, log, polynomial, exponential, power • Set options: • Forecast = extrapolation • Select y intercept • Show R2 value on chart • Show equation on chart
EGR105 – Week 7 Topics • Data analysis concepts • Regression methods • Function discovery by example • Regression tools in Excel • Assignment 7