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Re: non-linear regression

From: Michael Creel
Subject: Re: non-linear regression
Date: Thu, 26 Feb 2004 11:31:16 +0100
User-agent: KMail/1.5.4

On Wednesday 25 February 2004 17:04, Al Niessner wrote:
> I am trying to fit a sine wave (A*sin(b*x+C) +D) to a set of data --
> least square. Is there an existing function in octave to help with this.
> I checked the documentation (online) and browsed the 'octave> help' but
> nothing jumped out at me.

Other peoples comments about the fft, you can use BFGSMin from octave-forge to 
fit this. The attached example FitSine.m generates the output FitSine.out, 
also attached.

This regression model suffers from problems of local non-identification. For 
example, when A is zero, neither b nor C have any effect on the sum of 
squared errors. Or, when b is zero, A and C are not separately identified. 
This can cause problems when attempting to fit. Multiple random start values 
will get around this.


Attachment: FitSine.m
Description: Text Data

Attachment: FitSine.out
Description: Text document

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