Bi tp: Quy hoch v x l cc s liu thc nghim

Rn

GVHD: PGS.TS Phng

Bi tp:
Cho bng s liu sau:
xk
0.00
yk
0.00
Yu cu:

0.05
0.10017

0.1
0.20134

0.15
0.30452

0.2
0.41075

0.25
0.5211

Xc nh phng trnh hi qui.

Gii:
Xc nh phng trnh hi qui.
Cch 1: Phng php tng hp
Xc nh dng hm y = f(x)
Bc 1: a cc im o xk , yk ln h trc ta xoy
Bc 2: Lin tc ha ng cong

Bc 3: So snh vi cc dng phng trnh ton hc bit

Ta chn c mt s dng ng cong c th c trng
Dng 1: y = axb
Dng 2: y = aebx
Dng 3: y = axn + b (n = 1; 2; 3;)
Bc 4: Chn dng ng cong c trng nht trn c s san bng tuyn tnh
Dng 1: y = axb
san bng ta t
HVTH: L Trung Hu.
Lp: CTM 2010 B
MSHV: 10085204008

x =lg x

y =lg y

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Bi tp: Quy hoch v x l cc s liu thc nghim

Rn

GVHD: PGS.TS Phng

V nhn c hm tuyn tnh: y = lg a + bx = A + Bx

Ta c bng gi tr
-1.3
-0.999

lg x

lg y

Dng 2: y = aebx
san bng ta t: x = x ;
V nhn c hm tuyn tnh:

-1
-0.696

-0.824
-0.516

-0.699
-0.386

-0.6
-0.283

y =lg y

y = lg a + b lg e.x
y = A + Bx

Ta c bng gi tr
x

lg y

0.05
-0.999

0.1
-0.696

0.15
-0.516

0.2
-0.386

0.25
-0.283

Dng 3: y = axn + b
HVTH: L Trung Hu.
Lp: CTM 2010 B
MSHV: 10085204008

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Bi tp: Quy hoch v x l cc s liu thc nghim

Rn

san bng ta t: x = x n ;
V nhn c hm tuyn tnh:

GVHD: PGS.TS Phng

y =y
y =a x +b

Vi n = 1: y = ax + b

Ta c bng gi tr
x
y

0.00
0.00

0.05
0.10017

0.1
0.20134

0.15
0.30452

0.2
0.41075

0.25
0.5211

Vi n = 2: y = ax + b

Ta c bng gi tr
x2
y

0
0

HVTH: L Trung Hu.

Lp: CTM 2010 B
MSHV: 10085204008

0.0025
0.10017

0.01
0.20134

0.0225
0.30452

0.04
0.41075

0.0625
0.5211

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Bi tp: Quy hoch v x l cc s liu thc nghim

Rn

Ta chn phng trnh c trng l:

GVHD: PGS.TS Phng

v sau khi san bng tuyn tnh

y = ax + b

cc im nm trn mt ng thng.
Cch 2: Phng php ni suy Parabolic
Cho bng s liu sau:
xk
yk

0.00
0.00

0.05
0.10017

0.1
0.20134

0.15
0.30452

0.2
0.41075

0.25
0.5211

Cn c vo kt qu bng s liu cho ta thit lp c bng sai phn:

Th t

xk

yk

yk

yk

0.05

0.10017

0.100

0.1

0.20134

0.101

0.001

0.15

0.30452

0.103

0.002

0.2

0.41075

0.106

0.003

0.25

0.5211

0.110

0.004

T bng sai phn trn cho thy: sai phn bc nht gn nh khng i (0.100
0.101 0.103 0.106 0.110), iu cho php ta ng dng phng php san bng
y = ax + b
tuyn tnh v chn phng trnh c trng c dng l bc nht:

Xc nh gi tr cc tham s (h s hi qui):

Phng php 1: Phng php la chn cc im ring bit

T dng ca phng trnh cho, ta lp h hai phng trnh hai n s a v b

ym = a mx + b

yn = a nx + b
HVTH: L Trung Hu.
Lp: CTM 2010 B
MSHV: 10085204008

(1)

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Bi tp: Quy hoch v x l cc s liu thc nghim

Rn

GVHD: PGS.TS Phng

Trong :
-

xm, ym, xn, yn tng ng vi cc phn t x, y th m, n trong bng s liu cho

(m, n: 16).

Gi tr a v b tm c khi gii h phng trnh (1) vi vic bt cp ngu nhin

cc phn t th m v n trong bng s liu (xk, yk).
Vi m = 1, n = 4 ta c h
0 = 0a + b

0.30452 = 0.15a + b

a = 2.03

b = 0

Vi m = 2, n = 5 ta c h
0.10017 = 0.05a + b a = 2.07

3
0.41075 = 0.2a + b
b = 3.36 10

Vi m = 3, n = 6 ta c h
0.20134 = 0.15a + b
a = 3.198

0.5211 = 0.25a + b
b = 0.278

T cc gi tr a v b trn ta tnh trung bnh cho a v b, c tham s hi qui

a = 2.433

2
b = 9.4 10

Phng trnh thc nghim: y(1) = 3.198x - 0.094

yk

0.00
0.00

0.05
0.10017

0.1
0.20134

0.15
0.30452

0.2
0.41075

0.25
0.5211

y(xk)

-0.094

0.066

0.226

0.386

0.546

0.706

(yk - y(xk))

0.094

0.034

-0.025

-0.082

-0.135

-0.185

xk

HVTH: L Trung Hu.

Lp: CTM 2010 B
MSHV: 10085204008

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Bi tp: Quy hoch v x l cc s liu thc nghim

Rn
n

k =1

k =1

GVHD: PGS.TS Phng

dk = yk y ( xk ) = 0.555
n

dq =

d
k =1

k =1
n

d
k =1

2
k

= 0.093

= ( yk y ( xk ))2 = 0.308
k =1

Phng php 2: Phng php xp x trung bnh

Da vo bng s liu cho xk, yk vi (k =1 6), ta chia lm hai nhm (k = 13) v
(k = 46), lp phng trnh c dng tng qut:
n

k =1

k =1

dk = ( yk y (x k )) = 0
Vi k = 13
3

k =1

k =1

dk = ( yk y (xk )) = 0
[ y1 (ax1 + b)] + [ y 2 (ax 2 + b)] + [ y 3 (ax 3 + b)] = 0
( y1 + y 2 + y 3 ) a ( x1 + x 2 + x3 ) 3b = 0

0.15a + 3b = 0.30151 (1)

Vi k = 46
6

k =4

k= 4

dk = ( yk y (x k )) = 0
[ y 4 (ax 4 + b)] + [ y 5 (ax 5 + b)] + [ y 6 (ax 6 + b)] = 0
( y 4 + y 5 + y 6 ) a ( x 4 + x5 + x6 ) 3b = 0

0.6a + 3b = 1.236

(2)
a = 2.08

Gii h phng trnh (1) v (2) ta c: b = 3.33 103

-3

Phng trnh thc nghim: y(2) = 2.08x (3.33*10 )

xk

0.00

HVTH: L Trung Hu.

Lp: CTM 2010 B
MSHV: 10085204008

0.05

0.1

0.15

0.2

0.25

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Bi tp: Quy hoch v x l cc s liu thc nghim

Rn

GVHD: PGS.TS Phng

yk

0.00

0.10017

0.20134

0.30452

0.41075

0.5211

y(xk)

0.0033

0.1007

0.2047

0.3087

0.4127

0.5167

(yk - y(xk))

-0.167

0.173

-0.007

0.043

0.073

-0.117

k =1

k =1

d k = yk y( xk ) = 0.58
n

d
k =1

d
k =1

k =1

k =1

= 0.097

d k2 = ( yk y( xk ))2 = 0.336
Phng php 3: Phng php bnh phng ti thiu
d k2 min
n

k =1

k =1

d k2 = (yk y ( xk ))2 min

6

( yk (axk + b)) 2 min

k =1

t F(a,b) = ( y
k =1

(ax k + b)) 2 . Do hm F

F a x2 + b x = x y
a = 0 k= 1 k k= 1 k k= 1 k k
6 6
F= 0 a x + n =b y
b k k
k= 1 k= 1
6

min ta c:

(1)

Lp bng s liu cho cc thng s bit trong h phng trnh (1):

HVTH: L Trung Hu.
Lp: CTM 2010 B
MSHV: 10085204008

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Bi tp: Quy hoch v x l cc s liu thc nghim

Rn

GVHD: PGS.TS Phng

xk

yk

xk

xkyk

0.05

0.10017

0.0025

0.00501

0.1

0.20134

0.01

0.02013

0.15

0.30452

0.0225

0.04568

0.2

0.41075

0.04

0.08215

0.25

0.5211

0.0625

0.13028

0.75

1.53788

0.1375

0.28325

k =1

Thay cc gi tr tm c vo h phng trnh (1):

a = 2.08
0.1375a + 0.75b = 0.28325

3
0.75a + 6b = 1.53788
b = 3.73 10

Phng trnh thc nghim: y(3) = 2.08x - 0.00373

0.00
0.00

0.05
0.10017

0.1
0.20134

0.15
0.30452

0.2
0.41075

0.25
0.5211

y(xk)

-0.00373

0.10027

0.20427

0.30827

0.41227

0.51627

(yk - y(xk))

0.00373

- 0.0001

- 0.00293

- 0.00375

- 0.00152

0.00483

xk
yk

k =1

k =1

d k = yk y( xk ) = 0.0169
n

d
k =1
n

d
k =1

2
k

d
k =1

= 0.0028

= ( yk y ( xk ))2 = 0.0003
k =1

Chn dng hm hi qui s dng.

Lp bng so snh kt qu nhn c ca ba phng php tnh
HVTH: L Trung Hu.
Lp: CTM 2010 B
MSHV: 10085204008

Trang 8

Bi tp: Quy hoch v x l cc s liu thc nghim

Rn

GVHD: PGS.TS Phng

xk

yk

y(1)

y(2)

y(3)

dk(1)

dk(2)

dk(3)

-0.094

0.0033

-0.00373

0.094

- 0.167

0.00373

0.05

0.10017

0.066

0.1007

0.10027

0.034

0.173

- 0.0001

0.1

0.20134

0.226

0.2047

0.20427

-0.025

- 0.007

- 0.00293

0.15

0.30452

0.386

0.3087

0.30827

-0.082

0.043

- 0.00375

0.2

0.41075

0.546

0.4127

0.41227

-0.135

0.073

- 0.00152

0.25

0.5211

0.706

0.5167

0.51627

-0.185

- 0.117

0.00483

0.555

0.58

0.0169

0.093

0.097

0.0028

0.308

0.336

0.0003

d
k =1

d=

d
k =1

6
6

d q = d k2
k =1

Thc hin bng ba phng php tnh nh trn, sai s khi thc hin bng phng
php bnh phng ti thiu l nh nht.

y = 2.08x - 0.00373

Vy phng trnh hi qui s dng l:

HVTH: L Trung Hu.

Lp: CTM 2010 B
MSHV: 10085204008

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