Best fit
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| Concepts | |
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Orders of approximation Scale analysis · Big O notation Curve fitting · False precision Significant figures |
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Approximation · Generalization error Taylor polynomial Scientific modelling |
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Curve fitting is the process of constructing a curve, or mathematical function, that has the best fit to a series of data points, possibly subject to constraints. Curve fitting can involve either interpolation, where an exact fit to the data is required, or smoothing, in which a "smooth" function is constructed that approximately fits the data. A related topic is regression analysis, which focuses more on questions of statistical inference such as how much uncertainty is present in a curve that is fit to data observed with random errors. Fitted curves can be used as an aid for data visualization, to infer values of a function where no data are available, and to summarize the relationships among two or more variables.Extrapolation refers to the use of a fitted curve beyond the range of the observed data, and is subject to a degree of uncertainty since it may reflect the method used to construct the curve as much as it reflects the observed data.
Most commonly, one fits a function of the form y=f(x).
Starting with a first degree polynomial equation:
This is a line with slope a. A line will connect any two points, so a first degree polynomial equation is an exact fit through any two points with distinct x coordinates.
If the order of the equation is increased to a second degree polynomial, the following results:
This will exactly fit a simple curve to three points.
If the order of the equation is increased to a third degree polynomial, the following is obtained:
This will exactly fit four points.
A more general statement would be to say it will exactly fit four constraints. Each constraint can be a point, angle, or curvature (which is the reciprocal of the radius of an osculating circle). Angle and curvature constraints are most often added to the ends of a curve, and in such cases are called end conditions. Identical end conditions are frequently used to ensure a smooth transition between polynomial curves contained within a single spline. Higher-order constraints, such as "the change in the rate of curvature", could also be added. This, for example, would be useful in highway cloverleaf design to understand the rate of change of the forces applied to a car (see jerk), as it follows the cloverleaf, and to set reasonable speed limits, accordingly.
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