Questions on the use of Mathematica to construct models for approximating empirical data. (FindFit[], Fit[], LinearModelFit[], NonlinearModelFit[], etc.)

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1answer
177 views

Multivariate Function Approximation With a Large Dataset

I have a nice amount of data from a trading strategy I am working on, where I have two different liquidity parameters as x, y variables. Before entering a trade I am taking the moving average of ...
10
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0answers
132 views

Behaviour of prediction bands

Let's generate some noisy data with uneven noise. ...
5
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0answers
64 views

Using perpendicular offsets in FindFit

I want to use perpendicular offsets in the built-in FindFit function. Are there any possible ways or do I have to code everything by myself?
5
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0answers
194 views

Mathematica vs Sigmaplot (Non LinearModelFit)

I asked a question in a previous post that was closed because "The title of the question is not correct and the issue here is too trivial to help anyone later". NonLinearModelFit It's possible ...
5
votes
0answers
227 views

NonlinearModelFit weights

I would like to know how to perform a nonlinear regression on a table with measurement errors. The table consists of two columns, and both have errors. I've been watching some tutorial and it is very ...
4
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0answers
457 views

Analytical model fitting

I have a special type of model fitting problem that I am trying to solve in Mathematica. Any insight how to attack it using available tools of Mathematica will be great to hear. We have a variable $$ ...
3
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0answers
154 views

Mathematica Complains about Non Symmetric Covariance matrix, when it's not the case

I was doing some fitting with Mathematica7 using NonlinearModelFit. It's quite long the program to do the fit and that's why I am not displaying here ... It goes ok, and I can get the fit parameters ...
2
votes
0answers
80 views

Is it possible to marginalize one or several parameters obtained from fitting procedure?

Statistical model analysis package has a few fitting functions. Their arguments are data points, fitting model and parameters in the fit. The result is a set of best values for parameters, which ...
2
votes
0answers
159 views

How to predict some constant number of values with NeuralNetworks

Example: << NeuralNetworks` data = {Sin[#]} & /@ Range[0, 4 Pi, 0.5]; learn = data[[1 ;; 15]]; Now, lets fit our neural network: ...
1
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0answers
79 views

Performance in parameter estimation from ParametricNDSolve using varied initial conditions

I have 250 data points from a timecourse exeriment in a list, with columns specifying (1) time, (2-4) initial conditions, (5) absorbance reading. I want to fit 4 parameters (k1, k2, k3, k4) in a DAE ...
1
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0answers
55 views

Fitting a set if data to a 'plane'

I have a set of data ({{1,4,2},{1,-1,2},{-1,2,4},{2,1,5},{-1,1,4},{1,1,2},{5,2,2}}) that I am some how supposed to fit to "the plane, that is with the function ...
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0answers
65 views

Method used by FindFit

Using FindFit, Mathematica selects an optimal algorithm when Automatic is selected. I'd like to know the name of the method ...
1
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0answers
172 views

Methods for NonlinearModelFit

I am using NonlinearModelFit for a thesis project. I get quite different results if I change the Method to LevenbergMarquardt or QuasiNewton or ConjugateGradient ...
1
vote
0answers
166 views

fit using parametric equations

I have experimental data with two columns (x & y). I need to fit the data to two parametric equations of the form $$y =\text{const}_1 \times \left( \frac{\int _a^{b}\sqrt{\frac{\left( 1+\gamma ...
0
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0answers
70 views

FindFit and NIntegrate with dependency between integration variables

I am trying to use FindFit and NIntegrate in this situation: ...
0
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0answers
128 views

Fitting a theoretical density function with log-return sample

I am working on a exercise to fit a theoretical density function,presented below, with log-return series of a stock. $\frac{1}{2}a e^{a(x-\mu)} \quad \text{if x } < \mu $ or $ ...
0
votes
0answers
87 views

NMinimize::nnum: Question for fitting the data

I'm just wondering if someone could help me solve NMinimize::nnum: problem? I still can't find a solution for it. I used NDSolve to solve my functions. And trying ...
0
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0answers
178 views

ParametricNDSolveValue or NDSolve + fitting

I have been trying to find the value for the parameter kestim that yields the best fit of a model to some data points. datac has ...
0
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0answers
153 views

NonlinearModelFit:cvmit: Failed to converge to the requested accuracy or Precision within 1000 iterations

I am trying to find some parameters from a model using NonlinearModelFit, but I always get the same error: NonlinearModelFit:cvmit: Failed to converge to the ...
0
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0answers
250 views

Find parameters to fit data with a function

I have a question regarding to find parameters (k1 & k2) to fit functions. At the beginning, I guessed ...
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0answers
56 views

Why is NonlinearModelFit calling the model function with symbolic arguments?

I have a model to fit which is made of numerical functions and so it can give a value for any numerical value of the arguments, but creates an error when called with symbols. ...