MATA266
4
4.3 Smoothing: Low-order
Polynomial Models
Smoothing
Use a low order polynomial instead of a high(er) order polynomial.
      This polynomial will then not pass through all the points.
             2 decisions:
             • The order/degree of the polynomial to use
             • Criterion to use for the best-fitting polynomial
Divided differences
– To answer the question about which order
  polynomial to use, we first take a look at the
  concept of divided differences
             X   Y           d                    dd                      ddd                              dddd
             0   1
                      y2  y1 2  1
                                   1
                      x2  x1 1  0
                                          d 2  d1 2  1
             1   2                                      0.5
                                          x3  x1 2  0
                                                                dd 2  dd1 1  0.5
                      y3  y2 4  2                                               0.1667
                                   2                           x4  x1    3 0
                      x3  x2 2  1
                                          d3  d 2 4  2                                     ddd 2  ddd1 0.33  0.167
             2   4                                      1                                                           0.04167
                                          x4  x2 3  1                                        x5  x1       4 0
                      y4  y3 8  4                             dd3  dd 2 2  1
                                   4                                          0.3333
                      x4  x3 3  2                              x5  x2    4 1
                                          d 4  d3 8  4
             3   8                                      2
                                          x5  x3 4  2
                      y5  y4 16  8
                                    8
                      x5  x4   4 3
             4   16
A different formulation
                           f xi  f x j 
         f xi , x j  
                                xi  x j
                                f xi , x j   f x j , xk 
         f xi , x j , xk  
                                           xi  x k
                                             f  xn , xn 1 ,, x2   f  xn 1 , xn 2 ,, x1 
         f  xn , xn 1,, x2 , x1  
                                                                xn  x1
   
Pertinent properties of polynomials
in terms of their order.
Look for a pattern:
-- the degree is 1 and ,
-- the degree is 2 and ,
-- the degree is 3 and ,
     For an degree polynomial , we will have and
We consider the divided differences as approximations to the
derivative.
Therefore, to decide which order polynomial to use on the
data, we set up a divided differences table and look for the
column where the values are almost equal(constant) and if
the column after contains values that are close to zero, it
further confirms our suspicion of which order polynomial can
be considered appropriate.
So, if the column has values close to equal, we suspect we
should use a polynomial of order .
For this
data we will
use a cubic
polynomial
               Note how the 3rd order differences are
               constant and the 4th order differences are 0.
Stopping
distance
revisited
            – Without an explicative model
              (theory-based) available, what
              can the data tell us about what
              type of model to use?
            – As the 2nd order differences are
              somewhat similar and the 3rd
              order differences are small, we
              can conclude that a 2nd degree
              polynomial might be a good
              starting point for a model.
            – We see that a 3rd degree model
              can also work well, so we have
              to decide if the extra complexity
              will be worth it or not.
Explicative vs Empirical
 – In chapter 2 we found the
   explicative stopping distance
   model:
 – With the data available we
   can use least squares fitting
   to determine the best 2nd
   degree polynomial of the
   form . We obtain:
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