An autocorrelation term method for curve fitting
Summary: The least-squares method is the most popular method for fitting a polynomial curve to data. It is based on minimizing the total squared error between a polynomial model and the data. In this paper we develop a different approach that exploits the autocorrelation function. In particular, we use the nonzero lag autocorrelation terms to produce a system of quadratic equations that can be solved together with a linear equation derived from summing the data. There is a maximum of \(2M\) solutions when the polynomial is of degree \(M\). For the linear case, there are generally two solutions. Each solution is consistent with a total error of zero. Either visual examination or measurement of the total squared error is required to determine which solution fits the data. A comparison between the comparable autocorrelation term solution and linear least squares shows negligible difference.
- A regularization procedure for the auto-correlation equation
- On fits to correlated and auto-correlated data
- On the estimation of the autocrrelation function
- Automatic Bayesian Curve Fitting
- scientific article; zbMATH DE number 3106136
- scientific article; zbMATH DE number 1437404
- A function fitting method
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