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Vitaly Vitrenko2015-06-13 16:28:26
Mathematics
Vitaly Vitrenko, 2015-06-13 16:28:26

Trigonometric regression?

It is necessary to construct regression equations of the form y = a = b*sin(x). I can't find information about this anywhere. Is it really necessary to simply make the replacement t = sin (x), find the coefficients with the usual least squares, then return the sine back? How very simple.

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Mercury13, 2015-06-13
@Mercury13

Quite right. In general, least squares regression is extremely easy to derive for any formula of the form
y = A1 f1(x) + A2 f2(x) + … + Am fm(x)
provided that m pairs (x1, y1) .. are given. .(xm, ym). Unknown - A1…Am.
A little more complicated, we must remember the theory of matrices - for N > m pairs.

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