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#1 2014-02-11 22:10:46

Olafson
Member
Registered: 2014-02-11
Posts: 1

Regression Analysis - Constructing a model with constraints -Help Plz

Hello,

I am trying to construct a general function/method based on two sets of minimum/maximum data point constraints, which can take on new values in different situations. The only known data for this general function is the starting point (y-axis intercept) and the x-range. The rate of change over time must equal zero, so the amount increased/decreased must be compensated within the x-range. Optimally will vary as little as possible, as long as it meets the constraints.

I would appreciate any advice or suggestions on how to approach this problem as I've had very little success so far. Thank you in advance.

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#2 2014-02-11 22:13:00

bobbym
bumpkin
From: Bumpkinland
Registered: 2009-04-12
Posts: 109,606

Re: Regression Analysis - Constructing a model with constraints -Help Plz

Hi Olafson;

Welcome to the forum. What does the data look like? What kind of regression model do you want?

For me to do anything with your problem I am going to need more information.


In mathematics, you don't understand things. You just get used to them.
If it ain't broke, fix it until it is.
Always satisfy the Prime Directive of getting the right answer above all else.

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#3 2023-06-15 00:37:21

Adoynal
Novice
Registered: 2023-06-15
Posts: 2

Re: Regression Analysis - Constructing a model with constraints -Help Plz

To construct a general function/method based on two sets of minimum/maximum data point constraints with a fixed starting point (y-axis intercept) and x-range, while maintaining a zero rate of change over time, you can use a piecewise linear function. This approach will allow you to vary the function as little as possible within the given constraints.

Here's an outline of the method:

Define your starting point, which is the y-axis intercept.
Determine the x-range over which your function will operate.
Divide the x-range into segments based on the constraints you have. Each segment will correspond to a different rate of change.
Calculate the slope for each segment, which represents the rate of change for that segment. The slope should be such that the segment stays within the given minimum and maximum constraints.
Create linear equations for each segment using the slope and the corresponding x-values.
Combine all the linear equations to form a piecewise function that satisfies the constraints and has zero overall rate of change.
Here's an example to illustrate the process:

Let's say we have the following constraints:

Starting point: (0, 10)
x-range: [0, 10]
Minimum constraint: (2, 8)
Maximum constraint: (8, 12)
To construct the function, we'll divide the x-range into two segments: [0, 2] and [2, 10].

For the first segment, the slope can be calculated as:
slope1 = (8 - 10) / (2 - 0) = -1

The linear equation for the first segment becomes:
y1 = -x + 10

For the second segment, the slope can be calculated as:
slope2 = (12 - 8) / (8 - 2) = 0.8

The linear equation for the second segment becomes:
y2 = 0.8x + 2.4

Combining both segments, we get the piecewise function:
f(x) = {
-x + 10, 0 <= x <= 2
0.8x + 2.4, 2 < x <= 10
}

This function satisfies the constraints, has zero overall rate of change, and varies as little as possible within the given constraints.

You can modify this approach to accommodate different sets of constraints by adjusting the number of segments and calculating the slopes accordingly.

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#4 2023-06-15 20:09:00

Bob
Administrator
Registered: 2010-06-20
Posts: 10,503

Re: Regression Analysis - Constructing a model with constraints -Help Plz

hi Adoynal


Welcome to the forum.

Thanks for your method. This is a very old post so the OP may no longer be interested but it's useful to have your contribution anyway. smile

Bob


Children are not defined by school ...........The Fonz
You cannot teach a man anything;  you can only help him find it within himself..........Galileo Galilei
Sometimes I deliberately make mistakes, just to test you!  …………….Bob smile

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