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Monotonic trend lines

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    Monotonic trend lines

    I am playing with trend lines. I am trying to fit a 6th order polynomial to a set of X,Y data points. After doing a search on here, I was able to get it working such that the spreadsheet properly provided the coefficients.

    Here is my issue.

    The orignal data is monotonic, ie, each Y point is greater than the precious point. The resulting polynomial data is mostly monotonic, but there are a few points that arent.

    Is there anyway to influence the curve fit such that the data will always be monotonic ?

    Thanks.
    Last edited by Paul; 12-06-2009 at 01:59 AM.

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    Forum Expert mrice's Avatar
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    Re: Monotonic trend lines ?

    I guess the you could set up a set of X values of interest and create formulae using the coefficients that the solver is changing. Tis would allow you to set contraints that each point is greater than or equal to the point before. Not perfect but maybe useful if you choose enough X values.
    Martin

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    Forum Expert shg's Avatar
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    Re: Monotonic trend lines ?

    No even-order polynomial is monotonic over its domain.

    Perhaps you could use Solver to generate the coefficients to minimize squared error, use formulas to compute the derivative from the coefficients, and constrain that to be non-negative over the domain of the data being regressed. I don't think that's rigorous, but it's a start.
    Last edited by shg; 12-06-2009 at 08:18 PM.
    Entia non sunt multiplicanda sine necessitate

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    Re: Monotonic trend lines ?

    Would odd order poly's (5th) be monotonic if the input data that the curve is being fitted to is monotonic ?

    Thanks

  5. #5
    Forum Expert shg's Avatar
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    Re: Monotonic trend lines ?

    Not necessarily, but a better chance, I guess.

    I think are not much natural data that is polynomial in nature.

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    Re: Monotonic trend lines

    Thanks guys, I think I have found an alternate solution that doesnt involve excel or curve fitting (just going to use a lookup table).

    Thanks for the help !

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