REGRESI DAN INVERSI LINEAR

SIMPLE LINEAR REGRESSION

 Fitting a straight line to data
1

T = a + bt
Temperature anomaly T (deg C)

0.5

-0.5
1965 1970 1975 1980 1985 1990 1995 2000 2005 2010

Time t (calendar years)

Persamaan umum
Tcal = a + by Tcal =Tobs

Model terbaik selisih (E) fungsi unknown

parameter (a,b) harus minimum (nol).
Pengkuadratan untuk meniadakan selisih + / -
E =  (Tcal –Tobs)2 =  e2
E =  (a + by –Ti) 2
 12.00
1
2
10.00
Nilai Y

3
8.00

6.00
4.00
2.00
0.00
0.00 2.00 4.00 6.00
NIlai X
Matriks ideal m = G-1 . d
Karena ada misfit (error) d = G. m

E =  (a + by –Ti)2 =  e2
d cal =  G.m
E =  [ G.m – d obs ] 2
E =  [ G.m – di ] . [ G.m – di ]
E = eT e = [d - G.m ]T . [d - G.m ]
 (AT ) T  A ( AB) T B T AT

E = eT e = [d - G.m ]T . [d - G.m ]
E = eT e = [d T - m TG T ] . [d - G.m ]
 E /  m= 0
/m. E =0 Diturunkan thd m
/m. [d Td - dTGm – mTGTd + mTGTGm]
=0
- dTG – mT(GTd + GTGm)=0
U . V
f (x)  U.V
- dTG – GTd + GTGm + mTGTG =0
f '(x)  U 'V  VÚ
- dTG – GTd + 2mTGTG =0
GTGm = GTd
m = [GTG] -1 . GTd
Intercept
X i2 Yi X
 i X i Yi
a
n  X 2i   Xi 2

Slope
n X i Yi X i Yi
b 
nX2i   Xi 2
Over determined:
jumlah model (M) << data observasi (N),
maka dilakukan best fit.

Under determined:
(M) >> (N), fitting model kontinyu.

Even determined:
(M) = (N), inversi langsung.
• Penyederhanaan matriks dengan prinsip diskrit

m = [GT . G]−1. GT .d .

• Jika matrik Kernel G tidak berbentuk bujursangkar

Eliminasi Gauss-Jordan teknik SVD (Singular
Value Decomposition) & mengalikan matrik G
terhadap transpose [GT.G].
• Contoh penerapan:
• Gravitasi dan kecepatan, GLBB,
• Kenaikan temperatur
 t10

d = G m
Intercept slope M=2
 G= 1 t1
GT = 1 1 ………… 1
1 t2 t1 t2 …… t10
…………
1 t10
1 t1
1 1 …. 1 1 t2 = N ti
GT.G= t1 t2 .. t10 ………… ti ti2
1 t10

1 1 …. 1 T1 Ti
= tiTi
GT.d= t1 t2 .. t10 T2
…
T10

N ti M1 = Ti
GT.G.m = ti ti2 M2 tiTi

1 ti2 -ti Ti

m = [GTG] -1 . GTd = ------------ -ti N tiTi
N ti2 – (ti)2
 Carilah model perubahan volume terhadap
massa berdasarkan data pengukuran sbb:
diasumsikan
w1 = 10 gr
v1 = 20 cm3
w2 = 12 gr
v2 = 21 cm3
w3 = 13 gr
v3 = 22 cm3
 m1 + m2 zi =Ti No Weight Vol
d1 = m1 d2 d3 d4 G . m = d x y
Y=a+bx 1 X1 m1 Y1
1 10 20
Y = m1 + m2 x 1 X2 m2 Y2 2 12 21
Intercept slope 1 X3 Y3 3 13 22
m = [GT.G]-1 . GT.d
1 x1 22

1 1 …. 1 1 x2
21.5

GT.G= = N xi
x1 x2 .. x10 …………
21

xi xi2 20.5

volume
1 x10 20

m=
1 10 19.5


GT G  
1 1 1  12   3 35  13.5 19

1   
10 12 13 1 13 35 413 0.6 18.5
8 8.5 9 9.5 10 10.5 11 11.5 12 12.5 13

  weight

1 1 …. 1 T1 Ti
=
GT.d= x1 x2 .. x10 T2 xiTi m=
… 13.5 Intercept
T10 0.6
20 slope
 1 1 1     63 
GT d    21   
10 12 13  738
22
 a, b, m = variable model
T = variabel data (terikat)
z, G = variabel bebas
1. Inversi linier, temperatur (Ti) naik bertambah
kedalaman dengan proses (m1,m2),
m1 + m2 zi =Ti NO DEP TEMP
m1 + m2 zi =Ti Intercept slope
m = [GT.G]-1 . GT.d 1 5 35.4
G . m = d 2 16 50.1
250

200
1 z1 t1 3 25 77.3
150
1 z2 t2 4 40 92.3
1 z3 t3
suhu

100

1 z4 t4
5 50 137.6
m1
50

1 z5 m2 t5 6 60 147.0
0
0 10 20 30 40 50
kedalaman
60 70 80 90 100
1 z6 t6 7 70 180.8
m= 1 z7 t7
25.2800 8 80 182.7
1 z8 t8
1.9815
1 z9 t9
9 90 188.5
1 z10 t10 10 100 223.2