Update regression approach and tolerance bands power law authored by Jamie Engelhardt Simon's avatar Jamie Engelhardt Simon
--- ---
title: regression approach - powerlaw title: regression approach and tolerance bands - power law
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## Dependency ## Dependency
It is assumed the data can be described by a power law, expressed either as Y or X dependent (referring to the second and first axis on a fatigue curve). It is assumed the data can be described by a power law, expressed either as Y or X dependent (referring to the second and first axis on a fatigue curve).
...@@ -75,13 +76,13 @@ where $k$ is the number of points in the data-series. ...@@ -75,13 +76,13 @@ where $k$ is the number of points in the data-series.
Perform _minmax_ normalization. By doing so ensures that the features used by the model have similar scales, it also aids in faster convergence and accuracy. Perform _minmax_ normalization. By doing so ensures that the features used by the model have similar scales, it also aids in faster convergence and accuracy.
```math ```math
X_{d,s} = \frac{X_d - X_{\textrm{d,min}}}{X_{\textrm{d,max}} - X_{\textrm{d,min}}}, \quad X_{\textrm{d,s}} = \frac{X_\textrm{d} - X_{\textrm{d,min}}}{X_{\textrm{d,max}} - X_{\textrm{d,min}}}, \quad
Y_{d,s} = \frac{Y_d - Y_{\textrm{d,min}}}{Y_{\textrm{d,max}} - Y_{\textrm{d,min}}} Y_{\textrm{d,s}} = \frac{Y_\textrm{d} - Y_{\textrm{d,min}}}{Y_{\textrm{d,max}} - Y_{\textrm{d,min}}}
``` ```
```math ```math
X_{p,s} = \frac{X_p - X_{\textrm{d,min}}}{X_{\textrm{d,max}} - X_{\textrm{d,min}}}, \quad X_{\textrm{p,s}} = \frac{X_\textrm{p} - X_{\textrm{d,min}}}{X_{\textrm{d,max}} - X_{\textrm{d,min}}}, \quad
Y_{p,s} = \frac{Y_p - Y_{\textrm{d,min}}}{Y_{\textrm{d,max}} - Y_{\textrm{d,min}}} Y_{\textrm{p,s}} = \frac{Y_\textrm{p} - Y_{\textrm{d,min}}}{Y_{\textrm{d,max}} - Y_{\textrm{d,min}}}
``` ```
where the lower index s is an abbreviation for scaled. where the lower index s is an abbreviation for scaled.
...@@ -94,37 +95,37 @@ The purpose is to sort the difference between the prediction and the data and de ...@@ -94,37 +95,37 @@ The purpose is to sort the difference between the prediction and the data and de
![quantile_exmaple_error](uploads/f6950315da8dfc9c3d3054c0dfd95cb5/quantile_exmaple_error.png){width=35%} ![quantile_exmaple_error](uploads/f6950315da8dfc9c3d3054c0dfd95cb5/quantile_exmaple_error.png){width=35%}
</div> </div>
Compute the error/difference between the model and the data **a)** Compute the error/difference between the model and the data
```math ```math
E = Y_{\textrm{p,s}} - Y_{\textrm{d,s}} E = Y_{\textrm{p,s}} - Y_{\textrm{d,s}}
``` ```
Extract the data with a positive error. We are only interested in the positive difference, as these are an indication of the points below the mean line. **b)** Extract the data with a positive error. We are only interested in the positive difference, as these are an indication of the points below the mean line.
```math ```math
E = E\left[E > 0\right], \quad X_{d,s} = X_{d,s}[E>0], \quad Y_{d,s} = Y_{d,s}[E>0] E = E\left[E > 0\right], \quad X_{\textrm{d,s}} = X_{\textrm{d,s}}[E>0], \quad Y_{\textrm{d,s}} = Y_{\textrm{d,s}}[E>0]
``` ```
Sort the data based on the error **c)** Sort the data based on the error
```math ```math
E = E\left[\textrm{argsort}\left(E\right)\right], E = E\left[\textrm{argsort}\left(E\right)\right],
\quad X_{d,s} = X_{d,s}\left[\textrm{argsort}\left(E\right)\right], \quad X_{\textrm{d,s}} = X_{\textrm{d,s}}\left[\textrm{argsort}\left(E\right)\right],
\quad Y_{d,s} = Y_{d,s}\left[\textrm{argsort}\left(E\right)\right] \quad Y_{\textrm{d,s}} = Y_{\textrm{d,s}}\left[\textrm{argsort}\left(E\right)\right]
``` ```
Extract the data within the desired quantile range **d)** Extract the data within the desired quantile range
```math ```math
E = E\left[:-I_{\alpha}\right], E = E\left[:-I_{\alpha}\right],
\quad X_{d,s} = X_{d,s}\left[:-I_{\alpha}\right], \quad X_{\textrm{d,s}} = X_{\textrm{d,s}}\left[:-I_{\alpha}\right],
\quad Y_{d,s} = Y_{d,s}\left[:-I_{\alpha}\right] \quad Y_{\textrm{d,s}} = Y_{\textrm{d,s}}\left[:-I_{\alpha}\right]
``` ```
**Step 6** <br> **Step 6** <br>
Renormalize the data. Renormalize the data.
```math ```math
X_{\Gamma} = X_{d,s} \left(X_{\textrm{d,max}} - X_{\textrm{d,min}}\right) + X_{\textrm{d,min}}, \quad X_{\Gamma} = X_{\textrm{d,s}} \left(X_{\textrm{d,max}} - X_{\textrm{d,min}}\right) + X_{\textrm{d,min}}, \quad
Y_{\Gamma} = Y_{d,s} \left(Y_{\textrm{d,max}} - Y_{\textrm{d,min}}\right) + Y_{\textrm{d,min}} Y_{\Gamma} = Y_{\textrm{d,s}} \left(Y_{\textrm{d,max}} - Y_{\textrm{d,min}}\right) + Y_{\textrm{d,min}}
``` ```
Where the last entry is the exact quantile of interest Where the last entry is the exact quantile of interest
...@@ -133,7 +134,7 @@ X_{\alpha} = X_{\Gamma}[-1], \quad ...@@ -133,7 +134,7 @@ X_{\alpha} = X_{\Gamma}[-1], \quad
Y_{\alpha} = Y_{\Gamma}[-1] Y_{\alpha} = Y_{\Gamma}[-1]
``` ```
**Step 6** <br> **Step 7** <br>
Compute the adjustment coefficient associated with the quantile of interest - Compute the adjustment coefficient associated with the quantile of interest -
```math ```math
\textrm{if}\;\textrm{Y-dependent}\;\Rightarrow C_{\alpha} = \frac{Y_{\alpha}}{X_{\alpha}^m} \textrm{if}\;\textrm{Y-dependent}\;\Rightarrow C_{\alpha} = \frac{Y_{\alpha}}{X_{\alpha}^m}
... ...
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