Shape preserving fitting algorithms

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SUMMARY

Shape preserving fitting algorithms are essential for accurately modeling rapidly varying data without converging to misleading solutions, such as straight lines. The discussion highlights the challenge of local minima in fitting algorithms, particularly when using least-squares methods. Users often require a method that allows for automatic fitting without manual intervention, especially when dealing with hundreds of experimental curves. The conversation suggests exploring modifications to existing algorithms, such as the Maximum Likelihood Approach (MLA), to incorporate shape preservation through derivative fitting.

PREREQUISITES
  • Understanding of fitting algorithms, particularly least-squares methods.
  • Familiarity with the Maximum Likelihood Approach (MLA) and its applications.
  • Knowledge of optimization techniques and local minima issues.
  • Basic principles of curve fitting and experimental data analysis.
NEXT STEPS
  • Research advanced fitting techniques that incorporate shape preservation, such as spline fitting.
  • Learn about optimization algorithms that avoid local minima, such as genetic algorithms or simulated annealing.
  • Explore the implementation of derivative constraints in fitting algorithms.
  • Investigate software tools that support shape preserving fitting, such as MATLAB or Python's SciPy library.
USEFUL FOR

Data scientists, researchers in experimental physics, and engineers involved in curve fitting and data modeling will benefit from this discussion, particularly those seeking to enhance the accuracy of their fitting algorithms.

f95toli
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"Shape preserving" fitting algorithms

Does anyone know if there is such a thing as a "shape preserving" fitting algorithm?

Now and then I run into the following problem: I have a set of rapidly varying data and try to fit it using an equation with e.g. 5 unknowns; I know that I can make it fit "by hand" (basically trial and error). However, when I try to fit it I often get that the solution is e.g. a straight line through the data; simply because it is a "good" solution in the least-square sense(although it doesn't make much sense from physical point of view). The wiki on the MLA even shows one example of this.

I can obviously get it to fit if I start with a "good" guess but that sort of defies the purpose of automatic fitting (and I often need to fit hundreds of experimental curves and sometimes in "real time" so doing it by hand is not really an option).
I understand that the problem is -there are several minima and the fitting algorithms finds the "wrong one" unless the initial conditions are close to the real solution- but I don't know how to solve it.
Presumably this is well-known problem, but I haven't been able to find a reference where they discuss possible solutions.

Is there any way of adding "shape preservation" to e.g. the MLA? E.g. by somehow adding that the condition for a "best fit" is that also the derivatives fit reasonably well?

Or are there any other possible solutions?
 
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What is the form of the equation with 5 unknowns?
 

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