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Rational Functions
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A rational function is simply the ratio of two
polynomial functions.
where n is a non-negative integer that defines
the order of the numerator and m is a
non-negative integer that defines the order of the
denominator. For fitting rational function models, the
constant term in the denominator is usually set to 1.
Rational functions are typically identified by the orders
of the numerator and denominator. For example, a quadratic
for the numerator and a cubic for the denominator is identified
as a quadratic/cubic rational function.
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Rational Function Models
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A rational function model is a generalization of the
polynomial model. Rational function models contain
polynomial models as a subset (i.e., the case when the
denominator is a constant).
If modeling via polynomial models is inadequate,
you should consider a rational function model.
Note that fitting rational function models is also
referred to Pade approximation.
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Advantages
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Rational function models have the following advantages.
- Rational function models have a moderately simple
form.
- rational function models are theoretically exact
for high enough degree for the numerator and
denominator. An exact fit can be made if the
degree of the numerator plus the degree of the
denominator is equal to the number of observations
minus one.
- Rational function models are a closed family. As with
polynomial models, this means that rational function
models are not dependent on the underlying metric.
- Rational function models can entertain an extemely
wide range of shapes and behavior in the data.
Specifically, they accomodate a much wider range of
shapes than the polynomial family.
- Rational function models have better interpolatory
properties than polynomial models. Rational functions
are typically smoother and less oscillatory than
polynomial models between exact fit points.
- Rational functions have excellent extrapolatory
powers. Rational functions can typically be tailored
to model the function not only within the domain of
the data, but also so as to be in agreement with
theoretical/asymptotic behavior outside the domain of
interest.
- Rational function models have excellent asymptotic
properties. Rational functions can be either finite
or infinite for finite values, or finite or infinite
for infinite X values. Thus, rational functions
can easily be incorporated into a rational function
model.
- Rational function models can often be used to model
complicated structure with fairly low degree in both
the numerator and denominator. This in turn means
that fewer coefficients will be required compared to
the polynomial model.
- Rational function models are moderately easy
computationally. Although they are a nonlinear model,
rational function models are a particularly easy
nonlinear model to fit.
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Disadvantages
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Rational function models have the following disadvantages.
- The properties of the rational function family are
not as well known to engineers and scientists as those
of the polynomial family. The literature on rational
function family is more limited and the typical
analyst's knowledge of the behavior of various members
of the family is more limited.
From a practical point of view, if the properties of
the family are not well understood, then this
translates into difficulty in answering the following
modeling question:
Given that data has such and such shape, what value
does the analyst choose for the degree of the
numerator and for the degree on the denominator?
- Unconstrained rational function fitting can, at times,
result in undesired nusiance asymptotes (vertically)
due to roots in the denominator polynomial. The range
of X values affected by the function "blowing up"
may be quite narrow, but such asymptotes, when they
occur, are a nuisance for local interpolation in the
neighborhood of the asymptote point. These asymptotes
are easy to detect by a simple plot of the fitted
function over the range of the data. Such asymptotes
should not discourage you from considering rational
function models as a choice for empirical modeling.
These nuisance asymptotes occur occasionally and
unpredictably, but the gain in flexibility of shapes
is well worth the chance that they may occur.
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General Properties of Rational Functions
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The following are general properties of rational
functions.
- If the degree of the numerator and denominator
terms is equal (n=m), then
y = an/bm
is a horizontal asymptote of the function.
- If the degree of the denominator term is greater
than the degree of the numerator term, then
y = 0 is a horizontal asymptote.
- If the degree of the denominator term is less
than the degree of the numerator term, then
there are no horizontal asymptotes.
- Where x is equal to a root of the denominator
polynomial, the denominator term is zero and there
is a vertical asymptote. The exception is the case
where the root of the denominator term is also a
root of the numerator term. However, for this
case, we can cancel a factor from both the
numerator and denominator (and we effectively have
a lower degree rational function).
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Determing Appropriate m and n
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A general question in fitting rational function models
is how to determine appropriate values for the
degrees of the numerator and
denominator terms.
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Starting Values for Rational Function Models
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One common difficulty in fitting nonlinear models is to
find adequate starting values. A major advantage
of rational function models is the ability to compute
starting values using a linear least squares fit.
This assumes we have already determined appropriate
values for m and n.
To do this, choose p points from the
data set, where p is the number of
parameters in the rational model. For example, given
the linear/quadratic model
we need to select four representative points.
We then perform a linear fit on the model
Here, pn and pd are the
degrees of the numerator and denominator respectively and
the X and Y contain the subset of points, not
the full data set. The estimated coefficients from this linear
fit are used as the starting values for fitting the nonlinear
model on the full data set.
The subset of points should be selected over the range
of the data. It is not critical which exact points
are selected, although you should avoid points that
are obvious outliers.
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Example
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The thermal expansion of
copper case study contains an example of fitting a
rational function model.
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Specific Rational Functions
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- Constant / Linear Rational
Function
- Linear / Linear Rational
Function
- Linear / Quadratic Rational
Function
- Quadratic / Linear Rational
Function
- Quadratic / Quadratic Rational
Function
- Cubic / Linear Rational
Function
- Cubic / Quadratic Rational
Function
- Linear / Cubic Rational
Function
- Quadratic / Cubic Rational
Function
- Cubic / Cubic Rational
Function
- Determining m and
n for Rational Function Models
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