Exponential Models
About Exponential Models
The toolbox provides a oneterm and a twoterm exponential model as karin single drk gifhorn given by
Exponentials are often used when the rate of change of a quantity is proportional to the initial amount of the quantity. If the coefficient associated with b and/or d is negative, y represents exponential decay. If the coefficient is positive, y represents exponential growth.
For example, a single radioactive decay mode of a nuclide is described by a oneterm exponential. a is interpreted as the initial number of nuclei, b is the decay constant, x is time, and y is the number of remaining nuclei after a specific amount of time passes. If two decay modes exist, then you must use the twoterm exponential model. For the second decay mode, you add another exponential term to the model.
Examples of exponential growth include contagious diseases for which a cure is unavailable, and biological populations whose growth is uninhibited by predation, environmental factors, and so on.
Fit Exponential Models Interactively

Open the Curve Fitting app by entering
cftool
. Alternatively, click Curve Fitting on the Apps tab. 
In the Curve Fitting app, select curve data (X data and Y data, or just Y data against index).
Curve Fitting app creates the default curve fit,
Polynomial
. 
Change the model type from
Polynomial
toExponential
.
You can specify the following options:

Choose one or two terms to fit
exp1
orexp2
.Look in the Results pane karin single drk gifhorn to see the model terms, the values of the coefficients, and the goodnessoffit statistics.

(Optional) Click Fit Options to specify coefficient starting values and constraint bounds appropriate for your data, or change algorithm settings.
The toolbox calculates optimized start points for exponential fits, based on the current data set. You can override the start points and specify your own values in the Fit Options dialog box.
The fit options for the singleterm exponential are shown next. The coefficient starting values and constraints are for the census data.
For an example specifying starting values appropriate to the data, see.
For more information on the settings, see.
Fit Exponential Models Using the fit Function
This example shows how to fit an exponential model to data using the fit
function.
The exponential library model is an input argument to the fit
and fittype
functions. Specify the model type 'exp1'
or 'exp2'
.
Fit a SingleTerm Exponential Model
Generate data with an exponential trend and then fit the data using a singleterm exponential. Plot the fit and data.
x = (0:0.2:5)'; y = 2*exp(0.2*x) + 0.1*randn(size(x)); f = fit(x,y,'exp1') plot(f,x,y)
f = General model Exp1: f(x) = a*exp(b*x) Coefficients (with 95% confidence bounds): a = 2.021 (1.89, 2.151) b = 0.1812 (0.2104, 0.152) karin single drk gifhorn
Fit a TwoTerm Exponential Model
f2 = fit(x,y,'exp2') plot(f2,x,y)
f2 = General model Exp2: f2(x) = a*exp(b*x) + c*exp(d*x) Coefficients (with 95% confidence bounds): a = 537.7 (1.307e+10, 1.307e+10) b = 0.2573 (4112, 4112) c = 535.7 (1.307e+10, 1.307e+10) d = 0.2576 (4131, 4130)
Set Start Points
The toolbox calculates optimized start points for exponential fits based on the current data set. You can override the start points and specify your own values.
Find the order of the entries for coefficients in the first model ( f
) by using the coeffnames
function.
coeffnames(f)
ans = 2x1 cell array {'a'} {'b'}
If you specify start points, choose values appropriate to your data. Set arbitrary start points for coefficients a
and b
for example purposes.
f = fit(x,y,'exp1','StartPoint',[1,2]) plot(f,x,y)
f = General model Exp1: f(x) = a*exp(b*x) Coefficients (with 95% confidence bounds): a = 2.021 (1.89, 2.151) b = 0.1812 (0.2104, 0.152)
Examine Exponential Fit Options
Examine the fit options if you want to modify fit options such as coefficient starting values and constraint bounds appropriate for your data, or change algorithm settings. For details on these options, see the table of properties for NonlinearLeastSquares on the fitoptions
reference page.
fitoptions('exp1')
ans = Normalize: eno hammock single or double 'off' Exclude: [] Weights: [] Method: 'NonlinearLeastSquares' Robust: 'Off' StartPoint: [1x0 double] Lower: [1x0 double] Upper: [1x0 double] Algorithm: 'TrustRegion' DiffMinChange: 1.0000e08 DiffMaxChange: 0.1000 Display: 'Notify' MaxFunEvals: 600 MaxIter: 400 TolFun: 1.0000e06 TolX: 1.0000e06
See Also
 
Related Topics
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Since this is the case, the equation for a halflife becomes. FAQ How do Single exponential decay function exclude outliers from an analysis routine without deleting the data? An exponential function can describe growth or decay. When using dynamic averaging, the DA distance is modelled using a single distance  the mean of the Gaussian distribution Rmean. From Wikipedia, the free encyclopedia. Make a Graph Graphing Calculator. The term "partial halflife" is misleading, because it cannot single exponential decay function measured as a time interval for which a certain quantity is halved. All articles with unsourced statements Articles with unsourced statements from November Articles with unsourced from November As you can see from the work above, and graphwhen b is 1, you end up with the equation of a horizontal line. FAQ How to plot a pp plot with confidence intervals? But the rate of decay becomes less and less. FAQ We are trying to use a single exponential decay equation to determine the halflife of single exponential decay function compound, but your equation is slightly different than the standard form. FAQ How do I compute autocorrelation on a signal? FAQ How to plot the kernel density graph? The inverse of the double exponential function is the double logarithm ln ln x. We can compute it here using integration by parts. FAQ Why am I not getting a good fit? Problem 2 What is the graph of single exponential decay function decay function below?
Exponential Decay Functions
Related queries:Fit Exponential Models Using the fit Function. About Exponential Models. y represents exponential decay. a single radioactive decay mode of a nuclide is.
A double exponential function (red curve) compared to a single exponential function A double exponential function is a constant raised to the power of an.
Single Exponential. The mathematical expression for an exponential decay versus time, t, is: where I is intensity at time t, I o is the initial intensity at time=0.
I have (or will have) data that I know will most likely be a 3 component exponential decay curve. Normally, levenbergmarquardt least squares is used for fitting.
Learn how to use an exponential decay function to find "a," the amount at the beginning of the time period.

6. 6.4. 6.4.3.
 
Exponential smoothing weights past observations with exponentially decreasing weights to forecast future values  This smoothing scheme begins by setting \(S_2\) to \(y_1\), where \(S_i\) stands for smoothed observation or EWMA, and \(y\) stands for the original observation. The subscripts refer to the time periods, \(1, \, 2, \, \ldots, \, n\). For the third period, \(S_3 = \alpha y_2 + (1\alpha) S_2\); and so on. There is no \(S_1\); the smoothed series starts with the smoothed version of the second observation. For any time period \(t\), the smoothed value \(S_t\) is found by computing $$ S_t = \alpha y_{t1} + (1\alpha)S_{t1} \,\,\,\,\,\,\, 0 < \alpha \le 1 \,\,\,\,\,\,\, t \ge 3 \,. $$ This is the basic equation of exponential smoothing and the constant or parameter \(\alpha\) is called the smoothing constant. Note: There is an alternative approach to exponential smoothing that replaces \(y_{t1}\) in the basic equation with \(y_t\), the current observation. That formulation, due to Roberts (1959), is described in the section on . The formulation here follows Hunter (1986).  
Setting the first EWMA  
The first forecast is very important  The initial EWMA plays an important role in computing all the subsequent EWMAs. Setting \(S_2\) to \(y_1\) is one method of initialization. Another way is to set it to the target of the process. Still another possibility would be to average the first four or five observations. It can also be shown that the smaller the value of \(\alpha\), the more important is the selection of the initial EWMA. The user would be wise to try a few methods, (assuming that the software has them available) before finalizing the settings.  
Why is it called "Exponential"?  
Expand basic equation  Let us expand the basic equation by first substituting for \(S_{t1}\) in the basic equation to obtain $$ \begin{eqnarray} S_t & = & \alpha y_{t1} + (1\alpha) \left[ \alpha y_{t2} + (1\alpha) S_{t2} \right] \\ & = & \alpha y_{t1} + \alpha (1\alpha) y_{t2} + (1\alpha)^2 karin single drk gifhorn S_{t2} \,. \end{eqnarray} $$  
Summation formula for basic equation  By substituting for \(S_{t2}\), then for \(S_{t3}\), and so forth, until we reach \(S_2\) (which is just \(y_1\)), it can be shown that the expanding equation can be written as: $$ S_t = \alpha \sum_{i=1}^{t2} (1\alpha)^{i1} y_{ti} + (1\alpha)^{t2} S_2 \,, \,\,\,\,\, t \ge 2 \,. $$
 
Expanded equation for \(S_5\)  For example, the expanded equation for the smoothed value \(S_5\) is: $$ S_5 = \alpha \left[ (1\alpha)^0 y_{51} + (1\alpha)^1 y_{52} + (1\alpha)^2 y_{53} \right] + (1\alpha)^3 S_2 \,. $$  
Illustrates exponential behavior  This illustrates the exponential behavior. The weights, \(\alpha(1\alpha)^t\) decrease geometrically, and their sum is unity as shown below, using a property of geometric series: $$ \alpha \sum_{i=0}^{t1} (1\alpha)^i = \alpha \left[ \frac{1(1\alpha)^t}{1(1\alpha)} \right] = 1  (1\alpha)^t \,. $$ From the last formula we can see that the summation term shows that the contribution to the smoothed value \(S_t\) becomes less at each consecutive time period.  
Example for \(\alpha = 0.3\)  Let \(\alpha = 0.3\). Observe that the weights \(\alpha(1\alpha)^t\) decrease exponentially (geometrically) with time.
 
What is the "best" value for \(\alpha\)?  
How do you choose the weight parameter?  The speed at which the older responses are dampened (smoothed) is a function of the value of \(\alpha\). When \(\alpha\) is close to 1, dampening is quick and when \(\alpha\) is close to 0, dampening is slow. This is illustrated in the table below.
> towards past observations
We choose the best value for \(\alpha\) so the value which results in the smallest MSE.  
Example  Let us illustrate this principle with an example. Consider the following data set consisting of 12 observations taken over time:
The sum of the squared errors (SSE) = 208.94. The mean of the squared errors (MSE) is the SSE /11 = 19.0.  
Calculate for different values of \(\alpha\)  The MSE was again calculated for \(\alpha = 0.5\) and turned out to be 16.29, so in this case we would prefer an \(\alpha\) of 0.5. Can we do better? We could apply the proven trialanderror method. This is an iterative procedure beginning with a range of \(\alpha\) between 0.1 and 0.9. We determine the best initial choice for \(\alpha\) and then search between \(\alpha  \Delta\) and \(\alpha + \Delta\). We could repeat this perhaps one more time to find the best \(\alpha\) to 3 decimal places.  
Nonlinear optimizers can be used  But there are better search methods, such as the Marquardt procedure. This is a nonlinear optimizer that minimizes the sum of squares of residuals. In general, most well designed statistical software programs should be able to find the value of \(\alpha\) that minimizes the MSE.  
Sample plot showing smoothed data for 2 values of \(\alpha\) 
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