p**n 发帖数: 10 | 1 I don't know what method can be used for numerical integration of noisy data.
Help!!!
bow!!! |
z*b 发帖数: 12 | 2 maybe you'd better give a detailed description of "noisy data"
.
【在 p**n 的大作中提到】 : I don't know what method can be used for numerical integration of noisy data. : Help!!! : bow!!!
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p**n 发帖数: 10 | 3 I generate Y data from Monte Carlo simulation. THen I plot Y data against X.
The curve is not a smooth line but jitters. I was wondering how to calculate
the area under the curve? Because the Y data jitters so much, usual numerical
method like simpson's ruke, Gaussian quadrar=ture seems not working. IT looks
like we nee dsome kind algorithm to soomth this data, then do inegration?
【在 z*b 的大作中提到】 : maybe you'd better give a detailed description of "noisy data" : : .
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c****n 发帖数: 21367 | 4 sort first...
numerical
looks
【在 p**n 的大作中提到】 : I generate Y data from Monte Carlo simulation. THen I plot Y data against X. : The curve is not a smooth line but jitters. I was wondering how to calculate : the area under the curve? Because the Y data jitters so much, usual numerical : method like simpson's ruke, Gaussian quadrar=ture seems not working. IT looks : like we nee dsome kind algorithm to soomth this data, then do inegration?
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z*b 发帖数: 12 | 5 yes, you need to approximate your curve with some smooth curve before yo
u do , for example quadratic functions (that's simpson's rule), but of c
ourse the accuracy might not be good enough, so you may use piecewise qu
adratic functions or in general consider spline functions. Another techn
ique called least squares fitting might also give a good smooth curve fo
r you to integrate using standard quadrature formulas.
numerical
looks
【在 p**n 的大作中提到】 : I generate Y data from Monte Carlo simulation. THen I plot Y data against X. : The curve is not a smooth line but jitters. I was wondering how to calculate : the area under the curve? Because the Y data jitters so much, usual numerical : method like simpson's ruke, Gaussian quadrar=ture seems not working. IT looks : like we nee dsome kind algorithm to soomth this data, then do inegration?
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n*s 发帖数: 752 | 6 why do u want intergrate Y over X?
numerical
looks
【在 p**n 的大作中提到】 : I generate Y data from Monte Carlo simulation. THen I plot Y data against X. : The curve is not a smooth line but jitters. I was wondering how to calculate : the area under the curve? Because the Y data jitters so much, usual numerical : method like simpson's ruke, Gaussian quadrar=ture seems not working. IT looks : like we nee dsome kind algorithm to soomth this data, then do inegration?
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l******d 发帖数: 1633 | 7 your way is not how people usually use mc method
i think people usally take average of simulations
numerical
looks
【在 p**n 的大作中提到】 : I generate Y data from Monte Carlo simulation. THen I plot Y data against X. : The curve is not a smooth line but jitters. I was wondering how to calculate : the area under the curve? Because the Y data jitters so much, usual numerical : method like simpson's ruke, Gaussian quadrar=ture seems not working. IT looks : like we nee dsome kind algorithm to soomth this data, then do inegration?
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n*s 发帖数: 752 | 8 re
MC method usually transform intergration problem into some specific average
【在 l******d 的大作中提到】 : your way is not how people usually use mc method : i think people usally take average of simulations : : numerical : looks
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