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January 24th, 2012, 05:22 AM  #1 
Newbie Joined: Jan 2012 Posts: 2 Thanks: 0  Goodness of fit metrics for comparing nonlinear data series
Apologies if this is an inappropriate place to post my question. I have ~650 concentration vs time profiles where dt increases in an irregular manner with t. The values of a subset of the parameters that I believe dictate the shape of this profile are known. A model of the underlying process exists. This model can be supplied with known parameter values and parameter estimates to produce simulated concentration profiles (with v. small dt) that can be compared to real profiles. Expressing this model algebraicly will not be trivial, if possible at all. It is presently evaluated in an iterative manner. The real and simulated concentration profiles look very approximately like exp(x) for x < a value and like 1exp(x) for x >= that value. I wish to find a goodness of fit metric that allows me to compare a real concentration profile to a corresponding simulated one, preferably one that is suitable for application to nonlinear data (unlike the leastsquares error) and is somewhat 'shapeaware' i.e. a 'soft' metric. Any suggestions? (The end goal is to find a method for identifying the most likely theoretical concentration profile given a sparse and noisy real profile.) Regards, Will Furnass 

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comparing, data, fit, goodness, metrics, nonlinear, series 
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