The equation is P =(1-(1-q)*x*m)^(1/(1-q)), where P is probability and x is inter-event time (s), q and m are the parameters that need to be determined.
I have attached the excel file, column A is the ‘x’ value, column B is the value of ‘P’…So I need to determine the best possible q and m in a log-log plot (I have attached a plot in the excel file for your reference where blue line is the drawn plot (P_actual vs x) and orange one is the fitted plot after estimating the parameters (P_calculated vs x)…
There are 21115 values..so you have to first consider the data from 1 to 2000 (Group 1), calculate the q and m for this group..Then take the data from 2 to 20001 (Group 2), calculate the q and m for this group.. and so on..i.e., calculating the parameters for each and every group..U can also increase the group size, this is just an example.
Also, I don’t have much idea about the initial guess of the parameters…whenever i give the initial guess it never converges..still for your convenience this is the range 1 < q < 3..and 10 < m < 1000…But one thing is sure ‘q’ should always be more than 1..
Please help!!The equation is P =(1-(1-q)*x*m)^(1/(1-q)), where P is probability and x is inter-event time (s), q and m are the parameters that need to be determined.
I have attached the excel file, column A is the ‘x’ value, column B is the value of ‘P’…So I need to determine the best possible q and m in a log-log plot (I have attached a plot in the excel file for your reference where blue line is the drawn plot (P_actual vs x) and orange one is the fitted plot after estimating the parameters (P_calculated vs x)…
There are 21115 values..so you have to first consider the data from 1 to 2000 (Group 1), calculate the q and m for this group..Then take the data from 2 to 20001 (Group 2), calculate the q and m for this group.. and so on..i.e., calculating the parameters for each and every group..U can also increase the group size, this is just an example.
Also, I don’t have much idea about the initial guess of the parameters…whenever i give the initial guess it never converges..still for your convenience this is the range 1 < q < 3..and 10 < m < 1000…But one thing is sure ‘q’ should always be more than 1..
Please help!! The equation is P =(1-(1-q)*x*m)^(1/(1-q)), where P is probability and x is inter-event time (s), q and m are the parameters that need to be determined.
I have attached the excel file, column A is the ‘x’ value, column B is the value of ‘P’…So I need to determine the best possible q and m in a log-log plot (I have attached a plot in the excel file for your reference where blue line is the drawn plot (P_actual vs x) and orange one is the fitted plot after estimating the parameters (P_calculated vs x)…
There are 21115 values..so you have to first consider the data from 1 to 2000 (Group 1), calculate the q and m for this group..Then take the data from 2 to 20001 (Group 2), calculate the q and m for this group.. and so on..i.e., calculating the parameters for each and every group..U can also increase the group size, this is just an example.
Also, I don’t have much idea about the initial guess of the parameters…whenever i give the initial guess it never converges..still for your convenience this is the range 1 < q < 3..and 10 < m < 1000…But one thing is sure ‘q’ should always be more than 1..
Please help!! parameter estimation, maximum likelihood MATLAB Answers — New Questions

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