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view libs/commons-math-2.1/docs/apidocs/src-html/org/apache/commons/math/optimization/fitting/HarmonicFitter.html @ 13:cbf34dd4d7e6
commons-math-2.1 added
| author | dwinter |
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| date | Tue, 04 Jan 2011 10:02:07 +0100 |
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<HTML> <BODY BGCOLOR="white"> <PRE> <FONT color="green">001</FONT> /*<a name="line.1"></a> <FONT color="green">002</FONT> * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a> <FONT color="green">003</FONT> * contributor license agreements. See the NOTICE file distributed with<a name="line.3"></a> <FONT color="green">004</FONT> * this work for additional information regarding copyright ownership.<a name="line.4"></a> <FONT color="green">005</FONT> * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a> <FONT color="green">006</FONT> * (the "License"); you may not use this file except in compliance with<a name="line.6"></a> <FONT color="green">007</FONT> * the License. You may obtain a copy of the License at<a name="line.7"></a> <FONT color="green">008</FONT> *<a name="line.8"></a> <FONT color="green">009</FONT> * http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a> <FONT color="green">010</FONT> *<a name="line.10"></a> <FONT color="green">011</FONT> * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a> <FONT color="green">012</FONT> * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a> <FONT color="green">013</FONT> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a> <FONT color="green">014</FONT> * See the License for the specific language governing permissions and<a name="line.14"></a> <FONT color="green">015</FONT> * limitations under the License.<a name="line.15"></a> <FONT color="green">016</FONT> */<a name="line.16"></a> <FONT color="green">017</FONT> <a name="line.17"></a> <FONT color="green">018</FONT> package org.apache.commons.math.optimization.fitting;<a name="line.18"></a> <FONT color="green">019</FONT> <a name="line.19"></a> <FONT color="green">020</FONT> import org.apache.commons.math.FunctionEvaluationException;<a name="line.20"></a> <FONT color="green">021</FONT> import org.apache.commons.math.MathRuntimeException;<a name="line.21"></a> <FONT color="green">022</FONT> import org.apache.commons.math.optimization.DifferentiableMultivariateVectorialOptimizer;<a name="line.22"></a> <FONT color="green">023</FONT> import org.apache.commons.math.optimization.OptimizationException;<a name="line.23"></a> <FONT color="green">024</FONT> <a name="line.24"></a> <FONT color="green">025</FONT> /** This class implements a curve fitting specialized for sinusoids.<a name="line.25"></a> <FONT color="green">026</FONT> * <p>Harmonic fitting is a very simple case of curve fitting. The<a name="line.26"></a> <FONT color="green">027</FONT> * estimated coefficients are the amplitude a, the pulsation &omega; and<a name="line.27"></a> <FONT color="green">028</FONT> * the phase &phi;: <code>f (t) = a cos (&omega; t + &phi;)</code>. They are<a name="line.28"></a> <FONT color="green">029</FONT> * searched by a least square estimator initialized with a rough guess<a name="line.29"></a> <FONT color="green">030</FONT> * based on integrals.</p><a name="line.30"></a> <FONT color="green">031</FONT> * @version $Revision: 786479 $ $Date: 2009-06-19 08:36:16 -0400 (Fri, 19 Jun 2009) $<a name="line.31"></a> <FONT color="green">032</FONT> * @since 2.0<a name="line.32"></a> <FONT color="green">033</FONT> */<a name="line.33"></a> <FONT color="green">034</FONT> public class HarmonicFitter {<a name="line.34"></a> <FONT color="green">035</FONT> <a name="line.35"></a> <FONT color="green">036</FONT> /** Fitter for the coefficients. */<a name="line.36"></a> <FONT color="green">037</FONT> private final CurveFitter fitter;<a name="line.37"></a> <FONT color="green">038</FONT> <a name="line.38"></a> <FONT color="green">039</FONT> /** Values for amplitude, pulsation &omega; and phase &phi;. */<a name="line.39"></a> <FONT color="green">040</FONT> private double[] parameters;<a name="line.40"></a> <FONT color="green">041</FONT> <a name="line.41"></a> <FONT color="green">042</FONT> /** Simple constructor.<a name="line.42"></a> <FONT color="green">043</FONT> * @param optimizer optimizer to use for the fitting<a name="line.43"></a> <FONT color="green">044</FONT> */<a name="line.44"></a> <FONT color="green">045</FONT> public HarmonicFitter(final DifferentiableMultivariateVectorialOptimizer optimizer) {<a name="line.45"></a> <FONT color="green">046</FONT> this.fitter = new CurveFitter(optimizer);<a name="line.46"></a> <FONT color="green">047</FONT> parameters = null;<a name="line.47"></a> <FONT color="green">048</FONT> }<a name="line.48"></a> <FONT color="green">049</FONT> <a name="line.49"></a> <FONT color="green">050</FONT> /** Simple constructor.<a name="line.50"></a> <FONT color="green">051</FONT> * <p>This constructor can be used when a first guess of the<a name="line.51"></a> <FONT color="green">052</FONT> * coefficients is already known.</p><a name="line.52"></a> <FONT color="green">053</FONT> * @param optimizer optimizer to use for the fitting<a name="line.53"></a> <FONT color="green">054</FONT> * @param initialGuess guessed values for amplitude (index 0),<a name="line.54"></a> <FONT color="green">055</FONT> * pulsation &omega; (index 1) and phase &phi; (index 2)<a name="line.55"></a> <FONT color="green">056</FONT> */<a name="line.56"></a> <FONT color="green">057</FONT> public HarmonicFitter(final DifferentiableMultivariateVectorialOptimizer optimizer,<a name="line.57"></a> <FONT color="green">058</FONT> final double[] initialGuess) {<a name="line.58"></a> <FONT color="green">059</FONT> this.fitter = new CurveFitter(optimizer);<a name="line.59"></a> <FONT color="green">060</FONT> this.parameters = initialGuess.clone();<a name="line.60"></a> <FONT color="green">061</FONT> }<a name="line.61"></a> <FONT color="green">062</FONT> <a name="line.62"></a> <FONT color="green">063</FONT> /** Add an observed weighted (x,y) point to the sample.<a name="line.63"></a> <FONT color="green">064</FONT> * @param weight weight of the observed point in the fit<a name="line.64"></a> <FONT color="green">065</FONT> * @param x abscissa of the point<a name="line.65"></a> <FONT color="green">066</FONT> * @param y observed value of the point at x, after fitting we should<a name="line.66"></a> <FONT color="green">067</FONT> * have P(x) as close as possible to this value<a name="line.67"></a> <FONT color="green">068</FONT> */<a name="line.68"></a> <FONT color="green">069</FONT> public void addObservedPoint(double weight, double x, double y) {<a name="line.69"></a> <FONT color="green">070</FONT> fitter.addObservedPoint(weight, x, y);<a name="line.70"></a> <FONT color="green">071</FONT> }<a name="line.71"></a> <FONT color="green">072</FONT> <a name="line.72"></a> <FONT color="green">073</FONT> /** Fit an harmonic function to the observed points.<a name="line.73"></a> <FONT color="green">074</FONT> * @return harmonic function best fitting the observed points<a name="line.74"></a> <FONT color="green">075</FONT> * @throws OptimizationException if the sample is too short or if<a name="line.75"></a> <FONT color="green">076</FONT> * the first guess cannot be computed<a name="line.76"></a> <FONT color="green">077</FONT> */<a name="line.77"></a> <FONT color="green">078</FONT> public HarmonicFunction fit() throws OptimizationException {<a name="line.78"></a> <FONT color="green">079</FONT> try {<a name="line.79"></a> <FONT color="green">080</FONT> <a name="line.80"></a> <FONT color="green">081</FONT> // shall we compute the first guess of the parameters ourselves ?<a name="line.81"></a> <FONT color="green">082</FONT> if (parameters == null) {<a name="line.82"></a> <FONT color="green">083</FONT> final WeightedObservedPoint[] observations = fitter.getObservations();<a name="line.83"></a> <FONT color="green">084</FONT> if (observations.length < 4) {<a name="line.84"></a> <FONT color="green">085</FONT> throw new OptimizationException("sample contains {0} observed points, at least {1} are required",<a name="line.85"></a> <FONT color="green">086</FONT> observations.length, 4);<a name="line.86"></a> <FONT color="green">087</FONT> }<a name="line.87"></a> <FONT color="green">088</FONT> <a name="line.88"></a> <FONT color="green">089</FONT> HarmonicCoefficientsGuesser guesser = new HarmonicCoefficientsGuesser(observations);<a name="line.89"></a> <FONT color="green">090</FONT> guesser.guess();<a name="line.90"></a> <FONT color="green">091</FONT> parameters = new double[] {<a name="line.91"></a> <FONT color="green">092</FONT> guesser.getGuessedAmplitude(),<a name="line.92"></a> <FONT color="green">093</FONT> guesser.getGuessedPulsation(),<a name="line.93"></a> <FONT color="green">094</FONT> guesser.getGuessedPhase()<a name="line.94"></a> <FONT color="green">095</FONT> };<a name="line.95"></a> <FONT color="green">096</FONT> <a name="line.96"></a> <FONT color="green">097</FONT> }<a name="line.97"></a> <FONT color="green">098</FONT> <a name="line.98"></a> <FONT color="green">099</FONT> double[] fitted = fitter.fit(new ParametricHarmonicFunction(), parameters);<a name="line.99"></a> <FONT color="green">100</FONT> return new HarmonicFunction(fitted[0], fitted[1], fitted[2]);<a name="line.100"></a> <FONT color="green">101</FONT> <a name="line.101"></a> <FONT color="green">102</FONT> } catch (FunctionEvaluationException fee) {<a name="line.102"></a> <FONT color="green">103</FONT> // this should never happen<a name="line.103"></a> <FONT color="green">104</FONT> throw MathRuntimeException.createInternalError(fee);<a name="line.104"></a> <FONT color="green">105</FONT> }<a name="line.105"></a> <FONT color="green">106</FONT> }<a name="line.106"></a> <FONT color="green">107</FONT> <a name="line.107"></a> <FONT color="green">108</FONT> /** Parametric harmonic function. */<a name="line.108"></a> <FONT color="green">109</FONT> private static class ParametricHarmonicFunction implements ParametricRealFunction {<a name="line.109"></a> <FONT color="green">110</FONT> <a name="line.110"></a> <FONT color="green">111</FONT> /** {@inheritDoc} */<a name="line.111"></a> <FONT color="green">112</FONT> public double value(double x, double[] parameters) {<a name="line.112"></a> <FONT color="green">113</FONT> final double a = parameters[0];<a name="line.113"></a> <FONT color="green">114</FONT> final double omega = parameters[1];<a name="line.114"></a> <FONT color="green">115</FONT> final double phi = parameters[2];<a name="line.115"></a> <FONT color="green">116</FONT> return a * Math.cos(omega * x + phi);<a name="line.116"></a> <FONT color="green">117</FONT> }<a name="line.117"></a> <FONT color="green">118</FONT> <a name="line.118"></a> <FONT color="green">119</FONT> /** {@inheritDoc} */<a name="line.119"></a> <FONT color="green">120</FONT> public double[] gradient(double x, double[] parameters) {<a name="line.120"></a> <FONT color="green">121</FONT> final double a = parameters[0];<a name="line.121"></a> <FONT color="green">122</FONT> final double omega = parameters[1];<a name="line.122"></a> <FONT color="green">123</FONT> final double phi = parameters[2];<a name="line.123"></a> <FONT color="green">124</FONT> final double alpha = omega * x + phi;<a name="line.124"></a> <FONT color="green">125</FONT> final double cosAlpha = Math.cos(alpha);<a name="line.125"></a> <FONT color="green">126</FONT> final double sinAlpha = Math.sin(alpha);<a name="line.126"></a> <FONT color="green">127</FONT> return new double[] { cosAlpha, -a * x * sinAlpha, -a * sinAlpha };<a name="line.127"></a> <FONT color="green">128</FONT> }<a name="line.128"></a> <FONT color="green">129</FONT> <a name="line.129"></a> <FONT color="green">130</FONT> }<a name="line.130"></a> <FONT color="green">131</FONT> <a name="line.131"></a> <FONT color="green">132</FONT> }<a name="line.132"></a> 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