插值与拟合
原文链接:https://zhuanlan.zhihu.com/p/28149195
1.最小二乘拟合
实例1
# -*- coding: utf-8 -*- import numpy as np import matplotlib.pyplot as plt from scipy.optimize import leastsq ## 设置字符集,防止中文乱码 import matplotlib matplotlib.rcParams['font.sans-serif']=[u'simHei'] matplotlib.rcParams['axes.unicode_minus']=False plt.figure(figsize=(9,9)) x=np.linspace(0,10,1000) X = np.array([8.19, 2.72, 6.39, 8.71, 4.7, 2.66, 3.78]) Y = np.array([7.01, 2.78, 6.47, 6.71, 4.1, 4.23, 4.05]) #计算以p为参数的直线和原始数据之间的误差 def f(p): k, b = p return(Y-(k*X+b)) #leastsq使得f的输出数组的平方和最小,参数初始值为[1,0] r = leastsq(f, [1,0]) k, b = r[0] print("k=",k,"b=",b) plt.scatter(X,Y, s=100, alpha=1.0, marker='o',label=u'数据点') y=k*x+b ax = plt.gca() ax.set_xlabel(..., fontsize=20) ax.set_ylabel(..., fontsize=20) #设置坐标轴标签字体大小 plt.plot(x, y, color='r',linewidth=5, linestyle=":",markersize=20, label=u'拟合曲线') plt.legend(loc=0, numpoints=1) leg = plt.gca().get_legend() ltext = leg.get_texts() plt.setp(ltext, fontsize='xx-large') plt.xlabel(u'安培/A') plt.ylabel(u'伏特/V') plt.xlim(0, x.max() * 1.1) plt.ylim(0, y.max() * 1.1) plt.xticks(fontsize=20) plt.yticks(fontsize=20) #刻度字体大小 plt.legend(loc='upper left') plt.show()
k= 0.6134953491930442 b= 1.794092543259387
实例2
# -*- coding: utf-8 -*- #最小二乘拟合实例 import numpy as np from scipy.optimize import leastsq import pylab as pl ## 设置字符集,防止中文乱码 import matplotlib matplotlib.rcParams['font.sans-serif']=[u'simHei'] matplotlib.rcParams['axes.unicode_minus']=False def func(x, p): """ 数据拟合所用的函数: A*cos(2*pi*k*x + theta) """ A, k, theta = p return A*np.sin(k*x+theta) def residuals(p, y, x): """ 实验数据x, y和拟合函数之间的差,p为拟合需要找到的系数 """ return y - func(x, p) x = np.linspace(0, 20, 100) A, k, theta = 10, 3, 6 # 真实数据的函数参数 y0 = func(x, [A, k, theta]) # 真实数据 y1 = y0 + 2 * np.random.randn(len(x)) # 加入噪声之后的实验数据 p0 = [10, 0.2, 0] # 第一次猜测的函数拟合参数 # 调用leastsq进行数据拟合 # residuals为计算误差的函数 # p0为拟合参数的初始值 # args为需要拟合的实验数据 plsq = leastsq(residuals, p0, args=(y1, x)) print (u"真实参数:", [A, k, theta] ) print (u"拟合参数", plsq[0]) # 实验数据拟合后的参数 pl.plot(x, y0, color='r',label=u"真实数据") pl.plot(x, y1, color='b',label=u"带噪声的实验数据") pl.plot(x, func(x, plsq[0]), color='g', label=u"拟合数据") pl.legend() pl.show()
真实参数: [10, 3, 6] 拟合参数 [-1.16428658 0.24215786 -0.794681 ]
2.插值
实例1
# -*- coding: utf-8 -*- # -*- coding: utf-8 -*- import numpy as np import pylab as pl from scipy import interpolate import matplotlib.pyplot as plt ## 设置字符集,防止中文乱码 import matplotlib matplotlib.rcParams['font.sans-serif']=[u'simHei'] matplotlib.rcParams['axes.unicode_minus']=False x = np.linspace(0, 2*np.pi+np.pi/4, 10) y = np.sin(x) x_new = np.linspace(0, 2*np.pi+np.pi/4, 100) f_linear = interpolate.interp1d(x, y) tck = interpolate.splrep(x, y) y_bspline = interpolate.splev(x_new, tck) plt.xlabel(u'安培/A') plt.ylabel(u'伏特/V') plt.plot(x, y, "o", label=u"原始数据") plt.plot(x_new, f_linear(x_new), label=u"线性插值") plt.plot(x_new, y_bspline, label=u"B-spline插值") pl.legend() pl.show()
实例2
# -*- coding: utf-8 -*- import numpy as np from scipy import interpolate import pylab as pl ## 设置字符集,防止中文乱码 import matplotlib matplotlib.rcParams['font.sans-serif']=[u'simHei'] matplotlib.rcParams['axes.unicode_minus']=False #创建数据点集并绘制 pl.figure(figsize=(12,9)) x = np.linspace(0, 10, 11) y = np.sin(x) ax=pl.plot() pl.plot(x,y,'ro') #建立插值数据点 xnew = np.linspace(0, 10, 101) for kind in ['nearest', 'zero','linear','quadratic']: #根据kind创建插值对象interp1d f = interpolate.interp1d(x, y, kind = kind) ynew = f(xnew)#计算插值结果 pl.plot(xnew, ynew, label = str(kind)) pl.xticks(fontsize=20) pl.yticks(fontsize=20) pl.legend(loc = 'lower right') pl.show()
B样条曲线插值
一维数据的插值运算可以通过 interp1d()实现。
其调用形式为:
Interp1d可以计算x的取值范围之内任意点的函数值,并返回新的数组。
interp1d(x, y, kind=‘linear’, …)
参数 x和y是一系列已知的数据点
参数kind是插值类型,可以是字符串或整数
B样条曲线插值
Kind给出了B样条曲线的阶数:
‘
zero‘ ‘nearest’ :0阶梯插值,相当于0阶B样条曲线
‘slinear’‘linear’ :线性插值,相当于1阶B样条曲线
‘quadratic’‘cubic’:2阶和3阶B样条曲线,更高阶的曲线可以直接使用整数值来指定
(1)#创建数据点集:
import numpy as np
x = np.linspace(0, 10, 11)
y = np.sin(x)
(2)#绘制数据点集:
import pylab as pl
pl.plot(x,y,'ro')
创建interp1d对象f、计算插值结果:
xnew = np.linspace(0, 10, 11)
from scipy import interpolate
f = interpolate.interp1d(x, y, kind = kind)
ynew = f(xnew)
根据kind类型创建interp1d对象f、计算并绘制插值结果:
xnew = np.linspace(0, 10, 11)
for kind in ['nearest', 'zero','linear','quadratic']:
#根据kind创建插值对象interp1d
f = interpolate.interp1d(x, y, kind = kind)
ynew = f(xnew)#计算插值结果
pl.plot(xnew, ynew, label = str(kind))#绘制插值结果
如果我们将代码稍作修改增加一个5阶插值
import numpy as np from scipy import interpolate import pylab as pl #创建数据点集并绘制 pl.figure(figsize=(12,9)) x = np.linspace(0, 10, 11) y = np.sin(x) ax=pl.plot() pl.plot(x,y,'ro') #建立插值数据点 xnew = np.linspace(0, 10, 101) for kind in ['nearest', 'zero','linear','quadratic',5]: #根据kind创建插值对象interp1d f = interpolate.interp1d(x, y, kind = kind) ynew = f(xnew)#计算插值结果 pl.plot(xnew, ynew, label = str(kind)) pl.xticks(fontsize=20) pl.yticks(fontsize=20) pl.legend(loc = 'lower right') pl.show() 运行得到
发现5阶已经很接近正弦曲线,但是如果x值选取范围较大,则会出现跳跃。
关于拟合与插值的数学基础可参见霍开拓:拟合与插值的区别?
左边插值,右边拟合