I have a plot that is supposed to be a sawtooth wave.
I am trying to fit the sawtooth equation (as given on wiki) to the data points, but I am not able to do so.
n_step_list = [-500, -400, -300, -200, -100, 0, 100, 200, 300, 400, 500]
value_list = [-24, 73, 55, 36, 18, 0, -18, 79, 61, 43, 24]
def f(x, A, fi):
total_sum = 0
i = 1
while i < 151:
total_sum += np.power(-1, i) * np.sin(2 * np.pi * i * fi * x) / i
i += 1
total_sum *= 2 * A / np.pi
return total_sum
A, fi = curve_fit(f, n_step_list, value_list, (10000000000000, 28))[0]
But I am getting absurd results. The initial guess, I provided to curve_fit using one value (-100, 18) and trying to calculate the value of A and fi. Any help is appreciated.
Here is a different fitter using scipy's sawtooth waveform generator and initial parameter estimates given by scipy's differential_evolution genetic algorithm. The parameter "width" is specific to the sawtooth generator as referenced in the code, determining if the waveform is rising, falling, or symmetrical, and ranges from 0 to 1 according to the scipy docs.
import numpy, scipy, matplotlib
import matplotlib.pyplot as plt
from scipy.optimize import curve_fit
from scipy.optimize import differential_evolution
import warnings
import scipy.signal
n_step_list = [-500.0, -400.0, -300.0, -200.0, -100.0, 0.0, 100.0, 200.0, 300.0, 400.0, 500.0]
value_list = [-24.0, 73.0, 55.0, 36.0, 18.0, 0.0, -18.0, 79.0, 61.0, 43.0, 24.0]
xData = numpy.array(n_step_list)
yData = numpy.array(value_list)
# width is from scipy docs at https://www.pydoc.io/pypi/scipy-1.0.1/autoapi/signal/waveforms/index.html#signal.waveforms.sawtooth
def func(x, A, fi, offset, width):
return A * scipy.signal.sawtooth(x / fi, width) + offset
# function for genetic algorithm to minimize (sum of squared error)
def sumOfSquaredError(parameterTuple):
warnings.filterwarnings("ignore") # do not print warnings by genetic algorithm
val = func(xData, *parameterTuple)
return numpy.sum((yData - val) ** 2.0)
def generate_Initial_Parameters():
# min and max used for bounds
maxX = max(xData)
minX = min(xData)
maxY = max(yData)
minY = min(yData)
minData = min(minY, minX)
maxData = max(maxY, maxX)
parameterBounds = []
parameterBounds.append([minData, maxData]) # search bounds for A
parameterBounds.append([minData, maxData]) # search bounds for fi
parameterBounds.append([minData, maxData]) # search bounds for Offset
parameterBounds.append([0, 1]) # search bounds for width, see https://www.pydoc.io/pypi/scipy-1.0.1/autoapi/signal/waveforms/index.html#signal.waveforms.sawtooth
# "seed" the numpy random number generator for repeatable results
result = differential_evolution(sumOfSquaredError, parameterBounds, seed=3)
return result.x
# by default, differential_evolution completes by calling curve_fit() using parameter bounds
geneticParameters = generate_Initial_Parameters()
# now call curve_fit without passing bounds from the genetic algorithm,
# just in case the best fit parameters are aoutside those bounds
fittedParameters, pcov = curve_fit(func, xData, yData, geneticParameters)
print('Fitted parameters:', fittedParameters)
print()
modelPredictions = func(xData, *fittedParameters)
absError = modelPredictions - yData
SE = numpy.square(absError) # squared errors
MSE = numpy.mean(SE) # mean squared errors
RMSE = numpy.sqrt(MSE) # Root Mean Squared Error, RMSE
Rsquared = 1.0 - (numpy.var(absError) / numpy.var(yData))
print()
print('RMSE:', RMSE)
print('R-squared:', Rsquared)
print()
##########################################################
# graphics output section
def ModelAndScatterPlot(graphWidth, graphHeight):
f = plt.figure(figsize=(graphWidth/100.0, graphHeight/100.0), dpi=100)
axes = f.add_subplot(111)
# first the raw data as a scatter plot
axes.plot(xData, yData, 'D')
# create data for the fitted equation plot
xModel = numpy.linspace(min(xData), max(xData))
yModel = func(xModel, *fittedParameters)
# now the model as a line plot
axes.plot(xModel, yModel)
axes.set_xlabel('X Data') # X axis data label
axes.set_ylabel('Y Data') # Y axis data label
plt.show()
plt.close('all') # clean up after using pyplot
graphWidth = 800
graphHeight = 600
ModelAndScatterPlot(graphWidth, graphHeight)