I have data where I want to fit the Fourier3 series, I looked to this answer: here and tried different algorithms from different packages (like symfit, and scipy). But when I plot the data, different packages give me get this result: enter image description here
Currently, I'm using the curve_fit package from scipy and here is my code:
import numpy as np
import matplotlib.pyplot as plt
from scipy.optimize import curve_fit
import pandas as pd
def fourier(x, *as_bs):
sum_a = 0
sum_b = 0
j = 1
w = as_bs[0]
a0 = as_bs[1]
for i in range(2, len(as_bs)-1, 2):
sum_a += as_bs[i] * np.cos(j * w * x)
sum_b += as_bs[i+1] * np.sin(j * w * x)
j = j + 1
return a0 + sum_a + sum_b
T = pd.read_excel('FS_data.xlsx')
A = pd.DataFrame(T)
xdata = np.array(A.iloc[:, 0])
ydata = np.array(A.iloc[:, 1])
# fits
popt, pcov = curve_fit(fourier, xdata, ydata, [np.random.rand(1)] * 8)
print(popt)
data_fit = fourier(ydata, *popt)
print(data_fit)
plt.plot(ydata)
plt.plot(data_fit, label='after fitting')
plt.legend()
plt.show()
So, my code basically will read random 8 numbers and assign them as initial guesses for (f, a0, a1, b1, a2, b2, a3, b3) respectively.
I tried to fit the data on Matlab to check if the data can be fitted with the fourier3 and the results there are great: enter image description here
I printed the output on both Python and Matlab to compare and here is the results for both: Python:
w = 5.66709943e-01
a0 = 3.80499132e+01
a1 = 5.56883486e-04
b1 = -3.88408379e-04
a2 = -3.88408379e-04
b2 = 3.32951592e-04
a3 = 3.15641900e-04
b3 = 1.96414168e-04
Matlab:
a0 = 38.07 (38.07, 38.08)
a1 = 0.5352 (0.4951, 0.5753)
b1 = -0.5788 (-0.5863, -0.5714)
a2 = -0.3728 (-0.413, -0.3326)
b2 = 0.5411 (0.492, 0.5901)
a3 = 0.2357 (0.2226, 0.2488)
b3 = 0.05895 (0.02773, 0.09018)
w = 0.0003088
So as noted, only the value for a0 was correct, but the others are very far from Matlab. So why I'm getting this result in Python? What I'm doing wrong?
Here is the data for those who like to test it out:
I am not into Matlab, so I don't know, which additional work the Matlab fit does to estimate starting values for a non-linear fit. I can say, though, that curve_fit does non at all, i.e. all values are assumed to be on the order of 1. The easiest way, would have been to rescale the x axis to the range [0, 2 pi]. Hence, the problem of the OP is, once again, wrong starting values. Rescaling requires, however, the knowledge that the main wave to be fitted is approximately the width of the data set. Moreover, we need to assume that all other fit parameters are also of the order 1. Luckily, this is the case, so this would have worked:
import matplotlib.pyplot as plt
import numpy as np
from scipy.optimize import curve_fit
xdat, ydat = np.loadtxt( "data.tsv", unpack=True, skiprows=1 )
def fourier(x, *as_bs):
sum_a = 0
sum_b = 0
j = 1
w = as_bs[0]
a0 = as_bs[1]
for i in range(2, len( as_bs ) - 1, 2 ):
sum_a += as_bs[i] * np.cos( j * w * x )
sum_b += as_bs[i+1] * np.sin( j * w * x )
j = j + 1
return a0 + sum_a + sum_b
"""
lets rescale the data to get the base frequency in the range of one
"""
xmin = min( xdat )
xmax = max( xdat )
xdat = ( xdat - xmin ) / (xmax - xmin ) * 2 * np.pi
popt, pcov = curve_fit(
fourier,
xdat, ydat,
p0 = np.ones(8)
)
### here I assume that higher order are similar to lower orders
### but slightly smaller. ... hoping that the fit correts errors in
### this assumption
print(popt)
### scale back w noting that it scales inverse to x
print( popt[0] * 2 * np.pi / (xmax - xmin ) )
data_fit = fourier( xdat, *popt )
If we cannot make the assumptions above, we may only assume that there is a base frequency with a dominant contribution to the signal (Note that this is not always true). In this case we can pre-calculate starting guesses in an non-iterative way.
The solution looks a bit more complicated:
import matplotlib.pyplot as plt
import numpy as np
from scipy.optimize import curve_fit
from scipy.integrate import cumtrapz
xdat, ydat = np.loadtxt( "data.tsv", unpack=True, skiprows=1 )
def fourier(x, *as_bs):
sum_a = 0
sum_b = 0
j = 1
w = as_bs[0]
a0 = as_bs[1]
for i in range(2, len( as_bs ) - 1, 2 ):
sum_a += as_bs[i] * np.cos( j * w * x )
sum_b += as_bs[i+1] * np.sin( j * w * x )
j = j + 1
return a0 + sum_a + sum_b
#### initial guess
"""
This uses the fact that if y = a sin w t + b cos w t + c we have
int int y = -y/w^2 + c/2 t^2 + d t + e
i.e. we can get 1/w^2 as linear fit parameter without the danger of
a non-linear fit iterative process running into a local minimum
for details see:
https://scikit-guess.readthedocs.io/en/sine/_downloads/4b4ed1e691ff195be3ca73879a674234/Regressions-et-equations-integrales.pdf
"""
Sy = cumtrapz( ydat, xdat, initial=0 )
SSy = cumtrapz( Sy, xdat, initial=0 )
ST = np.array( [
ydat, xdat**2, xdat, np.ones( len( xdat ) )
] )
S = np.transpose( ST )
eta = np.dot( ST, SSy )
A = np.dot( ST, S )
sol = np.linalg.solve( A, eta )
wFit = np.sqrt( -1 / sol[0] )
### linear parameters
"""
Once we have a good guess for w we can get starting guesses for
a, b and c from a standard linear fit
"""
ST = np.array( [
np.sin( wFit * xdat ), np.cos( wFit * xdat ), np.ones( len( xdat ) )
])
S = np.transpose( ST )
eta = np.dot( ST, ydat )
A = np.dot( ST, S )
sol = np.linalg.solve( A, eta )
a1 = sol[0]
b1 = sol[1]
a0 = sol[2]
### final non-linear fit
"""
Now we can use the guesses from above as input for the final
non-linear fit. Hopefully, we are now close enough to the global minimum
and have the algorithm converge reasonably
"""
popt, pcov = curve_fit(
fourier,
xdat, ydat,
p0=[
wFit, a0, a1, b1,
a1 / 2, b1 / 2,
a1 / 4, b1 / 4
]
)
### here I assume that higher order are similar to lower orders
### but slightly smaller. ... hoping that the fit correts errors in
### this assumption
print(popt)
data_fit = fourier( xdat, *popt )
plt.plot( xdat, ydat, ls="", marker="o", ms=0.5, label="data" )
plt.plot( xdat, data_fit, label='fitting')
plt.legend()
plt.show()
Both providing basically the same solution, with the latter code being applicable to more cases with less assumptions.