MATH-1014
Created "HarmonicCurveFitter" as a replacement for "HarmonicFitter". git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1520807 13f79535-47bb-0310-9956-ffa450edef68
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/*
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* Licensed to the Apache Software Foundation (ASF) under one or more
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* contributor license agreements. See the NOTICE file distributed with
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* this work for additional information regarding copyright ownership.
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* The ASF licenses this file to You under the Apache License, Version 2.0
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* (the "License"); you may not use this file except in compliance with
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* the License. You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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package org.apache.commons.math3.fitting;
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import java.util.Collection;
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import java.util.List;
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import java.util.ArrayList;
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import org.apache.commons.math3.analysis.function.HarmonicOscillator;
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import org.apache.commons.math3.exception.ZeroException;
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import org.apache.commons.math3.exception.NumberIsTooSmallException;
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import org.apache.commons.math3.exception.MathIllegalStateException;
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import org.apache.commons.math3.exception.util.LocalizedFormats;
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import org.apache.commons.math3.fitting.leastsquares.LevenbergMarquardtOptimizer;
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import org.apache.commons.math3.fitting.leastsquares.WithStartPoint;
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import org.apache.commons.math3.fitting.leastsquares.WithMaxIterations;
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import org.apache.commons.math3.linear.DiagonalMatrix;
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import org.apache.commons.math3.util.FastMath;
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/**
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* Fits points to a {@link
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* org.apache.commons.math3.analysis.function.HarmonicOscillator.Parametric harmonic oscillator}
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* function.
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* <br/>
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* The {@link #withStartPoint(double[]) initial guess values} must be passed
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* in the following order:
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* <ul>
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* <li>Amplitude</li>
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* <li>Angular frequency</li>
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* <li>phase</li>
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* </ul>
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* The optimal values will be returned in the same order.
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*
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* @version $Id$
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* @since 3.3
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*/
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public class HarmonicCurveFitter extends AbstractCurveFitter<LevenbergMarquardtOptimizer>
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implements WithStartPoint<HarmonicCurveFitter>,
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WithMaxIterations<HarmonicCurveFitter> {
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/** Parametric function to be fitted. */
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private static final HarmonicOscillator.Parametric FUNCTION = new HarmonicOscillator.Parametric();
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/** Initial guess. */
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private final double[] initialGuess;
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/** Maximum number of iterations of the optimization algorithm. */
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private final int maxIter;
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/**
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* Contructor used by the factory methods.
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*
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* @param initialGuess Initial guess. If set to {@code null}, the initial guess
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* will be estimated using the {@link ParameterGuesser}.
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* @param maxIter Maximum number of iterations of the optimization algorithm.
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*/
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private HarmonicCurveFitter(double[] initialGuess,
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int maxIter) {
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this.initialGuess = initialGuess;
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this.maxIter = maxIter;
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}
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/**
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* Creates a default curve fitter.
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* The initial guess for the parameters will be {@link ParameterGuesser}
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* computed automatically, and the maximum number of iterations of the
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* optimization algorithm is set to {@link Integer#MAX_VALUE}.
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*
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* @return a curve fitter.
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*
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* @see #withStartPoint(double[])
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* @see #withMaxIterations(int)
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*/
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public static HarmonicCurveFitter create() {
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return new HarmonicCurveFitter(null, Integer.MAX_VALUE);
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}
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/** {@inheritDoc} */
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public HarmonicCurveFitter withStartPoint(double[] start) {
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return new HarmonicCurveFitter(start.clone(),
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maxIter);
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}
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/** {@inheritDoc} */
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public HarmonicCurveFitter withMaxIterations(int max) {
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return new HarmonicCurveFitter(initialGuess,
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max);
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}
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/** {@inheritDoc} */
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@Override
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protected LevenbergMarquardtOptimizer getOptimizer(Collection<WeightedObservedPoint> observations) {
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// Prepare least-squares problem.
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final int len = observations.size();
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final double[] target = new double[len];
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final double[] weights = new double[len];
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int i = 0;
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for (WeightedObservedPoint obs : observations) {
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target[i] = obs.getY();
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weights[i] = obs.getWeight();
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++i;
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}
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final AbstractCurveFitter.TheoreticalValuesFunction model
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= new AbstractCurveFitter.TheoreticalValuesFunction(FUNCTION,
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observations);
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final double[] startPoint = initialGuess != null ?
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initialGuess :
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// Compute estimation.
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new ParameterGuesser(observations).guess();
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// Return a new optimizer set up to fit a Gaussian curve to the
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// observed points.
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return LevenbergMarquardtOptimizer.create()
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.withMaxEvaluations(Integer.MAX_VALUE)
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.withMaxIterations(maxIter)
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.withStartPoint(startPoint)
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.withTarget(target)
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.withWeight(new DiagonalMatrix(weights))
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.withModelAndJacobian(model.getModelFunction(),
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model.getModelFunctionJacobian());
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}
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/**
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* This class guesses harmonic coefficients from a sample.
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* <p>The algorithm used to guess the coefficients is as follows:</p>
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*
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* <p>We know f (t) at some sampling points t<sub>i</sub> and want to find a,
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* ω and φ such that f (t) = a cos (ω t + φ).
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* </p>
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*
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* <p>From the analytical expression, we can compute two primitives :
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* <pre>
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* If2 (t) = ∫ f<sup>2</sup> = a<sup>2</sup> × [t + S (t)] / 2
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* If'2 (t) = ∫ f'<sup>2</sup> = a<sup>2</sup> ω<sup>2</sup> × [t - S (t)] / 2
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* where S (t) = sin (2 (ω t + φ)) / (2 ω)
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* </pre>
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* </p>
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*
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* <p>We can remove S between these expressions :
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* <pre>
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* If'2 (t) = a<sup>2</sup> ω<sup>2</sup> t - ω<sup>2</sup> If2 (t)
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* </pre>
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* </p>
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*
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* <p>The preceding expression shows that If'2 (t) is a linear
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* combination of both t and If2 (t): If'2 (t) = A × t + B × If2 (t)
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* </p>
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*
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* <p>From the primitive, we can deduce the same form for definite
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* integrals between t<sub>1</sub> and t<sub>i</sub> for each t<sub>i</sub> :
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* <pre>
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* If2 (t<sub>i</sub>) - If2 (t<sub>1</sub>) = A × (t<sub>i</sub> - t<sub>1</sub>) + B × (If2 (t<sub>i</sub>) - If2 (t<sub>1</sub>))
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* </pre>
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* </p>
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*
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* <p>We can find the coefficients A and B that best fit the sample
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* to this linear expression by computing the definite integrals for
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* each sample points.
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* </p>
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*
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* <p>For a bilinear expression z (x<sub>i</sub>, y<sub>i</sub>) = A × x<sub>i</sub> + B × y<sub>i</sub>, the
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* coefficients A and B that minimize a least square criterion
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* ∑ (z<sub>i</sub> - z (x<sub>i</sub>, y<sub>i</sub>))<sup>2</sup> are given by these expressions:</p>
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* <pre>
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*
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* ∑y<sub>i</sub>y<sub>i</sub> ∑x<sub>i</sub>z<sub>i</sub> - ∑x<sub>i</sub>y<sub>i</sub> ∑y<sub>i</sub>z<sub>i</sub>
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* A = ------------------------
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* ∑x<sub>i</sub>x<sub>i</sub> ∑y<sub>i</sub>y<sub>i</sub> - ∑x<sub>i</sub>y<sub>i</sub> ∑x<sub>i</sub>y<sub>i</sub>
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*
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* ∑x<sub>i</sub>x<sub>i</sub> ∑y<sub>i</sub>z<sub>i</sub> - ∑x<sub>i</sub>y<sub>i</sub> ∑x<sub>i</sub>z<sub>i</sub>
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* B = ------------------------
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* ∑x<sub>i</sub>x<sub>i</sub> ∑y<sub>i</sub>y<sub>i</sub> - ∑x<sub>i</sub>y<sub>i</sub> ∑x<sub>i</sub>y<sub>i</sub>
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* </pre>
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* </p>
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*
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*
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* <p>In fact, we can assume both a and ω are positive and
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* compute them directly, knowing that A = a<sup>2</sup> ω<sup>2</sup> and that
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* B = - ω<sup>2</sup>. The complete algorithm is therefore:</p>
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* <pre>
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*
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* for each t<sub>i</sub> from t<sub>1</sub> to t<sub>n-1</sub>, compute:
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* f (t<sub>i</sub>)
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* f' (t<sub>i</sub>) = (f (t<sub>i+1</sub>) - f(t<sub>i-1</sub>)) / (t<sub>i+1</sub> - t<sub>i-1</sub>)
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* x<sub>i</sub> = t<sub>i</sub> - t<sub>1</sub>
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* y<sub>i</sub> = ∫ f<sup>2</sup> from t<sub>1</sub> to t<sub>i</sub>
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* z<sub>i</sub> = ∫ f'<sup>2</sup> from t<sub>1</sub> to t<sub>i</sub>
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* update the sums ∑x<sub>i</sub>x<sub>i</sub>, ∑y<sub>i</sub>y<sub>i</sub>, ∑x<sub>i</sub>y<sub>i</sub>, ∑x<sub>i</sub>z<sub>i</sub> and ∑y<sub>i</sub>z<sub>i</sub>
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* end for
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*
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* |--------------------------
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* \ | ∑y<sub>i</sub>y<sub>i</sub> ∑x<sub>i</sub>z<sub>i</sub> - ∑x<sub>i</sub>y<sub>i</sub> ∑y<sub>i</sub>z<sub>i</sub>
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* a = \ | ------------------------
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* \| ∑x<sub>i</sub>y<sub>i</sub> ∑x<sub>i</sub>z<sub>i</sub> - ∑x<sub>i</sub>x<sub>i</sub> ∑y<sub>i</sub>z<sub>i</sub>
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*
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*
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* |--------------------------
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* \ | ∑x<sub>i</sub>y<sub>i</sub> ∑x<sub>i</sub>z<sub>i</sub> - ∑x<sub>i</sub>x<sub>i</sub> ∑y<sub>i</sub>z<sub>i</sub>
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* ω = \ | ------------------------
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* \| ∑x<sub>i</sub>x<sub>i</sub> ∑y<sub>i</sub>y<sub>i</sub> - ∑x<sub>i</sub>y<sub>i</sub> ∑x<sub>i</sub>y<sub>i</sub>
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*
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* </pre>
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* </p>
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*
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* <p>Once we know ω, we can compute:
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* <pre>
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* fc = ω f (t) cos (ω t) - f' (t) sin (ω t)
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* fs = ω f (t) sin (ω t) + f' (t) cos (ω t)
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* </pre>
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* </p>
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*
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* <p>It appears that <code>fc = a ω cos (φ)</code> and
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* <code>fs = -a ω sin (φ)</code>, so we can use these
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* expressions to compute φ. The best estimate over the sample is
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* given by averaging these expressions.
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* </p>
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*
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* <p>Since integrals and means are involved in the preceding
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* estimations, these operations run in O(n) time, where n is the
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* number of measurements.</p>
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*/
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public static class ParameterGuesser {
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/** Amplitude. */
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private final double a;
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/** Angular frequency. */
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private final double omega;
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/** Phase. */
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private final double phi;
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/**
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* Simple constructor.
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*
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* @param observations Sampled observations.
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* @throws NumberIsTooSmallException if the sample is too short.
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* @throws ZeroException if the abscissa range is zero.
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* @throws MathIllegalStateException when the guessing procedure cannot
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* produce sensible results.
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*/
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public ParameterGuesser(Collection<WeightedObservedPoint> observations) {
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if (observations.size() < 4) {
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throw new NumberIsTooSmallException(LocalizedFormats.INSUFFICIENT_OBSERVED_POINTS_IN_SAMPLE,
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observations.size(), 4, true);
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}
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final WeightedObservedPoint[] sorted
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= sortObservations(observations).toArray(new WeightedObservedPoint[0]);
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final double aOmega[] = guessAOmega(sorted);
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a = aOmega[0];
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omega = aOmega[1];
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phi = guessPhi(sorted);
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}
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/**
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* Gets an estimation of the parameters.
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*
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* @return the guessed parameters, in the following order:
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* <ul>
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* <li>Amplitude</li>
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* <li>Angular frequency</li>
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* <li>Phase</li>
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* </ul>
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*/
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public double[] guess() {
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return new double[] { a, omega, phi };
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}
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/**
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* Sort the observations with respect to the abscissa.
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*
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* @param unsorted Input observations.
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* @return the input observations, sorted.
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*/
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private List<WeightedObservedPoint> sortObservations(Collection<WeightedObservedPoint> unsorted) {
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final List<WeightedObservedPoint> observations = new ArrayList<WeightedObservedPoint>(unsorted);
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// Since the samples are almost always already sorted, this
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// method is implemented as an insertion sort that reorders the
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// elements in place. Insertion sort is very efficient in this case.
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WeightedObservedPoint curr = observations.get(0);
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final int len = observations.size();
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for (int j = 1; j < len; j++) {
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WeightedObservedPoint prec = curr;
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curr = observations.get(j);
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if (curr.getX() < prec.getX()) {
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// the current element should be inserted closer to the beginning
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int i = j - 1;
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WeightedObservedPoint mI = observations.get(i);
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while ((i >= 0) && (curr.getX() < mI.getX())) {
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observations.set(i + 1, mI);
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if (i-- != 0) {
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mI = observations.get(i);
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}
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}
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observations.set(i + 1, curr);
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curr = observations.get(j);
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}
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}
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return observations;
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}
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/**
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* Estimate a first guess of the amplitude and angular frequency.
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*
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* @param observations Observations, sorted w.r.t. abscissa.
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* @throws ZeroException if the abscissa range is zero.
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* @throws MathIllegalStateException when the guessing procedure cannot
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* produce sensible results.
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* @return the guessed amplitude (at index 0) and circular frequency
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* (at index 1).
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*/
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private double[] guessAOmega(WeightedObservedPoint[] observations) {
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final double[] aOmega = new double[2];
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// initialize the sums for the linear model between the two integrals
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double sx2 = 0;
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double sy2 = 0;
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double sxy = 0;
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double sxz = 0;
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double syz = 0;
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double currentX = observations[0].getX();
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double currentY = observations[0].getY();
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double f2Integral = 0;
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double fPrime2Integral = 0;
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final double startX = currentX;
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for (int i = 1; i < observations.length; ++i) {
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// one step forward
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final double previousX = currentX;
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final double previousY = currentY;
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currentX = observations[i].getX();
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currentY = observations[i].getY();
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// update the integrals of f<sup>2</sup> and f'<sup>2</sup>
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// considering a linear model for f (and therefore constant f')
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final double dx = currentX - previousX;
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final double dy = currentY - previousY;
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final double f2StepIntegral =
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dx * (previousY * previousY + previousY * currentY + currentY * currentY) / 3;
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final double fPrime2StepIntegral = dy * dy / dx;
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final double x = currentX - startX;
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f2Integral += f2StepIntegral;
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fPrime2Integral += fPrime2StepIntegral;
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sx2 += x * x;
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sy2 += f2Integral * f2Integral;
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sxy += x * f2Integral;
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sxz += x * fPrime2Integral;
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syz += f2Integral * fPrime2Integral;
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}
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// compute the amplitude and pulsation coefficients
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double c1 = sy2 * sxz - sxy * syz;
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double c2 = sxy * sxz - sx2 * syz;
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double c3 = sx2 * sy2 - sxy * sxy;
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if ((c1 / c2 < 0) || (c2 / c3 < 0)) {
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final int last = observations.length - 1;
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// Range of the observations, assuming that the
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// observations are sorted.
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final double xRange = observations[last].getX() - observations[0].getX();
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if (xRange == 0) {
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throw new ZeroException();
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}
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aOmega[1] = 2 * Math.PI / xRange;
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double yMin = Double.POSITIVE_INFINITY;
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double yMax = Double.NEGATIVE_INFINITY;
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for (int i = 1; i < observations.length; ++i) {
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final double y = observations[i].getY();
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if (y < yMin) {
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yMin = y;
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}
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if (y > yMax) {
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yMax = y;
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}
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}
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aOmega[0] = 0.5 * (yMax - yMin);
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} else {
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if (c2 == 0) {
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// In some ill-conditioned cases (cf. MATH-844), the guesser
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// procedure cannot produce sensible results.
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throw new MathIllegalStateException(LocalizedFormats.ZERO_DENOMINATOR);
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}
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aOmega[0] = FastMath.sqrt(c1 / c2);
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aOmega[1] = FastMath.sqrt(c2 / c3);
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}
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return aOmega;
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}
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/**
|
||||
* Estimate a first guess of the phase.
|
||||
*
|
||||
* @param observations Observations, sorted w.r.t. abscissa.
|
||||
* @return the guessed phase.
|
||||
*/
|
||||
private double guessPhi(WeightedObservedPoint[] observations) {
|
||||
// initialize the means
|
||||
double fcMean = 0;
|
||||
double fsMean = 0;
|
||||
|
||||
double currentX = observations[0].getX();
|
||||
double currentY = observations[0].getY();
|
||||
for (int i = 1; i < observations.length; ++i) {
|
||||
// one step forward
|
||||
final double previousX = currentX;
|
||||
final double previousY = currentY;
|
||||
currentX = observations[i].getX();
|
||||
currentY = observations[i].getY();
|
||||
final double currentYPrime = (currentY - previousY) / (currentX - previousX);
|
||||
|
||||
double omegaX = omega * currentX;
|
||||
double cosine = FastMath.cos(omegaX);
|
||||
double sine = FastMath.sin(omegaX);
|
||||
fcMean += omega * currentY * cosine - currentYPrime * sine;
|
||||
fsMean += omega * currentY * sine + currentYPrime * cosine;
|
||||
}
|
||||
|
||||
return FastMath.atan2(-fsMean, fcMean);
|
||||
}
|
||||
}
|
||||
}
|
|
@ -35,7 +35,10 @@ import org.apache.commons.math3.util.FastMath;
|
|||
*
|
||||
* @version $Id: HarmonicFitter.java 1416643 2012-12-03 19:37:14Z tn $
|
||||
* @since 2.0
|
||||
* @deprecated As of 3.3. Please use {@link HarmonicCurveFitter} and
|
||||
* {@link WeightedObservedPoints} instead.
|
||||
*/
|
||||
@Deprecated
|
||||
public class HarmonicFitter extends CurveFitter<HarmonicOscillator.Parametric> {
|
||||
/**
|
||||
* Simple constructor.
|
||||
|
|
|
@ -0,0 +1,183 @@
|
|||
/*
|
||||
* Licensed to the Apache Software Foundation (ASF) under one or more
|
||||
* contributor license agreements. See the NOTICE file distributed with
|
||||
* this work for additional information regarding copyright ownership.
|
||||
* The ASF licenses this file to You under the Apache License, Version 2.0
|
||||
* (the "License"); you may not use this file except in compliance with
|
||||
* the License. You may obtain a copy of the License at
|
||||
*
|
||||
* http://www.apache.org/licenses/LICENSE-2.0
|
||||
*
|
||||
* Unless required by applicable law or agreed to in writing, software
|
||||
* distributed under the License is distributed on an "AS IS" BASIS,
|
||||
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
* See the License for the specific language governing permissions and
|
||||
* limitations under the License.
|
||||
*/
|
||||
package org.apache.commons.math3.fitting;
|
||||
|
||||
import java.util.Random;
|
||||
import java.util.List;
|
||||
import java.util.ArrayList;
|
||||
import org.apache.commons.math3.optim.nonlinear.vector.jacobian.LevenbergMarquardtOptimizer;
|
||||
import org.apache.commons.math3.analysis.function.HarmonicOscillator;
|
||||
import org.apache.commons.math3.exception.NumberIsTooSmallException;
|
||||
import org.apache.commons.math3.exception.MathIllegalStateException;
|
||||
import org.apache.commons.math3.util.FastMath;
|
||||
import org.apache.commons.math3.util.MathUtils;
|
||||
|
||||
import org.junit.Test;
|
||||
import org.junit.Assert;
|
||||
|
||||
public class HarmonicCurveFitterTest {
|
||||
/**
|
||||
* Zero points is not enough observed points.
|
||||
*/
|
||||
@Test(expected=NumberIsTooSmallException.class)
|
||||
public void testPreconditions1() {
|
||||
HarmonicCurveFitter.create().fit(new WeightedObservedPoints().toList());
|
||||
}
|
||||
|
||||
@Test
|
||||
public void testNoError() {
|
||||
final double a = 0.2;
|
||||
final double w = 3.4;
|
||||
final double p = 4.1;
|
||||
final HarmonicOscillator f = new HarmonicOscillator(a, w, p);
|
||||
|
||||
final WeightedObservedPoints points = new WeightedObservedPoints();
|
||||
for (double x = 0.0; x < 1.3; x += 0.01) {
|
||||
points.add(1, x, f.value(x));
|
||||
}
|
||||
|
||||
final HarmonicCurveFitter fitter = HarmonicCurveFitter.create();
|
||||
final double[] fitted = fitter.fit(points.toList());
|
||||
Assert.assertEquals(a, fitted[0], 1.0e-13);
|
||||
Assert.assertEquals(w, fitted[1], 1.0e-13);
|
||||
Assert.assertEquals(p, MathUtils.normalizeAngle(fitted[2], p), 1e-13);
|
||||
|
||||
final HarmonicOscillator ff = new HarmonicOscillator(fitted[0], fitted[1], fitted[2]);
|
||||
for (double x = -1.0; x < 1.0; x += 0.01) {
|
||||
Assert.assertTrue(FastMath.abs(f.value(x) - ff.value(x)) < 1e-13);
|
||||
}
|
||||
}
|
||||
|
||||
@Test
|
||||
public void test1PercentError() {
|
||||
final Random randomizer = new Random(64925784252L);
|
||||
final double a = 0.2;
|
||||
final double w = 3.4;
|
||||
final double p = 4.1;
|
||||
final HarmonicOscillator f = new HarmonicOscillator(a, w, p);
|
||||
|
||||
final WeightedObservedPoints points = new WeightedObservedPoints();
|
||||
for (double x = 0.0; x < 10.0; x += 0.1) {
|
||||
points.add(1, x, f.value(x) + 0.01 * randomizer.nextGaussian());
|
||||
}
|
||||
|
||||
final HarmonicCurveFitter fitter = HarmonicCurveFitter.create();
|
||||
final double[] fitted = fitter.fit(points.toList());
|
||||
Assert.assertEquals(a, fitted[0], 7.6e-4);
|
||||
Assert.assertEquals(w, fitted[1], 2.7e-3);
|
||||
Assert.assertEquals(p, MathUtils.normalizeAngle(fitted[2], p), 1.3e-2);
|
||||
}
|
||||
|
||||
@Test
|
||||
public void testTinyVariationsData() {
|
||||
final Random randomizer = new Random(64925784252L);
|
||||
|
||||
final WeightedObservedPoints points = new WeightedObservedPoints();
|
||||
for (double x = 0.0; x < 10.0; x += 0.1) {
|
||||
points.add(1, x, 1e-7 * randomizer.nextGaussian());
|
||||
}
|
||||
|
||||
final HarmonicCurveFitter fitter = HarmonicCurveFitter.create();
|
||||
final double[] fitted = fitter.fit(points.toList());
|
||||
|
||||
// This test serves to cover the part of the code of "guessAOmega"
|
||||
// when the algorithm using integrals fails.
|
||||
}
|
||||
|
||||
@Test
|
||||
public void testInitialGuess() {
|
||||
final Random randomizer = new Random(45314242L);
|
||||
final double a = 0.2;
|
||||
final double w = 3.4;
|
||||
final double p = 4.1;
|
||||
final HarmonicOscillator f = new HarmonicOscillator(a, w, p);
|
||||
|
||||
final WeightedObservedPoints points = new WeightedObservedPoints();
|
||||
for (double x = 0.0; x < 10.0; x += 0.1) {
|
||||
points.add(1, x, f.value(x) + 0.01 * randomizer.nextGaussian());
|
||||
}
|
||||
|
||||
final HarmonicCurveFitter fitter = HarmonicCurveFitter.create()
|
||||
.withStartPoint(new double[] { 0.15, 3.6, 4.5 });
|
||||
final double[] fitted = fitter.fit(points.toList());
|
||||
Assert.assertEquals(a, fitted[0], 1.2e-3);
|
||||
Assert.assertEquals(w, fitted[1], 3.3e-3);
|
||||
Assert.assertEquals(p, MathUtils.normalizeAngle(fitted[2], p), 1.7e-2);
|
||||
}
|
||||
|
||||
@Test
|
||||
public void testUnsorted() {
|
||||
Random randomizer = new Random(64925784252L);
|
||||
final double a = 0.2;
|
||||
final double w = 3.4;
|
||||
final double p = 4.1;
|
||||
final HarmonicOscillator f = new HarmonicOscillator(a, w, p);
|
||||
|
||||
// Build a regularly spaced array of measurements.
|
||||
final int size = 100;
|
||||
final double[] xTab = new double[size];
|
||||
final double[] yTab = new double[size];
|
||||
for (int i = 0; i < size; i++) {
|
||||
xTab[i] = 0.1 * i;
|
||||
yTab[i] = f.value(xTab[i]) + 0.01 * randomizer.nextGaussian();
|
||||
}
|
||||
|
||||
// shake it
|
||||
for (int i = 0; i < size; i++) {
|
||||
int i1 = randomizer.nextInt(size);
|
||||
int i2 = randomizer.nextInt(size);
|
||||
double xTmp = xTab[i1];
|
||||
double yTmp = yTab[i1];
|
||||
xTab[i1] = xTab[i2];
|
||||
yTab[i1] = yTab[i2];
|
||||
xTab[i2] = xTmp;
|
||||
yTab[i2] = yTmp;
|
||||
}
|
||||
|
||||
// Pass it to the fitter.
|
||||
final WeightedObservedPoints points = new WeightedObservedPoints();
|
||||
for (int i = 0; i < size; ++i) {
|
||||
points.add(1, xTab[i], yTab[i]);
|
||||
}
|
||||
|
||||
final HarmonicCurveFitter fitter = HarmonicCurveFitter.create();
|
||||
final double[] fitted = fitter.fit(points.toList());
|
||||
Assert.assertEquals(a, fitted[0], 7.6e-4);
|
||||
Assert.assertEquals(w, fitted[1], 3.5e-3);
|
||||
Assert.assertEquals(p, MathUtils.normalizeAngle(fitted[2], p), 1.5e-2);
|
||||
}
|
||||
|
||||
@Test(expected=MathIllegalStateException.class)
|
||||
public void testMath844() {
|
||||
final double[] y = { 0, 1, 2, 3, 2, 1,
|
||||
0, -1, -2, -3, -2, -1,
|
||||
0, 1, 2, 3, 2, 1,
|
||||
0, -1, -2, -3, -2, -1,
|
||||
0, 1, 2, 3, 2, 1, 0 };
|
||||
final List<WeightedObservedPoint> points = new ArrayList<WeightedObservedPoint>();
|
||||
for (int i = 0; i < y.length; i++) {
|
||||
points.add(new WeightedObservedPoint(1, i, y[i]));
|
||||
}
|
||||
|
||||
// The guesser fails because the function is far from an harmonic
|
||||
// function: It is a triangular periodic function with amplitude 3
|
||||
// and period 12, and all sample points are taken at integer abscissae
|
||||
// so function values all belong to the integer subset {-3, -2, -1, 0,
|
||||
// 1, 2, 3}.
|
||||
new HarmonicCurveFitter.ParameterGuesser(points);
|
||||
}
|
||||
}
|
Loading…
Reference in New Issue