org.apache.commons.math3.fitting

## Class HarmonicCurveFitter.ParameterGuesser

• java.lang.Object
• org.apache.commons.math3.fitting.HarmonicCurveFitter.ParameterGuesser
• Enclosing class:
HarmonicCurveFitter

public static class HarmonicCurveFitter.ParameterGuesser
extends Object
This class guesses harmonic coefficients from a sample.

The algorithm used to guess the coefficients is as follows:

We know $$f(t)$$ at some sampling points $$t_i$$ and want to find $$a$$, $$\omega$$ and $$\phi$$ such that $$f(t) = a \cos (\omega t + \phi)$$.

From the analytical expression, we can compute two primitives : $If2(t) = \int f^2 dt = a^2 (t + S(t)) / 2$ $If'2(t) = \int f'^2 dt = a^2 \omega^2 (t - S(t)) / 2$ where $$S(t) = \frac{\sin(2 (\omega t + \phi))}{2\omega}$$

We can remove $$S$$ between these expressions : $If'2(t) = a^2 \omega^2 t - \omega^2 If2(t)$

The preceding expression shows that $$If'2 (t)$$ is a linear combination of both $$t$$ and $$If2(t)$$: $If'2(t) = A t + B If2(t)$

From the primitive, we can deduce the same form for definite integrals between $$t_1$$ and $$t_i$$ for each $$t_i$$ : $If2(t_i) - If2(t_1) = A (t_i - t_1) + B (If2 (t_i) - If2(t_1))$

We can find the coefficients $$A$$ and $$B$$ that best fit the sample to this linear expression by computing the definite integrals for each sample points.

For a bilinear expression $$z(x_i, y_i) = A x_i + B y_i$$, the coefficients $$A$$ and $$B$$ that minimize a least-squares criterion $$\sum (z_i - z(x_i, y_i))^2$$ are given by these expressions:

$A = \frac{\sum y_i y_i \sum x_i z_i - \sum x_i y_i \sum y_i z_i} {\sum x_i x_i \sum y_i y_i - \sum x_i y_i \sum x_i y_i}$ $B = \frac{\sum x_i x_i \sum y_i z_i - \sum x_i y_i \sum x_i z_i} {\sum x_i x_i \sum y_i y_i - \sum x_i y_i \sum x_i y_i}$

In fact, we can assume that both $$a$$ and $$\omega$$ are positive and compute them directly, knowing that $$A = a^2 \omega^2$$ and that $$B = -\omega^2$$. The complete algorithm is therefore:

For each $$t_i$$ from $$t_1$$ to $$t_{n-1}$$, compute: $f(t_i)$ $f'(t_i) = \frac{f (t_{i+1}) - f(t_{i-1})}{t_{i+1} - t_{i-1}}$ $x_i = t_i - t_1$ $y_i = \int_{t_1}^{t_i} f^2(t) dt$ $z_i = \int_{t_1}^{t_i} f'^2(t) dt$ and update the sums: $\sum x_i x_i, \sum y_i y_i, \sum x_i y_i, \sum x_i z_i, \sum y_i z_i$ Then: $a = \sqrt{\frac{\sum y_i y_i \sum x_i z_i - \sum x_i y_i \sum y_i z_i } {\sum x_i y_i \sum x_i z_i - \sum x_i x_i \sum y_i z_i }}$ $\omega = \sqrt{\frac{\sum x_i y_i \sum x_i z_i - \sum x_i x_i \sum y_i z_i} {\sum x_i x_i \sum y_i y_i - \sum x_i y_i \sum x_i y_i}}$

Once we know $$\omega$$ we can compute: $fc = \omega f(t) \cos(\omega t) - f'(t) \sin(\omega t)$ $fs = \omega f(t) \sin(\omega t) + f'(t) \cos(\omega t)$

It appears that $$fc = a \omega \cos(\phi)$$ and $$fs = -a \omega \sin(\phi)$$, so we can use these expressions to compute $$\phi$$. The best estimate over the sample is given by averaging these expressions.

Since integrals and means are involved in the preceding estimations, these operations run in $$O(n)$$ time, where $$n$$ is the number of measurements.

• ### Constructor Summary

Constructors
Constructor and Description
HarmonicCurveFitter.ParameterGuesser(Collection<WeightedObservedPoint> observations)
Simple constructor.
• ### Method Summary

Methods
Modifier and Type Method and Description
double[] guess()
Gets an estimation of the parameters.
• ### Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
• ### Constructor Detail

• #### HarmonicCurveFitter.ParameterGuesser

public HarmonicCurveFitter.ParameterGuesser(Collection<WeightedObservedPoint> observations)
Simple constructor.
Parameters:
observations - Sampled observations.
Throws:
NumberIsTooSmallException - if the sample is too short.
ZeroException - if the abscissa range is zero.
MathIllegalStateException - when the guessing procedure cannot produce sensible results.
• ### Method Detail

• #### guess

public double[] guess()
Gets an estimation of the parameters.
Returns:
the guessed parameters, in the following order:
• Amplitude
• Angular frequency
• Phase