给定正弦拟合的预测值答案

【问题标题】：predicting values given a sinusouidal fit给定正弦拟合的预测值
【发布时间】：2015-09-13 14:46:23
【问题描述】：

我正在使用 Python 来拟合具有正弦函数的时间序列。我找到了一个很好的匹配，现在我希望能够预测未来的值。我在这里迷路了。

这是我得到的：

timeSeries = [0.01146, 0.00724, 0.00460, 0.00192, 0.00145, 0.01559, 0.02585, 0.04118, 0.05073, 0.01966, 0.01486, 0.02784]

import numpy as np
from scipy.optimize import curve_fit

def createSinFromFit(x, freq, amplitude, phase, offset):
    return np.sin(x * freq + phase) * amplitude + offset

def sinRegr(series):
    t = np.linspace(0, 4*np.pi, len(series))
    guess_freq = 1
    guess_amplitude = 3*np.std(series)/(2**0.5)
    guess_phase = 0
    guess_offset = np.mean(series)
    p0=[guess_freq, guess_amplitude, guess_phase, guess_offset]
    fit = curve_fit(createSinFromFit, t, series, p0=p0)
    results = createSinFromFit(t,*fit[0])
    return results

plotThis = sinRegr(timeSeries)

这段代码产生了你在这张图片中看到的拟合：

如何扩展 sin 函数以预测系列的未来点？即，我怎样才能使正弦图跨度在右侧，超出“已知”数据点所覆盖的区域？

【问题讨论】：

您的实际问题是什么？你已经计算了参数，你有函数createSinFromFit 可用于计算任何x 的y。这就是你所需要的。

标签： python numpy scipy time-series regression

【解决方案1】：

您需要区分数据时间线（输入）和拟合时间线（输出）。一旦你这样做了，方法就相当清楚了。下面我叫他们tdata和tfit：

import numpy as np
from scipy.optimize import curve_fit
import matplotlib.pyplot as plt

tdata = np.linspace(0, 10)
timeSeries = np.sin(tdata) + .4*np.random.random(tdata.shape)

def createSinFromFit(x, freq, amplitude, phase, offset):
    return np.sin(x * freq + phase) * amplitude + offset

def sinRegr(tdata, series):
    tfit = np.linspace(0, 6*np.pi, len(series))
    guess_freq = .2
    guess_amplitude = 3*np.std(series)/(2**0.5)
    guess_phase = 0
    guess_offset = np.mean(series)
    p0=[guess_freq, guess_amplitude, guess_phase, guess_offset]
    fit = curve_fit(createSinFromFit, tdata, series, p0=p0)   # use tdata to create the fit
    results = createSinFromFit(tfit,*fit[0])                  # use tfit to generate a new curve 
    return tfit, results

tfit, plotThis = sinRegr(tdata, timeSeries)

plt.plot(tfit, plotThis)
plt.plot(tdata, timeSeries, "ro")
plt.show()

【讨论】：