mathnet自带了Fit.Exponential来拟合指数曲线,但是拟合的效果跟Excel拟合差不多,往往这种程度的达不到项目的要求,需要使用Levenberg-Marquardt算法(LevenbergMarquardtSolver)或非线性最小二乘算法(NonlinearLeastSquares)来获得更好的拟合结果。
// 定义我们的函数
// f(x; A1, B1,x0)=A1*e^(B1(x-x0))
private Vector<double> MyModel(Vector<double> p, Vector<double> x)
{
var y = CreateVector.Dense<double>(x.Count);
var A1 = p[0];
var B1 = p[1];
var x0 = p[2];
for (int i = 0; i < x.Count; i++)
{
y[i] = A1 * Math.Exp((B1 * (x[i] - x0)));
}
return y;
}
//derivatives:求导数
// df/A1 = e^(B1*x-x0)
// df/B1 = A1*e^(B1*x-x0)*(x-x0)
// df/x0 = A1*e^(B1*x-x0)*(-B1)
private Matrix<double> MyPrime(Vector<double> p, Vector<double> x)
{
var prime = Matrix<double>.Build.Dense(x.Count, p.Count);
var A1 = p[0];
var B1 = p[1];
var x0 = p[2];
for (int i = 0; i < x.Count; i++)
{
prime[i, 0] = Math.Exp(B1 * (x[i] - x0));
prime[i, 1] = A1 * Math.Exp(B1 * (x[i] - x0)) * (x[i] - x0);
prime[i, 2] = A1 * Math.Exp(B1 * (x[i] - x0)) * (-B1);
}
return prime;
}
private Vector<double> MyStart = new DenseVector(new double[] { 100, 0.01, 1 });
private void btnFit_Click(object sender, EventArgs e)
{
var xData = data.Keys.ToArray();
var yData = data.Values.ToArray();
var result1 = Fit.Exponential(xData, yData);
double goodnessOfFit1 = GoodnessOfFit.RSquared(xData.Select(x => result1.A * Math.Exp(result1.R * x)), yData);
var obj = ObjectiveFunction.NonlinearModel(MyModel, MyPrime, new DenseVector(xData), new DenseVector(yData));
var solver = new LevenbergMarquardtMinimizer();
var result2 = solver.FindMinimum(obj, MyStart);
double goodnessOfFit2 = GoodnessOfFit.RSquared(xData.Select(x => result2.MinimizingPoint[0] * Math.Exp((result2.MinimizingPoint[1] * (x - result2.MinimizingPoint[2])))), yData);
// 输出结果
Console.WriteLine("goodnessOfFit1:" + goodnessOfFit1);
Console.WriteLine("goodnessOfFit2:" + goodnessOfFit2);
}
自定义的拟合度相对较高