python 分段函数拟合,如何在Python中应用分段线性拟合？

I am trying to fit piecewise linear fit as shown in fig.1 for a data set

This figure was obtained by setting on the lines. I attempted to apply a piecewise linear fit using the code:

from scipy import optimize

import matplotlib.pyplot as plt

import numpy as np

x = np.array([1, 2, 3, 4, 5, 6, 7, 8, 9, 10 ,11, 12, 13, 14, 15])

y = np.array([5, 7, 9, 11, 13, 15, 28.92, 42.81, 56.7, 70.59, 84.47, 98.36, 112.25, 126.14, 140.03])

def linear_fit(x, a, b):

return a * x + b

fit_a, fit_b = optimize.curve_fit(linear_fit, x[0:5], y[0:5])[0]

y_fit = fit_a * x[0:7] + fit_b

fit_a, fit_b = optimize.curve_fit(linear_fit, x[6:14], y[6:14])[0]

y_fit = np.append(y_fit, fit_a * x[6:14] + fit_b)

figure = plt.figure(figsize=(5.15, 5.15))

figure.clf()

plot = plt.subplot(111)

ax1 = plt.gca()

plot.plot(x, y, linestyle = '', linewidth = 0.25, markeredgecolor='none', marker = 'o', label = r'\textit{y_a}')

plot.plot(x, y_fit, linestyle = ':', linewidth = 0.25, markeredgecolor='none', marker = '', label = r'\textit{y_b}')

plot.set_ylabel('Y', labelpad = 6)

plot.set_xlabel('X', labelpad = 6)

figure.savefig('test.pdf', box_inches='tight')

plt.close()

But this gave me fitting of the form in fig. 2, I tried playing with the values but no change I can't get the fit of the upper line proper. The most important requirement for me is how can I get Python to get the gradient change point. In essence I want Python to recognize and fit two linear fits in the appropriate range. How can this be done in Python?

解决方案

You can use numpy.piecewise() to create the piecewise function and then use curve_fit(), Here is the code

from scipy import optimize

import matplotlib.pyplot as plt

import numpy as np

%matplotlib inline

x = np.array([1, 2, 3, 4, 5, 6, 7, 8, 9, 10 ,11, 12, 13, 14, 15], dtype=float)

y = np.array([5, 7, 9, 11, 13, 15, 28.92, 42.81, 56.7, 70.59, 84.47, 98.36, 112.25, 126.14, 140.03])

def piecewise_linear(x, x0, y0, k1, k2):

return np.piecewise(x, [x < x0], [lambda x:k1*x + y0-k1*x0, lambda x:k2*x + y0-k2*x0])

p , e = optimize.curve_fit(piecewise_linear, x, y)

xd = np.linspace(0, 15, 100)

plt.plot(x, y, "o")

plt.plot(xd, piecewise_linear(xd, *p))

the output: