python 样条曲线拟合_在scipy python中使用UnivariateSpline拟合数据

I have a experimental data to which I am trying to fit a curve using UnivariateSpline function in scipy. The data looks like:

x y

13 2.404070

12 1.588134

11 1.760112

10 1.771360

09 1.860087

08 1.955789

07 1.910408

06 1.655911

05 1.778952

04 2.624719

03 1.698099

02 3.022607

01 3.303135

Here is what I am doing:

import matplotlib.pyplot as plt

from scipy import interpolate

yinterp = interpolate.UnivariateSpline(x, y, s = 5e8)(x)

plt.plot(x, y, 'bo', label = 'Original')

plt.plot(x, yinterp, 'r', label = 'Interpolated')

plt.show()

That's how it looks:

I was wondering if anyone has thought on other curve fitting options which scipy might have? I am relatively new to scipy.

Thanks!

解决方案

There are a few issues.

The first issue is the order of the x values. From the documentation for scipy.interpolate.UnivariateSpline we find

x : (N,) array_like

1-D array of independent input data. MUST BE INCREASING.

Stress added by me. For the data you have given the x is in the reversed order.

To debug this it is useful to use a "normal" spline to make sure everything makes sense.

The second issue, and the one more directly relevant for your issue, relates to the s parameter. What does it do? Again from the documentation we find

s : float or None, optional

Positive smoothing factor used to choose the number of knots. Number

of knots will be increased until the smoothing condition is satisfied:

sum((w[i]*(y[i]-s(x[i])))**2,axis=0) <= s

If None (default), s=len(w) which should be a good value if 1/w[i] is

an estimate of the standard deviation of y[i]. If 0, spline will

interpolate through all data points.

So s determines how close the interpolated curve must come to the data points, in the least squares sense. If we set the value very large then the spline does not need to come near the data points.

As a complete example consider the following

import scipy.interpolate as inter

import numpy as np

import pylab as plt

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

y = np.array([2.404070, 1.588134, 1.760112, 1.771360, 1.860087,

1.955789, 1.910408, 1.655911, 1.778952, 2.624719,

1.698099, 3.022607, 3.303135])

xx = np.arange(1,13.01,0.1)

s1 = inter.InterpolatedUnivariateSpline (x, y)

s1rev = inter.InterpolatedUnivariateSpline (x[::-1], y[::-1])

# Use a smallish value for s

s2 = inter.UnivariateSpline (x[::-1], y[::-1], s=0.1)

s2crazy = inter.UnivariateSpline (x[::-1], y[::-1], s=5e8)

plt.plot (x, y, 'bo', label='Data')

plt.plot (xx, s1(xx), 'k-', label='Spline, wrong order')

plt.plot (xx, s1rev(xx), 'k--', label='Spline, correct order')

plt.plot (xx, s2(xx), 'r-', label='Spline, fit')

# Uncomment to get the poor fit.

#plt.plot (xx, s2crazy(xx), 'r--', label='Spline, fit, s=5e8')

plt.minorticks_on()

plt.legend()

plt.xlabel('x')

plt.ylabel('y')

plt.show()