Package org.apache.commons.math.optimization.fitting

Class HarmonicFitter

java.lang.Object
org.apache.commons.math.optimization.fitting.HarmonicFitter
public class HarmonicFitter extends Object
This class implements a curve fitting specialized for sinusoids.

Harmonic fitting is a very simple case of curve fitting. The estimated coefficients are the amplitude a, the pulsation ω and the phase φ: f (t) = a cos (ω t + φ). They are searched by a least square estimator initialized with a rough guess based on integrals.

Since:
2.0

  • Constructor Details

    • HarmonicFitter

      public HarmonicFitter(DifferentiableMultivariateVectorialOptimizer optimizer)
      Simple constructor.
      Parameters:
      optimizer - optimizer to use for the fitting

    • HarmonicFitter

      public HarmonicFitter(DifferentiableMultivariateVectorialOptimizer optimizer, double[] initialGuess)
      Simple constructor.

      This constructor can be used when a first guess of the coefficients is already known.

      Parameters:
      optimizer - optimizer to use for the fitting
      initialGuess - guessed values for amplitude (index 0), pulsation ω (index 1) and phase φ (index 2)

  • Method Details

    • addObservedPoint

      public void addObservedPoint(double weight, double x, double y)
      Add an observed weighted (x,y) point to the sample.
      Parameters:
      weight - weight of the observed point in the fit
      x - abscissa of the point
      y - observed value of the point at x, after fitting we should have P(x) as close as possible to this value

    • fit

      public HarmonicFunction fit() throws OptimizationException
      Fit an harmonic function to the observed points.
      Returns:
      harmonic function best fitting the observed points
      Throws:
      OptimizationException - if the sample is too short or if the first guess cannot be computed