与scipy.linalg.lstsq拟合时,如何考虑数据的不确定性(标准偏差)?

时间:2019-06-24 12:23:39

标签: python least-squares data-fitting

我正在尝试对3d数据进行表面拟合(z是x和y的函数)。每个点都有不对称误差线。我希望适当考虑这种不确定性。

我正在使用scipy.linalg.lstsq()。它的论点没有任何不确定性。

我正在尝试修改在this page上找到的一些代码。

import numpy as np
import scipy.linalg
from mpl_toolkits.mplot3d import Axes3D
import matplotlib.pyplot as plt

# Create data with x and y random over [-2, 2], and z a Gaussian function of x and y.
np.random.seed(12345)
x = 2 * (np.random.random(500) - 0.5)
y = 2 * (np.random.random(500) - 0.5)

def f(x, y):
    return np.exp(-(x + y ** 2))

z = f(x, y)

data = np.c_[x,y,z]

# regular grid covering the domain of the data
mn = np.min(data, axis=0)
mx = np.max(data, axis=0)
X,Y = np.meshgrid(np.linspace(mn[0], mx[0], 20), np.linspace(mn[1], mx[1], 20))
XX = X.flatten()
YY = Y.flatten()

# best-fit quadratic curve (2nd-order)
A = np.c_[np.ones(data.shape[0]), data[:,:2], np.prod(data[:,:2], axis=1), data[:,:2]**2]
C,_,_,_ = scipy.linalg.lstsq(A, data[:,2])

# evaluate it on a grid
Z = np.dot(np.c_[np.ones(XX.shape), XX, YY, XX*YY, XX**2, YY**2], C).reshape(X.shape)

# plot points and fitted surface using Matplotlib
fig = plt.figure(figsize=(10, 10))
ax = fig.gca(projection='3d')
ax.plot_surface(X, Y, Z, rstride=1, cstride=1, alpha=0.2)
ax.scatter(data[:,0], data[:,1], data[:,2], c='r', s=50)
plt.xlabel('X')
plt.ylabel('Y')
ax.set_zlabel('Z')
ax.axis('equal')
ax.axis('tight')

0 个答案:

没有答案