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Improve look of LTPDAPreferences diaolog
author Daniele Nicolodi <nicolodi@science.unitn.it>
date Mon, 05 Dec 2011 16:20:06 +0100
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1 <!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN"
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2 "http://www.w3.org/TR/1999/REC-html401-19991224/loose.dtd">
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4 <html lang="en">
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5 <head>
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6 <meta name="generator" content=
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7 "HTML Tidy for Mac OS X (vers 1st December 2004), see www.w3.org">
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11 <title>Non-linear least squares fitting of time series (LTPDA Toolbox)</title>
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12 <link rel="stylesheet" href="docstyle.css" type="text/css">
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14 <meta name="description" content=
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15 "Presents an overview of the features, system requirements, and starting the toolbox.">
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16 </head>
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18 <body>
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19 <a name="top_of_page" id="top_of_page"></a>
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21 <p style="font-size:1px;">&nbsp;</p>
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23 <table class="nav" summary="Navigation aid" border="0" width=
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24 "100%" cellpadding="0" cellspacing="0">
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25 <tr>
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26 <td valign="baseline"><b>LTPDA Toolbox</b></td><td><a href="../helptoc.html">contents</a></td>
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28 <td valign="baseline" align="right"><a href=
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29 "ltpda_training_topic_5_3.html"><img src="b_prev.gif" border="0" align=
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30 "bottom" alt="Fitting time series with polynomials"></a>&nbsp;&nbsp;&nbsp;<a href=
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31 "ltpda_training_topic_5_5.html"><img src="b_next.gif" border="0" align=
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32 "bottom" alt="IFO/Temperature Example - signal subtraction"></a></td>
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33 </tr>
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34 </table>
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35
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36 <h1 class="title"><a name="f3-12899" id="f3-12899"></a>Non-linear least squares fitting of time series</h1>
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37 <hr>
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39 <p>
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40
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41 <!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN"
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42 "http://www.w3.org/TR/1999/REC-html401-19991224/loose.dtd">
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44 <html lang="en">
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45 <head>
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46 <meta name="generator" content=
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47 "HTML Tidy for Mac OS X (vers 1st December 2004), see www.w3.org">
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48 <meta http-equiv="Content-Type" content=
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51 <title>Non-linear least squares fitting of time series (LTPDA Toolbox)</title>
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52 <link rel="stylesheet" href="docstyle.css" type="text/css">
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53 <meta name="generator" content="DocBook XSL Stylesheets V1.52.2">
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54 <meta name="description" content=
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55 "Presents an overview of the features, system requirements, and starting the toolbox.">
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56
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57 </head>
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59 <body>
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60 <a name="top_of_page" id="top_of_page"></a>
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61
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62 <p style="font-size:1px;">&nbsp;</p>
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63
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64 <table class="nav" summary="Navigation aid" border="0" width=
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65 "100%" cellpadding="0" cellspacing="0">
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66 <tr>
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67 <td valign="baseline"><b>LTPDA Toolbox</b></td><td><a href="../helptoc.html">contents</a></td>
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69 <td valign="baseline" align="right"><a href=
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70 "ltpda_training_topic_5_3.html"><img src="b_prev.gif" border="0" align=
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71 "bottom" alt="Fitting time series with polynomials"></a>&nbsp;&nbsp;&nbsp;<a href=
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72 "ltpda_training_topic_5_5.html"><img src="b_next.gif" border="0" align=
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73 "bottom" alt="IFO/Temperature Example - signal subtraction"></a></td>
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74 </tr>
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75 </table>
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77 <h1 class="title"><a name="f3-12899" id="f3-12899"></a>Non-linear least squares fitting of time series</h1>
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78 <hr>
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80 <p>
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83 <p>
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84
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85 Non-linear least square fitting of time-series exploits the function <tt>ao/xfit</tt>.
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86 </p>
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87
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88 <h2> Non-linear least square fitting of time series </h2>
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89
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90 <p>
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91 During this exercise we will:
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92 <ol>
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93 <li> Load time series data
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94 <li> Fit data with <tt>ao/xfit</tt>
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95 <li> Check results
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96 <li> Refine the fit with a Monte Carlo search
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97 </ol>
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98 </p>
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99
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100 <p>
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101 Let us open a new editor window and load test data.
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102 </p>
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103
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104 <div class="fragment"><pre>
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105 a = ao(plist(<span class="string">'filename'</span>, <span class="string">'topic5/T5_Ex05_TestNoise.xml'</span>));
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106 a.setName(<span class="string">'data'</span>);
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107 iplot(a)
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108
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109 </pre></div>
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110
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111 <p>
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112 As can be seen this is a chirped sine wave with some noise.
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113 <div align="center">
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114 <IMG src="images/ltpda_training_1/topic5/ltpda_training_5_4_1.png" align="center" border="0">
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115 </div>
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116 We could now try the fit. The first parameter to pass to <tt>xfit</tt>
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117 is a fit model. In this case we assume that we are dealing with a linearly
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118 chirped sine wave according to the equation: <br/>
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119
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120 <br/>
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121 <div align="center">
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122 <IMG src="images/ltpda_training_1/topic5/ex4_chirpsine.gif" align="center" border="0">
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123 </div>
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124 <br/>
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125 The previous function can be stored within a <tt>smodel</tt> analysis object to pass to the fitting machinery:
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126 <div class="fragment"><pre>
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127 mdl = smodel(plist(<span class="string">'Name'</span>, <span class="string">'chirp'</span>, ...
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128 <span class="string">'expression'</span>, <span class="string">'A.*sin(2*pi*(f + f0.*t).*t + p) + c'</span>, ...
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129 <span class="string">'params'</span>, <span class="string">{'A','f','f0','p','c'}</span>, ...
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130 <span class="string">'xvar'</span>, <span class="string">'t'</span>, ...
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131 <span class="string">'xunits'</span>, <span class="string">'s'</span>, <span class="string">'yunits'</span>, <span class="string">'m'</span>));
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132
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133 </pre></div>
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134
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135 We need to specify a starting guess for the model parameters.
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136 The output of <tt>ao/xfit</tt> is a <tt>pest</tt> analysis objects containing fit parameters.
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137
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138 </p>
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139
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140 <div class="fragment"><pre>
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141 plfit1 = plist(<span class="string">'Function'</span>, <span class="string">mdl</span>, ...
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142 <span class="string">'P0'</span>, [5,9e-5,9e-6,0,5]);
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143
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144 params1 = xfit(a, plfit1);
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145
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146 </pre></div>
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147
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148 <p>
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149 Once the fit is done. We can evaluate our model to check fit results.
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150 </p>
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151
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152 <div class="fragment"><pre>
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153 b = eval(params1, plist(<span class="string">'xdata'</span>, a, <span class="string">'xfield'</span>, <span class="string">'x'</span>));
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154 b.setName;
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155 iplot(a,b)
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156
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Daniele Nicolodi <nicolodi@science.unitn.it>
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157 </pre></div>
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158
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159 <p>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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160 As you can see, the fit is not accurate. One of the great problems of
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Daniele Nicolodi <nicolodi@science.unitn.it>
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161 non-linear least square methods is that they easily find a local minimum of
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Daniele Nicolodi <nicolodi@science.unitn.it>
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162 the chi square function and stop there without finding the global minimum.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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163 There are two possibile solutions to such kind of problems: the first one is
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Daniele Nicolodi <nicolodi@science.unitn.it>
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164 to refine step by step the fit by looking at the data; the second one is to
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Daniele Nicolodi <nicolodi@science.unitn.it>
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165 perform a Monte Carlo search in the parameter space. This way, the fitting machinery
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Daniele Nicolodi <nicolodi@science.unitn.it>
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166 extracts the number of points you define in the <tt>'Npoints'</tt>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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167 key, evaluates the chi square at those points, reoders by ascending chi square, selects
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Daniele Nicolodi <nicolodi@science.unitn.it>
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168 the first guesses and fit starting from them.
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169 </p>
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170
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171 <div class="fragment"><pre>
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172 plfit2 = plist(<span class="string">'Function'</span>, <span class="string">mdl</span>, ...
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173 <span class="string">'MonteCarlo'</span>, <span class="string">'yes'</span>, ...
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Daniele Nicolodi <nicolodi@science.unitn.it>
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174 <span class="string">'Npoints'</span>, 1000, ...
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Daniele Nicolodi <nicolodi@science.unitn.it>
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175 <span class="string">'LB'</span>, [1,5e-5,5e-6,0,2], ...
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176 <span class="string">'UB'</span>, [10,5e-4,5e-5,2*pi,7]);
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177
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178 params2 = xfit(a, plfit2);
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179
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180 c = eval(params2, plist(<span class="string">'xdata'</span>, a, <span class="string">'xfield'</span>, <span class="string">'x'</span>));
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181 c.setName;
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182 iplot(a,c)
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183
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Daniele Nicolodi <nicolodi@science.unitn.it>
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184 </pre></div>
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185
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186 <p>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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187 The fit now looks like better...
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Daniele Nicolodi <nicolodi@science.unitn.it>
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188 <div align="center">
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Daniele Nicolodi <nicolodi@science.unitn.it>
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189 <IMG src="images/ltpda_training_1/topic5/ltpda_training_5_4_3.png" align="center" border="0">
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190 </div>
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191
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Daniele Nicolodi <nicolodi@science.unitn.it>
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192 Let us compare fit results with nominal parameters. <br/>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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193 Data were generated with the following set of parameters:
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194 </p>
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195
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196 <div class="fragment"><pre>
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197 A = 3
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Daniele Nicolodi <nicolodi@science.unitn.it>
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198 f = 1e-4
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Daniele Nicolodi <nicolodi@science.unitn.it>
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199 f0 = 1e-5
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Daniele Nicolodi <nicolodi@science.unitn.it>
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200 p = 0.3
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Daniele Nicolodi <nicolodi@science.unitn.it>
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201 c = 5
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Daniele Nicolodi <nicolodi@science.unitn.it>
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202 </pre></div>
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203
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Daniele Nicolodi <nicolodi@science.unitn.it>
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204 <p>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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205
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Daniele Nicolodi <nicolodi@science.unitn.it>
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206 Fitted parameters are instead:
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207 </p>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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208
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Daniele Nicolodi <nicolodi@science.unitn.it>
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209 <div class="fragment"><pre>
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210 A = 3.02 +/- 0.05
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Daniele Nicolodi <nicolodi@science.unitn.it>
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211 f = (7 +/- 3)e-5
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Daniele Nicolodi <nicolodi@science.unitn.it>
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212 f0 = (1.003 +/- 0.003)e-5
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Daniele Nicolodi <nicolodi@science.unitn.it>
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213 p = 0.33 +/- 0.04
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Daniele Nicolodi <nicolodi@science.unitn.it>
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214 c = 4.97 +/- 0.03
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Daniele Nicolodi <nicolodi@science.unitn.it>
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215 </pre></div>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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216 <p>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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217 The correlation matrix of the parameters, the chi square, the degree of freedom, the covariance matrix are
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Daniele Nicolodi <nicolodi@science.unitn.it>
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218 store in the output <tt>pest</tt>. Other useful information are stored in the <tt>procinfo</tt> (processing information)
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Daniele Nicolodi <nicolodi@science.unitn.it>
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219 field. This field is a <tt>plist</tt> and is used to additional information that can be
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Daniele Nicolodi <nicolodi@science.unitn.it>
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220 returned from algorithms. For example, to extract the chi square, we write:
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Daniele Nicolodi <nicolodi@science.unitn.it>
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221 </p>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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222
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Daniele Nicolodi <nicolodi@science.unitn.it>
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223 <div class="fragment"><pre>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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224 params2.chi2
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Daniele Nicolodi <nicolodi@science.unitn.it>
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225 1.0253740840052
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Daniele Nicolodi <nicolodi@science.unitn.it>
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226 </pre></div>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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227 <p>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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228 And to know the correlation matrix:
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Daniele Nicolodi <nicolodi@science.unitn.it>
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229 </p>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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230
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Daniele Nicolodi <nicolodi@science.unitn.it>
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231 <div class="fragment"><pre>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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232 params2.corr
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Daniele Nicolodi <nicolodi@science.unitn.it>
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233 Columns 1 through 3
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Daniele Nicolodi <nicolodi@science.unitn.it>
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234
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Daniele Nicolodi <nicolodi@science.unitn.it>
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235 1 0.120986348157139 -0.0970894969803509
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Daniele Nicolodi <nicolodi@science.unitn.it>
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236 0.120986348157139 1 -0.966114904879414
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Daniele Nicolodi <nicolodi@science.unitn.it>
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237 -0.0970894969803509 -0.966114904879414 1
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Daniele Nicolodi <nicolodi@science.unitn.it>
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238 -0.156801230958825 -0.848296014553159 0.717376893765734
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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239 -0.0994358284166703 0.187645552903433 -0.169496082635319
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Daniele Nicolodi <nicolodi@science.unitn.it>
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diff changeset
240
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Daniele Nicolodi <nicolodi@science.unitn.it>
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241 Columns 4 through 5
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Daniele Nicolodi <nicolodi@science.unitn.it>
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242
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Daniele Nicolodi <nicolodi@science.unitn.it>
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243 -0.156801230958825 -0.0994358284166703
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
244 -0.848296014553159 0.187645552903433
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
245 0.717376893765734 -0.169496082635319
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
246 1 -0.199286767157984
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
247 -0.199286767157984 1
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Daniele Nicolodi <nicolodi@science.unitn.it>
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248 </pre></div>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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249
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Daniele Nicolodi <nicolodi@science.unitn.it>
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250 <p>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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251 Not so bad!
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Daniele Nicolodi <nicolodi@science.unitn.it>
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252 </p>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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253
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Daniele Nicolodi <nicolodi@science.unitn.it>
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254
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Daniele Nicolodi <nicolodi@science.unitn.it>
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255
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Daniele Nicolodi <nicolodi@science.unitn.it>
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256
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Daniele Nicolodi <nicolodi@science.unitn.it>
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257
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Daniele Nicolodi <nicolodi@science.unitn.it>
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258
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Daniele Nicolodi <nicolodi@science.unitn.it>
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259
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Daniele Nicolodi <nicolodi@science.unitn.it>
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260
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Daniele Nicolodi <nicolodi@science.unitn.it>
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261
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Daniele Nicolodi <nicolodi@science.unitn.it>
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262
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Daniele Nicolodi <nicolodi@science.unitn.it>
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263
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Daniele Nicolodi <nicolodi@science.unitn.it>
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264
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Daniele Nicolodi <nicolodi@science.unitn.it>
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265
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Daniele Nicolodi <nicolodi@science.unitn.it>
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266
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Daniele Nicolodi <nicolodi@science.unitn.it>
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267
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Daniele Nicolodi <nicolodi@science.unitn.it>
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268
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Daniele Nicolodi <nicolodi@science.unitn.it>
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269
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270
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271
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Daniele Nicolodi <nicolodi@science.unitn.it>
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272 </p>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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273
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Daniele Nicolodi <nicolodi@science.unitn.it>
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274 <br>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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275 <br>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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276 <table class="nav" summary="Navigation aid" border="0" width=
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Daniele Nicolodi <nicolodi@science.unitn.it>
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277 "100%" cellpadding="0" cellspacing="0">
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Daniele Nicolodi <nicolodi@science.unitn.it>
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278 <tr valign="top">
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Daniele Nicolodi <nicolodi@science.unitn.it>
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279
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Daniele Nicolodi <nicolodi@science.unitn.it>
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280 <td align="left" width="20"><a href="ltpda_training_topic_5_3.html"><img src=
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Daniele Nicolodi <nicolodi@science.unitn.it>
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281 "b_prev.gif" border="0" align="bottom" alt=
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Daniele Nicolodi <nicolodi@science.unitn.it>
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diff changeset
282 "Fitting time series with polynomials"></a>&nbsp;</td>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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283
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Daniele Nicolodi <nicolodi@science.unitn.it>
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284 <td align="left">Fitting time series with polynomials</td>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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285
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Daniele Nicolodi <nicolodi@science.unitn.it>
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286 <td>&nbsp;</td>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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287
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Daniele Nicolodi <nicolodi@science.unitn.it>
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288 <td align="right">IFO/Temperature Example - signal subtraction</td>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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289
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Daniele Nicolodi <nicolodi@science.unitn.it>
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290 <td align="right" width="20"><a href=
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Daniele Nicolodi <nicolodi@science.unitn.it>
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291 "ltpda_training_topic_5_5.html"><img src="b_next.gif" border="0" align=
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
292 "bottom" alt="IFO/Temperature Example - signal subtraction"></a></td>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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diff changeset
293 </tr>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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294
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Daniele Nicolodi <nicolodi@science.unitn.it>
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295 </table><br>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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296
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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297 <p class="copy">&copy;LTP Team</p>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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diff changeset
298 </body>
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
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diff changeset
299 </html>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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300
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Daniele Nicolodi <nicolodi@science.unitn.it>
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301 </p>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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302
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
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303 <br>
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
304 <br>
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
305 <table class="nav" summary="Navigation aid" border="0" width=
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
306 "100%" cellpadding="0" cellspacing="0">
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Daniele Nicolodi <nicolodi@science.unitn.it>
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diff changeset
307 <tr valign="top">
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Daniele Nicolodi <nicolodi@science.unitn.it>
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308 <td align="left" width="20"><a href="ltpda_training_topic_5_3.html"><img src=
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
309 "b_prev.gif" border="0" align="bottom" alt=
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Daniele Nicolodi <nicolodi@science.unitn.it>
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diff changeset
310 "Fitting time series with polynomials"></a>&nbsp;</td>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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311
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
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312 <td align="left">Fitting time series with polynomials</td>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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313
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
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314 <td>&nbsp;</td>
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
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315
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
316 <td align="right">IFO/Temperature Example - signal subtraction</td>
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
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317
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
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318 <td align="right" width="20"><a href=
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319 "ltpda_training_topic_5_5.html"><img src="b_next.gif" border="0" align=
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320 "bottom" alt="IFO/Temperature Example - signal subtraction"></a></td>
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321 </tr>
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322 </table><br>
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324 <p class="copy">&copy;LTP Team</p>
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325 </body>
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326 </html>