Python中数据点的平均趋势曲线 [英] Average trend curve for data points in Python

问题描述

我很想重现与此类似的情节:

_{(来源: brleader.com )}

我的意思是我有一组数据点，我希望有一条曲线可以显示平均趋势.

我尝试将随机噪声添加到函数y = 2x

  from scipy import interpolate

  x=arange(0,1,1e-3)
  noise=np.random.random(len(x))
  y=2*x+noise

然后我使用了一些Scipt函数来插值数据

  xnew=arange(0,1,1e-1)
  f=interpolate.UnivariateSpline(x,y)
  g=interpolate.interp1d(x,y)
  plot(x,y,'ro',xnew,f(xnew),'-',xnew,g(xnew),'--')
  show()

但是我得到的曲线几乎不像y = 2 * x.我希望有一条平滑的曲线可以平均数据.我可以使用哪种方法/功能?

解决方案

曲线看起来不像y=2*x的原因之一(我认为确实如此，但这要视情况而定)是您的噪音很大与y的平均变化相比.如果您尝试以下操作:

noise=0.1*np.random.random(len(x))

(即降低噪音)或

y=5*x**2+noise

(即，将y中的更改放大)，您会看到插值可以更好地跟踪数据.

您可能还想签出:

http://www.scipy.org/Cookbook/SignalSmooth

I'd love to reproduce a plot similar to this:

_{(source: brleader.com)}

I mean I have a set of data points and I'd love to have a curve which shows the average trend.

I tried adding random noise to the function y=2x

  from scipy import interpolate

  x=arange(0,1,1e-3)
  noise=np.random.random(len(x))
  y=2*x+noise

And then I used some of the Scipt function to interpolate data

  xnew=arange(0,1,1e-1)
  f=interpolate.UnivariateSpline(x,y)
  g=interpolate.interp1d(x,y)
  plot(x,y,'ro',xnew,f(xnew),'-',xnew,g(xnew),'--')
  show()

But the curve I get hardly resemble y=2*x. I'd love to have a smooth curve which average the data. Which method/function can I use?

解决方案

One of the reasons why the curve doesn't look like y=2*x (I think it does, but that's subject to opinion) is that your noise is large compared to the average change in y. If you try something like:

noise=0.1*np.random.random(len(x))

(i.e make the noise smaller) or

y=5*x**2+noise

(i.e make the change in y larger), you'll see that the interpolation tracks the data better.

You might also want to check out:

http://www.scipy.org/Cookbook/SignalSmooth

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