1 files changed, 133 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math/optimization/fitting/HarmonicFitter.java b/src/main/java/org/apache/commons/math/optimization/fitting/HarmonicFitter.java
new file mode 100644
index 0000000..ef019c9
--- /dev/null
+++ b/src/main/java/org/apache/commons/math/optimization/fitting/HarmonicFitter.java
@@ -0,0 +1,133 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements.  See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License.  You may obtain a copy of the License at
+ *
+ *      http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.commons.math.optimization.fitting;
+
+import org.apache.commons.math.FunctionEvaluationException;
+import org.apache.commons.math.exception.util.LocalizedFormats;
+import org.apache.commons.math.optimization.DifferentiableMultivariateVectorialOptimizer;
+import org.apache.commons.math.optimization.OptimizationException;
+import org.apache.commons.math.util.FastMath;
+
+/** This class implements a curve fitting specialized for sinusoids.
+ * <p>Harmonic fitting is a very simple case of curve fitting. The
+ * estimated coefficients are the amplitude a, the pulsation &omega; and
+ * the phase &phi;: <code>f (t) = a cos (&omega; t + &phi;)</code>. They are
+ * searched by a least square estimator initialized with a rough guess
+ * based on integrals.</p>
+ * @version $Revision: 1073158 $ $Date: 2011-02-21 22:46:52 +0100 (lun. 21 févr. 2011) $
+ * @since 2.0
+ */
+public class HarmonicFitter {
+
+    /** Fitter for the coefficients. */
+    private final CurveFitter fitter;
+
+    /** Values for amplitude, pulsation &omega; and phase &phi;. */
+    private double[] parameters;
+
+    /** Simple constructor.
+     * @param optimizer optimizer to use for the fitting
+     */
+    public HarmonicFitter(final DifferentiableMultivariateVectorialOptimizer optimizer) {
+        this.fitter = new CurveFitter(optimizer);
+        parameters  = null;
+    }
+
+    /** Simple constructor.
+     * <p>This constructor can be used when a first guess of the
+     * coefficients is already known.</p>
+     * @param optimizer optimizer to use for the fitting
+     * @param initialGuess guessed values for amplitude (index 0),
+     * pulsation &omega; (index 1) and phase &phi; (index 2)
+     */
+    public HarmonicFitter(final DifferentiableMultivariateVectorialOptimizer optimizer,
+                          final double[] initialGuess) {
+        this.fitter     = new CurveFitter(optimizer);
+        this.parameters = initialGuess.clone();
+    }
+
+    /** Add an observed weighted (x,y) point to the sample.
+     * @param weight weight of the observed point in the fit
+     * @param x abscissa of the point
+     * @param y observed value of the point at x, after fitting we should
+     * have P(x) as close as possible to this value
+     */
+    public void addObservedPoint(double weight, double x, double y) {
+        fitter.addObservedPoint(weight, x, y);
+    }
+
+    /** Fit an harmonic function to the observed points.
+     * @return harmonic function best fitting the observed points
+     * @throws OptimizationException if the sample is too short or if
+     * the first guess cannot be computed
+     */
+    public HarmonicFunction fit() throws OptimizationException {
+
+        // shall we compute the first guess of the parameters ourselves ?
+        if (parameters == null) {
+            final WeightedObservedPoint[] observations = fitter.getObservations();
+            if (observations.length < 4) {
+                throw new OptimizationException(LocalizedFormats.INSUFFICIENT_OBSERVED_POINTS_IN_SAMPLE,
+                                                observations.length, 4);
+            }
+
+            HarmonicCoefficientsGuesser guesser = new HarmonicCoefficientsGuesser(observations);
+            guesser.guess();
+            parameters = new double[] {
+                guesser.getGuessedAmplitude(),
+                guesser.getGuessedPulsation(),
+                guesser.getGuessedPhase()
+            };
+
+        }
+
+        try {
+            double[] fitted = fitter.fit(new ParametricHarmonicFunction(), parameters);
+            return new HarmonicFunction(fitted[0], fitted[1], fitted[2]);
+        } catch (FunctionEvaluationException fee) {
+            // should never happen
+            throw new RuntimeException(fee);
+        }
+
+    }
+
+    /** Parametric harmonic function. */
+    private static class ParametricHarmonicFunction implements ParametricRealFunction {
+
+        /** {@inheritDoc} */
+        public double value(double x, double[] parameters) {
+            final double a     = parameters[0];
+            final double omega = parameters[1];
+            final double phi   = parameters[2];
+            return a * FastMath.cos(omega * x + phi);
+        }
+
+        /** {@inheritDoc} */
+        public double[] gradient(double x, double[] parameters) {
+            final double a     = parameters[0];
+            final double omega = parameters[1];
+            final double phi   = parameters[2];
+            final double alpha = omega * x + phi;
+            final double cosAlpha = FastMath.cos(alpha);
+            final double sinAlpha = FastMath.sin(alpha);
+            return new double[] { cosAlpha, -a * x * sinAlpha, -a * sinAlpha };
+        }
+
+    }
+
+}