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Fitting data to system of ODEs using Python via Scipy & Numpy

I am having some trouble translating my MATLAB code into Python via Scipy & Numpy. I am stuck on how to find optimal parameter values (k0 and k1) for my system of ODEs to fit to my ten observed data points. I currently have an initial guess for k0 and k1. In MATLAB, I can using something called 'fminsearch' which is a function that takes the system of ODEs, the observed data points, and the initial values of the system of ODEs. It will then calculate a new pair of parameters k0 and k1 that will fit the observed data. I have included my code to see if you can help me implement some kind of 'fminsearch' to find the optimal parameter values k0 and k1 that will fit my data. I want to add whatever code to do this to my lsqtest.py file.

I have three .py files - ode.py, lsq.py, and lsqtest.py

ode.py:

def f(y, t, k): 
return (-k[0]*y[0],
      k[0]*y[0]-k[1]*y[1],
      k[1]*y[1])

lsq.py:

import pylab as py
import numpy as np
from scipy import integrate
from scipy import optimize
import ode
def lsq(teta,y0,data):
    #INPUT teta, the unknowns k0,k1
    # data, observed 
    # y0 initial values needed by the ODE
    #OUTPUT lsq value

    t = np.linspace(0,9,10)
    y_obs = data #data points
    k = [0,0]
    k[0] = teta[0]
    k[1] = teta[1]

    #call the ODE solver to get the states:
    r = integrate.odeint(ode.f,y0,t,args=(k,))


    #the ODE system in ode.py
    #at each row (time point), y_cal has
    #the values of the components [A,B,C]
    y_cal = r[:,1] #separate the measured B
    #compute the expression to be minimized:
    return sum((y_obs-y_cal)**2)

lsqtest.py:

import pylab as py
import numpy as np
from scipy import integrate
from scipy import optimize
import lsq


if __name__ == '__main__':

    teta = [0.2,0.3] #guess for parameter values k0 and k1
    y0 = [1,0,0] #initial conditions for system
    y = [0.000,0.416,0.489,0.595,0.506,0.493,0.458,0.394,0.335,0.309] #observed data points
    data = y
    resid = lsq.lsq(teta,y0,data)
    print resid
like image 526
Zack Avatar asked Jul 01 '12 01:07

Zack


1 Answers

Look at the scipy.optimize module. The minimize function looks fairly similar to fminsearch, and I believe that both basically use a simplex algorithm for optimization.

like image 137
sfstewman Avatar answered Oct 06 '22 22:10

sfstewman