» pip install pwlf
What is pwlf?
Is pwlf popular?
Is pwlf well maintained?
You can use numpy.piecewise() to create the piecewise function and then use curve_fit(), Here is the code
from scipy import optimize
import matplotlib.pyplot as plt
import numpy as np
%matplotlib inline
x = np.array([1, 2, 3, 4, 5, 6, 7, 8, 9, 10 ,11, 12, 13, 14, 15], dtype=float)
y = np.array([5, 7, 9, 11, 13, 15, 28.92, 42.81, 56.7, 70.59, 84.47, 98.36, 112.25, 126.14, 140.03])
def piecewise_linear(x, x0, y0, k1, k2):
return np.piecewise(x, [x < x0], [lambda x:k1*x + y0-k1*x0, lambda x:k2*x + y0-k2*x0])
p , e = optimize.curve_fit(piecewise_linear, x, y)
xd = np.linspace(0, 15, 100)
plt.plot(x, y, "o")
plt.plot(xd, piecewise_linear(xd, *p))
the output:

For an N parts fitting, please reference segments_fit.ipynb
You can use pwlf to perform continuous piecewise linear regression in Python. This library can be installed using pip.
There are two approaches in pwlf to perform your fit:
- You can fit for a specified number of line segments.
- You can specify the x locations where the continuous piecewise lines should terminate.
Let's go with approach 1 since it's easier, and will recognize the 'gradient change point' that you are interested in.
I notice two distinct regions when looking at the data. Thus it makes sense to find the best possible continuous piecewise line using two line segments. This is approach 1.
import numpy as np
import matplotlib.pyplot as plt
import pwlf
x = np.array([1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15])
y = np.array([5, 7, 9, 11, 13, 15, 28.92, 42.81, 56.7, 70.59,
84.47, 98.36, 112.25, 126.14, 140.03])
my_pwlf = pwlf.PiecewiseLinFit(x, y)
breaks = my_pwlf.fit(2)
print(breaks)
[ 1. 5.99819559 15. ]
The first line segment runs from [1., 5.99819559], while the second line segment runs from [5.99819559, 15.]. Thus the gradient change point you asked for would be 5.99819559.
We can plot these results using the predict function.
x_hat = np.linspace(x.min(), x.max(), 100)
y_hat = my_pwlf.predict(x_hat)
plt.figure()
plt.plot(x, y, 'o')
plt.plot(x_hat, y_hat, '-')
plt.show()
