# Polynom fit with big errors and wrong parameters

I have a question about polynomial fitting with python and I think its a more statistical question.

When I generate code for a polynomial function 3rd order with a not constant offset/error in the $$y$$-axis and then try to fit a polynom at it with scipy.optimize not only the errors are very big, but also the parameters are completely wrong. I even give the right parameter as starting point to curve_fit. Anyway, if I use a different Method (numpy.polynomial or Fityk) I get the same strange results.

Here is a minimalistic code-example:

import numpy as np
import matplotlib.pyplot as plt
from scipy import optimize, special
import random

x = np.arange(-8,8,1)
y = []
Parameter = [1,2.2,3,-1.54]
for i in range(len(x)):
off = random.randrange(-50,50,1)/100 #plusminus 0.5
z = x[i] + off
tmp = Parameter[0]+Parameter[1]*z+Parameter[2]*z**2+Parameter[3]*z**3
y.append(tmp)

def fit(x,a,b,c,d):
return a+b*x+c*x**2+d*x**3
params, cov = optimize.curve_fit(fit,x,y,p0=[1,2.2,3,-1.54])
errors = np.sqrt(np.diag(cov))

print(params,errors)

plt.plot(x,y,'rx',label="datapoints")
plt.plot(x,fit(x,*params),label="optimize-fit")
plt.plot(x,fit(x,*Parameter),linestyle=":",label="original")

plt.legend()
plt.show()


The output is then for example [ 7.52024669 6.46958267 2.08168315 -1.59063913] [9.14611526 3.27003474 0.34030295 0.07992523]  and the plot looks like this:

So the fit looks and follows the data points quite good, but the parameters $$a$$ and $$b$$ are very off, no matter how many data points there are. Is there a way to make the fit better, or is this a statistical problem I can't quite grasp?

Maybe it's relevant to say that I have real measured data points which behave the same way, but are too odd to take in a minimalistic example. And sorry for the worse than average English.

• Welcome to the site, @Wolfmercury. Cross Validated is a different than most sites; it's strictly Q&A. We don't think of threads as ongoing or evolving discussions. When a question has been answered, it remains for posterity, so others can discover it & learn. Please don't change your Q to update it to what you now need to know (ie, "We have already cleared..."). Instead, ask a new question. You can link to this, if that helps provide context. Since you're new here, you may want to take our tour, which has information for new users. In the interim, I have rolled this back to your original Q. Jun 13, 2020 at 1:08
• I'm sorry, i didn't know that rule. Jun 13, 2020 at 12:36
• That's no problem, @Wolfmercury. Jun 13, 2020 at 12:52

You're adding noise to your x values, not your y values. Ordinary regression assumes that the only error is in measurement of y, not measurement of x.

for i in range(len(x)):
off = random.randrange(-50,50,1)/100 #plusminus 0.5
z = x[i]
tmp = Parameter[0]+Parameter[1]*z+Parameter[2]*z**2+Parameter[3]*z**3 + off
y.append(tmp)


This gives estimated parameters of [ 1.07428852 2.20807026 2.99711762 -1.54046383], which is close to your real parameters. These aren't exact because of the random variation in y.

If you're trying to model random variation in the independent variable x instead of the more usual y, then you're looking for an error-in-variables model.

• Yeah, I know that's not right, but this simulates my real data, which I can't influence, pretty good. So does this implies that my measurements have a weird $x$-Delay? Jun 12, 2020 at 18:17