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From: Sudheer Joseph <sudheer.joseph@yahoo.com>
To: Discussion of Numerical Python <numpy-discussion@scipy.org>
Sent: Saturday, 10 August 2013 8:56 PM
Subject: Re: [Numpy-discussion] solving matrix

I thought I should add the error I get too.

From: Sudheer Joseph <sudheer.joseph@yahoo.com>

To: "numpy-discussion@scipy.org" <numpy-discussion@scipy.org>
Sent: Saturday, 10 August 2013 8:40 PM
Subject: [Numpy-discussion] solving matrix

Dear Experts,

I am trying to write the below piece of matlab code to a python script. The objective of the code is to find a fit of annual harmonic to a time series and then remove it from the time series. It uses matlabs E\ts to find the coefficients of harmonic fit, I used linlag.lstsq equivalent in python but feel the result is not correct. Can any one advice on this please.

##########Matlab CODE################

function[an_fit,sam_fit,fit_both]=calcharm(t,ts,dt)
subplot 211
plot(t,ts)
legend('Orig Tser')
xlabel('TIME')
title('ORIGINAL TIMESERIES')
figure(gcf)
disp('Paused...');pause
%% Prepare Annual signal
fann = 2*pi/(365.25/dt);
E = [ones(size(t)) cos(fann*t) sin(fann*t)];
a = E\ts;
%dfit = a(1) + a(2)*cos(fann*t) + a(3)*sin(fann*t);
% % or more easily:
an_fit = E*a;

#################PYTHON CODE ##################
import numpy as np
from numpy import pi,c_,ones,size,cos,sin
t=np.arange(1,365.25*5)
dt=np.average(np.diff(t))
acyc = 2*pi/(365.25/dt)

365.25/4)/dt)
E1=c_[ones(size(t)),cos(acyc*t),sin(acyc*t)]
linalg.lstsq(E1,ts)
an_fit = E*a

###############ERROR##################
ts.shape
Out[243]: (1828, 1)
E1.shape
Out[244]: (1826, 3)
linalg.lstsq(E1,ss)
---------------------------------------------------------------------------
LinAlgError                               Traceback (most recent call last)
/home/sjo/work/PY_WORK/PY_TSER/<ipython-input-245-2eb3822d2564> in <module>()
----> 1 linalg.lstsq(E1,ss)

/usr/local/lib/python2.7/dist-packages/numpy-1.7.0-py2.7-linux-x86_64.egg/numpy/linalg/linalg.pyc in lstsq(a, b, rcond)
   1801     ldb = max(n, m)
   1802     if m != b.shape[0]:
-> 1803         raise LinAlgError('Incompatible dimensions')
   1804     t, result_t = _commonType(a, b)
   1805     result_real_t = _realType(result_t)

LinAlgError: Incompatible dimensions


with best regards,
Sudheer

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