fitting exponential decay with no initial guessing

Question

Does anyone know a scipy/numpy module which will allow to fit exponential decay to data?

Google search returned a few blog posts, for example - http://exnumerus.blo

Answer 1

I never got curve_fit to work properly, as you say I don't want to guess anything. I was trying to simplify Joe Kington's example and this is what I got working. The idea is to translate the 'noisy' data into log and then transalte it back and use polyfit and polyval to figure out the parameters:

model = np.polyfit(xVals, np.log(yVals) , 1);   
splineYs = np.exp(np.polyval(model,xVals[0]));
pyplot.plot(xVals,yVals,','); #show scatter plot of original data
pyplot.plot(xVals,splineYs('b-'); #show fitted line
pyplot.show()

where xVals and yVals are just lists.