An adaptive algorithm for least squares piecewise monotonic data fitting

DOI10.1016/j.csda.2004.05.029zbMath1429.62033OpenAlexW2061744551MaRDI QIDQ957224

I. C. Demetriou, E. E. Vassiliou

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2004.05.029

zbMATH Keywords

smoothingdynamic programmingapproximationdata fittingturning pointleast squaresdivided differencetrend testpeakisotonicpiecewise monotonicresidual test

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Numerical smoothing, curve fitting (65D10)

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A binary search algorithm for univariate data approximation and estimation of extrema by piecewise monotonic constraints, Recursive computation of piecewise constant volatilities, Second special issue on computational econometrics

Uses Software

• L2WPMA
• FITPACK

Cites Work

• Nonmetric multidimensional scaling. A numerical method
• Least Squares Smoothing of Univariate Data to achieve Piecewise Monotonicity
• Discrete Piecewise Monotonic Approximation by a Strictly Convex Distance Function
• Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
• On the Power Function of Tests of Randomness Based on Runs up and Down
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