An adaptive algorithm for least squares piecewise monotonic data fitting

DOI10.1016/J.CSDA.2004.05.029MaRDI QIDQ957224zbMATH OpenOpenAlexFDO

Authors Ioannis C. Demetriou, Evangelos 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 programmingleast squarestrend testapproximationturning pointdata fittingdivided differencepeakisotonicpiecewise monotonicresidual test

Mathematics Subject Classification ID

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

Recommendations

• Adaptive data fitting by the progressive-iterative approximation
• scientific article; zbMATH DE number 621941
• Adaptivity and optimality of the monotone least-squares estimator
• A decomposition theorem for the least squares piecewise monotonic data approximation problem
• Least squares data fitting using shape preserving piecewise approximations
• scientific article; zbMATH DE number 786551
• Least Squares Smoothing of Univariate Data to achieve Piecewise Monotonicity
• Fast and flexible methods for monotone polynomial fitting
• Adaptive algorithm for constrained least-squares problems

Cites work

• scientific article; zbMATH DE number 427543 (Why is no real title available?)
• scientific article; zbMATH DE number 3140897 (Why is no real title available?)
• scientific article; zbMATH DE number 4201397 (Why is no real title available?)
• scientific article; zbMATH DE number 3981108 (Why is no real title available?)
• scientific article; zbMATH DE number 45848 (Why is no real title available?)
• scientific article; zbMATH DE number 46484 (Why is no real title available?)
• scientific article; zbMATH DE number 193111 (Why is no real title available?)
• scientific article; zbMATH DE number 3599370 (Why is no real title available?)
• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• scientific article; zbMATH DE number 780021 (Why is no real title available?)
• scientific article; zbMATH DE number 1416649 (Why is no real title available?)
• scientific article; zbMATH DE number 3336324 (Why is no real title available?)
• Discrete Piecewise Monotonic Approximation by a Strictly Convex Distance Function
• Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
• Least Squares Smoothing of Univariate Data to achieve Piecewise Monotonicity
• Nonmetric multidimensional scaling. A numerical method
• On the Power Function of Tests of Randomness Based on Runs up and Down

Cited in

(5)

• Second special issue on computational econometrics
• Recursive computation of piecewise constant volatilities
• Best L1 piecewise monotonic data modelling
• A binary search algorithm for univariate data approximation and estimation of extrema by piecewise monotonic constraints
• Mean-square trend

Describes a project that uses

Uses Software

• FITPACK
• L2WPMA

This page was built for publication: An adaptive algorithm for least squares piecewise monotonic data fitting

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q957224)