Nonlinear least-squares spline fitting with variable knots

DOI10.1016/J.AMC.2019.02.051zbMATH Open1429.65130arXiv2003.03847OpenAlexW2921746322WikidataQ128228600 ScholiaQ128228600MaRDI QIDQ2011125FDOQ2011125

Andrea M. Fekete, Péter Kovács

Publication date: 28 November 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Abstract: In this paper, we present a nonlinear least-squares fitting algorithm using B-splines with free knots. Since its performance strongly depends on the initial estimation of the free parameters (i.e. the knots), we also propose a fast and efficient knot-prediction algorithm that utilizes numerical properties of first-order B-splines. Using $el{l}_p;(p=1,2,infty)$ norm solutions, we also provide three different strategies for properly selecting the free knots. Our initial predictions are then iteratively refined by means of a gradient-based variable projection optimization. Our method is general in nature and can be used to estimate the optimal number of knots in cases in which no a-priori information is available. To evaluate the performance of our method, we approximated a one-dimensional discrete time series and conducted an extensive comparative study using both synthetic and real-world data. We chose the problem of electrocardiogram (ECG) signal compression as a real-world case study. Our experiments on the well-known PhysioNet MIT-BIH Arrhythmia database show that the proposed method outperforms other knot-prediction techniques in terms of accuracy while requiring much lower computational complexity.

Full work available at URL: https://arxiv.org/abs/2003.03847

zbMATH Keywords

variable projectionnonlinear least-squares problemssignal compressionfree knot splinesnonlinear nonconvex optimizationelectrocardiograms (ECG)

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Numerical computation using splines (65D07) Numerical smoothing, curve fitting (65D10) Approximation methods and heuristics in mathematical programming (90C59) Biomedical imaging and signal processing (92C55)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• A variable projection method for solving separable nonlinear least squares problems
• The Differentiation of Pseudo-Inverses and Nonlinear Least Squares Problems Whose Variables Separate
• On Polya frequency functions. IV: The fundamental spline functions and their limits
• Least squares splines with free knots: Global optimization approach.
• Approximation to Data by Splines with Free Knots
• Separable nonlinear least squares: the variable projection method and its applications
• Bounded optimal knots for regression splines
• Title not available (Why is that?)
• Title not available (Why is that?)
• An Efficient Iterative Approach for Large-Scale Separable Nonlinear Inverse Problems
• Constrained numerical optimization methods for blind deconvolution
• Title not available (Why is that?)
• On Polya Frequency Function. III. The Positivity of Translation Determinants With an Application to the Interpolation Problem by Spline Curves
• Elimination of Linear Parameters in Nonlinear Regression
• Variable projection for nonlinear least squares problems
• The `lethargy' theorem - a property of approximation by \(\gamma\)- polynomials
• Total least squares fitting of Bézier and B-spline curves to ordered data
• Least Squares Estimation for a Class of Non-Linear Models
• ECG data compression by spline approximation
• B-spline curve fitting with invasive weed optimization
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (7)

• Title not available (Why is that?)
• Estimation of Knots in Linear Spline Models
• Least squares estimation of linear splines with unknown knot locations
• Non-linear least squares fitting of Bézier surfaces to unstructured point clouds
• Interpretation ECG signals by using wavelet analysis
• Geometrically designed variable knot splines in generalized (non-)linear models
• Linear least squares problems involving fixed knots polynomial splines and their singularity study

Uses Software

• FITPACK
• PhysioToolkit

This page was built for publication: Nonlinear least-squares spline fitting with variable knots

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2011125)