[SciPy-user] piecewise linear approximation
Robert Kern
robert.kern@gmail....
Tue Feb 5 16:53:56 CST 2008
John Hunter wrote:
> I would like to do a piecewise linear approximation to a time series
> using the constraint that I can use at most N piecewise linear
> segments where the error between the piecewise approximation and the
> original time series in minimized. N is an input to the algorithm. I
> suspect this problem is solved somewhere (using scipy!), so am
> wondering if someone can point me to the light.
Not OOB, no. Most algorithms I am aware of (e.g. Douglas-Peucker) are
constrained by the error rather than the number of segments. You might be able
to find an algorithm that can be modified to do so in the references here
(search in the page for "Piecewise Linear Approximation"; the first paper there
is a good overview of several algorithms):
http://appsrv.cse.cuhk.edu.hk/~mzhou/time%20series%20reading.htm
One approach would be to use one of these error-limited algorithms and relax the
error constraint until you only use N or fewer segments.
--
Robert Kern
"I have come to believe that the whole world is an enigma, a harmless enigma
that is made terrible by our own mad attempt to interpret it as though it had
an underlying truth."
-- Umberto Eco
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