[SciPy-user] concave and convex function

mudit sharma mudit_19a@yahoo....
Wed May 27 17:39:28 CDT 2009


my apologies Josef. I am going to have use the first derivative as my other approach is very time consuming. I was thinking of smooth data using savitzky golay filter, fitting 5 day time lag and narrow down the search based on best fit and work upward to higher frequency. Then use angle, depth and height parameters to find matches.Although, it's very useful in pattern recognitions( V, W, and M shape trend reversals) but very time consuming as I am dealing very large datasets.  

So I am just going to use first derivative and then fit just top and bottoms to remove noise.

Mudit



----- Original Message ----
From: "josef.pktd@gmail.com" <josef.pktd@gmail.com>
To: SciPy Users List <scipy-user@scipy.org>
Sent: Wednesday, 27 May, 2009 15:27:25
Subject: Re: [SciPy-user] concave and convex function

On Wed, May 27, 2009 at 10:13 AM, mudit sharma <mudit_19a@yahoo.com> wrote:
>
> Thanks Robert. I appreciate your response.
>
> I found the solution finally, which is, using Savitzky Golay filter for smoothing as it preserves the shape. Then using peak and trough points detection algorithm. Some useful links here:
> http://terpconnect.umd.edu/~toh/spectrum/PeakFindingandMeasurement.htm. Unfortunately, all these matlab scripts so will have to write python equivalent.
>
> Mudit
>
>
>
> ----- Original Message ----
> From: Robert Kern <robert.kern@gmail.com>
> To: SciPy Users List <scipy-user@scipy.org>
> Sent: Monday, 18 May, 2009 23:20:24
> Subject: Re: [SciPy-user] concave and convex function
>
> On Mon, May 18, 2009 at 02:57, Sebastian Walter
> <sebastian.walter@gmail.com> wrote:
>> On Sun, May 17, 2009 at 3:50 PM, mudit sharma <mudit_19a@yahoo.com> wrote:
>>>
>>> Thanks for your response.
>>>
>>> By M & W curve I meant M & W shape curves( subset ) and by cycle I meant wave cycle..
>> Is that supposed to describe what is meant by M & W?
>
> Peak-trough-peak and trough-peak-trough patterns, respectively, like
> the shapes of the letters.
>
>> No offense, but
>> if you want help, you should
>> state your problem in a way that other ppl understand....
>
> His actual question is reasonably well-worded (he wants to classify
> the signal into convex and concave portions), but you got distracted
> by the irrelevant portion.
>
> --


I still don't see identifying peaks and troughs anywhere in the
initial question.
Identifying peaks and troughs is a question for zeros in the first
derivative; identifying convex and concave regions is a question for
zeros in the second derivative.

There is an entire "industry" trying to do this for the business cycle.

Josef
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