[SciPy-User] a reference: signal splines
Wed Jan 18 16:14:04 CST 2012
I'm still looking at smoothing splines.
This reference looks good for equal spaced data (which I'm not really
interested in). Includes matlab code in paper.
(as aside: The spline code in scipy.signal has a single test, as far
as I have seen.)
A fast compact algorithm for cubic spline smoothing
Computational Statistics & Data Analysis, Volume 53, Issue 4, 15
February 2009, Pages 932–940
An efficient algorithm is presented for computing discrete or
continuous cubic smoothing splines with uniformly spaced and uniformly
weighted measurements. The algorithm computes both the spline values
and the generalized cross-validation score. Execution time and memory
use are reduced by carefully exploiting the problem’s rich structure.
The frequency domain properties of the steady-state cubic spline
smoother are also examined.
Table 2. Execution time and memory use.
n, r Our algorithm MATLAB spline toolbox
105, 2 36 ms/4.8 MB 1.00 s/19.2 MB
106, 2 367 ms/48 MB 12.2 s/192 MB
105, 10 117 ms/11.2 MB 1.51 s/25.6 MB
106, 10 1.19 s/112 MB 17.8 s/256 MB
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