linenvelope
LINENVELOPE is software for bounding time series data with a piecewise linear band.
Copyright 2008 Allan Willms.
This C software source code is distributed under the GNU General Public License,
Version 3.
Bug reports and comments should be sent to
Allan Willms.
Download
Both the following compressed files contain
linenvelope.c, linenvelope.h,
and GNU_GPL.txt.
Description
LINENVELOPE constructs a piecewise linear band (two
piecewise linear curves differing by a constant vertical offset) which
bounds a given data set {(t i, y i)}.
The quality of the fit is governed by two parameters, one which defines when
two adjacent step discontinuities in the slope in opposite directions are considered
"close", and the other which defines the maximum number
of such close points.
The algorithm is described in
- A.R. Willms,
Bounding data with a piecewise linear band,
SIAM J. Sci. Comput. 31 (3) (2009) 2361-2367.
TASLE is an algorithm for
the same purpose which is an improvement over LINENVELOPE.
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