Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Algorithm and threshold advice for piecewise linear #297

Open
water-e opened this issue May 17, 2023 · 0 comments
Open

Algorithm and threshold advice for piecewise linear #297

water-e opened this issue May 17, 2023 · 0 comments

Comments

@water-e
Copy link

water-e commented May 17, 2023

I have a signal as shown in the picture below (black line, red is a truth I'm trying to reconstruct). My desired outcome is to discover one change point around t=47.5. The structural breaks are scalar shifts or as shown here "fast slide" of overall magnitude 2*pi. The slow climbing slope is not known, but it persists. I can't rely on there being one break, but the scales in the picture are pretty reliable (slope vs 2 pi shift vs +/- 1 pi noise).

If I working manually, I could find a linear trend based on trial and error that makes the plot piecewise constant. In that case, even though I have trouble interpreting the costs and scores, it isn't hard to find parameters that work.

Any advice on model? I tried linear. The only issue is to try to interpret the costs and parameters that are reasonable compared to what I know. -thanks

image

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant