HANDFIT: an algorithm for automatic fitting of continuous piecewise regression, with application to feature extraction from remote sensing time series data

Authors:
Miguel A. García;Francisco Rodríguez
Affiliations:
University of Alicante, Department of Applied Mathematics, Alicante, Spain;University of Alicante, Department of Applied Mathematics, Alicante, Spain
Venue:
ISCGAV'08 Proceedings of the 8th conference on Signal processing, computational geometry and artificial vision
Year:
2008

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Abstract

This work presents the algorithm HANDFIT, an iterative method for continuous piecewise regression with automatic change-points estimation. From an initial guess about the number and positions of the change-points or hinges, they are iteratively adjusted by Newton-like displacements, with very fast convergence in most cases. The algorithm allows for sufficiently close hinges to be identified, thus reducing the number of change-points. Examples of applications to feature extraction from remote sensing vegetation indices time series data are presented.