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Operations Research, Systems Engineering and Industrial Engineering

Theses/Dissertations

Change point detection

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Knot Optimization For Univariate Cubic L^1 Spline Fits With Application In Change Point Detection, Manfei Xie Jan 2019

Knot Optimization For Univariate Cubic L^1 Spline Fits With Application In Change Point Detection, Manfei Xie

Graduate Research Theses & Dissertations

Cubic $L^1$ spline fits, as a type of $L^1$ approximating splines, have shown superior performance in shape preservation of geometric data with great changes. To better construct a cubic $L^1$ spline fit, the number and the location of the spline knots should be optimized rather than predetermined. This research investigates knot optimization methods for univariate cubic $L^1$ spline fits. When the number of knots is given, we design an optimization-based method to determine the best location of the knots. When the number and the location are unknown, we propose a heuristic method to find proper knot number and location. Numerical …