New Linear Fitting Method for Time Series
Yong Zhang · Jisuanji gongcheng · 2011
This paper proposes a new linear fitting method for time series.The turning points are picked up in terms of the slope changes of the adjacent point connections,and the set of key points of the time series is obtained by merging these points with extreme points.The method can not only eliminate the noise points,but also more precisely locate the key points of the series.Test results show the method can much better reflect the original time series.Comparing this method with the existed ones,the smaller fitting errors are achieved.