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Subject: Re: Data reduction




"binesh" wrote in message
news:1147252903.841173.272590@j73g2000cwa.googlegroups.com...
> I have time varying data of a quantity. The data was acquired every
> second and is noisy. I am looking for an efficient algorithm which
> would find out the time periods over which the quanity does not vary
> significantly(I can specify the tolerance in terms of the rate of
> change of quantity available).Please help!The following figure
> illustrates the problem. The output of the algorithm should be the #.

Something that might be of use are "WMMR filters" (do a
Google search on this term). Some of us had worked on
these many years ago. For signals, the fixed points of the
filters are piecewise constant. They have the property that
they smooth blocks of data that do not vary much but enhance
edges (regions where data varies a lot).

--
Dave Eberly
http://www.geometrictools.com



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