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arXiv · 1510.07557

$L_1$ spline fits via sliding window process : continuous and discrete cases

Laurent Gajny·Olivier Gibaru·Eric Nyiri
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Abstract

Best $L_1$ approximation of the Heaviside function and best $\ell_1$ approximation of multiscale univariate datasets by cubic splines have a Gibbs phenomenon. Numerical experiments show that it can be reduced by using $L_1$ spline fits which are best $L_1$ approximations in an appropriate spline space obtained by the union of $L_1$ interpolation splines. We prove here the existence of $L_1$ spline fits which has never been done to the best of our knowledge. Their major disadvantage is that obtaining them can be time consuming. Thus we propose a sliding window method on seven nodes which is as efficient as the global method both for functions and datasets with abrupt changes of magnitude but within a linear complexity on the number of spline nodes.

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Laurent Gajny, Olivier Gibaru, Eric Nyiri. 2015-10-26. $L_1$ spline fits via sliding window process : continuous and discrete cases. https://arxiv.org/abs/1510.07557

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