How to determine breakpoints locally in a continuous piecewise linear regression so identified breakpoints are not affected by series truncation?
I am trying to find a method to do piecewise linear curve-fitting where the break points are determined by some purely local method (i.e., so that breakpoint identification is not be affected by a distal truncation of the data set.
How to determine breakpoints locally in a piecewise linear regression so identified breakpoints are not affected by series truncation?
I am trying to find a method to do piecewise linear curve-fitting where the break points are determined by some purely local method (i.e., that the breakpoint identification would not be affected by a distal truncation of the data set.