Implement "Numerical Differentiation of Noisy, Nonsmooth Data"

go-graphite / carbonapi

Implementation of graphite API (graphite-web) in golang

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Implement "Numerical Differentiation of Noisy, Nonsmooth Data" #148

Open dgryski opened 8 years ago

dgryski commented 8 years ago

http://www.hindawi.com/journals/isrn/2011/164564/

It might be too slow for regular interactive use. Need to benchmark what's reasonable.

dgryski commented 8 years ago

" Although convergence is nearly complete after 100 iterations, the points closest to the jump move much more slowly, adopting their final positions after 7000 iterations. This takes just 13.1 s, running on a conventional dual-core desktop"

Not looking promising.