In this python code I developed the three main approaches for approximating a signal given as input as a set of segments. The three algorithms implemented are :

• Sliding windows
• Top down
• Bottom up

All these algorithms are implemented and compared

Both interpolation and regression are developed, as shows the pictures here below:

In order to run the script:

• if you want to run the piecewise segmentation interpolation, run main_interpolation.py
• if you want to run the piecewise segmentation regression, run main_regression.py

Input data comes from two sources:

• Yahoo API: implemented in method 'draw_window_API'
• Local Database (not included in the package) : implemented in method 'draw_window'

By default when class method 'draw_window_API'