Comparison
Continuity provided by the derivatives
Introduced in this YouTube video:
This introduces finding the lower peaks of a financial time series to
interpolate these values across the data points of the lower peaks to
generate the lower envelope of this time series.
There are different interpolation methods introduced here. Piecewise Cubic Hermite Interpolating Polynomial (PCHIP), Natural Cubic Spline Interpolation, and AKIMA Spline Interpolations are the effective tool for the enveloping. The choice will differ depending on the purpose of finding the envelope.
My Python codes are displayed below:
