Fused Lasso Nearly Isotonic Signal Approximation

In this paper we introduce and study fused lasso nearly-isotonic signal approximation, which is a combination of fused lasso and nearly-isotonic regression. We show how these three estimators relate to each other, derive solution to the general problem, show that it is computationally feasible and provides a trade-off between piecewise monotonicity, sparsity and goodness-of-fit. Also, we derive the degrees of freedom.