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29 March 2024
 
  » arxiv » math.NA/0309285

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An Algorithm for Optimal Partitioning of Data on an Interval
Brad Jackson ; Jeffrey D. Scargle ; David Barnes ; Sundararajan Arabhi ; Alina Alt ; Peter Gioumousis ; Elyus Gwin ; Paungkaew Sangtrakulcharoen ; Linda Tan ; Tun Tao Tsai ;
Date 17 Sep 2003
Subject Numerical Analysis; Combinatorics; Computational Engineering, Finance, and Science; Data Structures and Algorithms; Information Theory MSC-class: 65C60 | math.NA astro-ph cs.CE cs.DS cs.IT math.CO
AbstractMany signal processing problems can be solved by maximizing the fitness of a segmented model over all possible partitions of the data interval. This letter describes a simple but powerful algorithm that searches the exponentially large space of partitions of $N$ data points in time $O(N^2)$. The algorithm is guaranteed to find the exact global optimum, automatically determines the model order (the number of segments), has a convenient real-time mode, can be extended to higher dimensional data spaces, and solves a surprising variety of problems in signal detection and characterization, density estimation, cluster analysis and classification.
Source arXiv, math.NA/0309285
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