Abstract
A time series with natural or artificially created inhomogeneities can be segmented into parts with different statistical characteristics. In this study, three algorithms are presented for time series segmentation; the first is based on dynamic programming and the second and the third - the latter being an improved version of the former - are based on the branch-and-bound approach. The algorithms divide the time series into segments using the first order statistical moment (average). Tested on real world time series of several hundred or even over a thousand terms the algorithms perform segmentation satisfactorily and fast.
Original language | English |
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Pages (from-to) | 4600-4608 |
Number of pages | 9 |
Journal | Hydrological Processes |
Volume | 22 |
Issue number | 23 |
DOIs | |
Publication status | Published - 15 Nov 2008 |
Keywords
- Branch-and-bound approach
- Change point
- Dynamic programming
- Segmentation
- Time series