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 |
|---|---|
| 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