An Optimal Linear Time Algorithm for Quasi-Monotonic Segmentation
I posted on my web site our ICDM-05 paper :An Optimal Linear Time Algorithm for Quasi-Monotonic Segmentation.
I really like this paper. Here’s the abstract:
Monotonicity is a simple yet significant qualitative characteristic. We consider the problem of segmenting an array in up to K segments. We want segments to be as monotonic as possible and to alternate signs. We propose a quality metric for this problem, present an optimal linear time algorithm based on novel formalism, and compare experimentally its performance to a linear time top-down regression algorithm. We show that our algorithm is faster and more accurate. Applications include pattern recognition and qualitative modeling.