An Algorithm for Optimal Partitioning of Data on an Interval
数值分析
2025-10-20 v2 天体物理学
计算工程、金融与科学
数据结构与算法
信息论
数值分析
组合数学
math.IT
摘要
Many 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 data points in time . 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.
引用
@article{arxiv.math/0309285,
title = {An Algorithm for Optimal Partitioning of Data on an Interval},
author = {Brad Jackson and Jeffrey D. Scargle and David Barnes and Sundararajan Arabhi and Alina Alt and Peter Gioumousis and Elyus Gwin and Paungkaew Sangtrakulcharoen and Linda Tan and Tun Tao Tsai},
journal= {arXiv preprint arXiv:math/0309285},
year = {2025}
}
备注
3 pages, 1 figure, submitted to IEEE Signal Processing Letters, revised version with added references