An Optimal Linear Time Algorithm for Quasi-Monotonic Segmentation

  • Authors:
  • Daniel Lemire;Martin Brooks;Yuhong Yan

  • Affiliations:
  • University of Quebec at Montreal;National Research Council of Canada;National Research Council of Canada

  • Venue:
  • ICDM '05 Proceedings of the Fifth IEEE International Conference on Data Mining
  • Year:
  • 2005

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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.