Modified dynamic programming approach for offline segmentation of long hydrometeorological time series
Publikation: Beiträge in Zeitschriften › Zeitschriftenaufsätze › Forschung › begutachtet
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in: Stochastic Environmental Research and Risk Assessment, Jahrgang 24, Nr. 5, 07.2010, S. 547-557.
Publikation: Beiträge in Zeitschriften › Zeitschriftenaufsätze › Forschung › begutachtet
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TY - JOUR
T1 - Modified dynamic programming approach for offline segmentation of long hydrometeorological time series
AU - Gedikli, Abdullah
AU - Aksoy, Hafzullah
AU - Unal, N. Erdem
AU - Kehagias, Athanasios
PY - 2010/7
Y1 - 2010/7
N2 - For the offline segmentation of long hydrometeological time series, a new algorithm which combines the dynamic programming with the recently introduced remaining cost concept of branch-and-bound approach is developed. The algorithm is called modified dynamic programming (mDP) and segments the time series based on the first-order statistical moment. Experiments are performed to test the algorithm on both real world and artificial time series comprising of hundreds or even thousands of terms. The experiments show that the mDP algorithm produces accurate segmentations in much shorter time than previously proposed segmentation algorithms.
AB - For the offline segmentation of long hydrometeological time series, a new algorithm which combines the dynamic programming with the recently introduced remaining cost concept of branch-and-bound approach is developed. The algorithm is called modified dynamic programming (mDP) and segments the time series based on the first-order statistical moment. Experiments are performed to test the algorithm on both real world and artificial time series comprising of hundreds or even thousands of terms. The experiments show that the mDP algorithm produces accurate segmentations in much shorter time than previously proposed segmentation algorithms.
KW - Change point
KW - Dynamic programming
KW - Modified dynamic programming
KW - Offline segmentation
KW - Remaining cost concept
KW - Time series
KW - Chemistry
UR - http://www.scopus.com/inward/record.url?scp=77955052703&partnerID=8YFLogxK
U2 - 10.1007/s00477-009-0335-x
DO - 10.1007/s00477-009-0335-x
M3 - Journal articles
AN - SCOPUS:77955052703
VL - 24
SP - 547
EP - 557
JO - Stochastic Environmental Research and Risk Assessment
JF - Stochastic Environmental Research and Risk Assessment
SN - 1436-3240
IS - 5
ER -