A dynamic programming approach to segmented isotonic regression
This paper proposes a polynomial-time algorithm to construct the monotone stepwise curve that minimizes the sum of squared errors with respect to a given cloud of data points. The fitted curve is also constrained on the maximum number of steps it can be composed of and on the minimum step length.
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Published in | Omega (Oxford) |
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Main Authors | , , , |
Format | Journal Article |
Language | English |
Published |
Elsevier
2021
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Subjects | |
Online Access | Get full text |
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Summary: | This paper proposes a polynomial-time algorithm to construct the monotone stepwise curve that minimizes the sum of squared errors with respect to a given cloud of data points. The fitted curve is also constrained on the maximum number of steps it can be composed of and on the minimum step length. |
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ISSN: | 0305-0483 |
DOI: | 10.1016/j.omega.2021.102516 |