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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Bibliographic Details
Published inOmega (Oxford)
Main Authors Bucarey, Víctor, Labbé, Martine, Morales, Juan M, Pineda, Salvador
Format Journal Article
LanguageEnglish
Published Elsevier 2021
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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.
ISSN:0305-0483
DOI:10.1016/j.omega.2021.102516