A dynamic programming approach to segmented isotonic regression
Résumé
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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Segmented_isotonic_regression_Bucarey_et_al.pdf (907.56 Ko)
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