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Journal Articles Omega Year : 2021

A dynamic programming approach to segmented isotonic regression

Abstract

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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Dates and versions

hal-03046338 , version 1 (08-12-2020)

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Víctor Bucarey, Martine Labbé, Juan M Morales, Salvador Pineda. A dynamic programming approach to segmented isotonic regression. Omega, 2021, ⟨10.1016/j.omega.2021.102516⟩. ⟨hal-03046338⟩
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