Abstract
In this study, three algorithms are presented for time series segmentation. The first algorithm is based on the branch-and-bound approach, the second on the dynamic programming while the third is a modified version of the latter into which the remaining cost concept of the former is introduced. A user-friendly computer program called AUG-Segmenter is developed. Segmentation-by-constant and segmentation-by-linear-regression can be performed by the program. The program is tested on real-world time series of thousands of terms and found useful in performing segmentation satisfactorily and fast.
- branch-and-bound approach
- change point
- dynamic programming
- remaining cost
- segmentation
- time series
- First received 29 November 2008.
- Accepted in revised form 11 June 2009.
- © IWA Publishing 2010
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AUG-Segmenter: a user-friendly tool for segmentation of long time series
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