The following information was submitted:
Transactions: WSEAS TRANSACTIONS ON SIGNAL PROCESSING
Transactions ID Number: 28-341
Full Name: Miguel García
Position: Associate Professor
Age: ON
Sex: Male
Address: Dpt. Applied Mathematics, University of Alicante, Apdo. 99, E-03080 Alicante
Country: SPAIN
Tel: 965909714
Tel prefix: +34
Fax: 965909707
E-mail address: miguel.garcia@ua.es
Other E-mails: miguel.garciaferrandez@gmail.com
Title of the Paper: An Iterative Algorithm for Automatic Fitting of Continuous Piecewise Linear Models
Authors as they appear in the Paper: Miguel A. García,Francisco Rodríguez
Email addresses of all the authors: miguel.garcia@ua.es,f.rodriguez@ua.es
Number of paper pages: 10
Abstract: Continuous piecewise linear models constitute useful tools to extract the basic features about the patterns of growth in complex time series data. In this work, we present an iterative algorithm for continuous piecewise regression with automatic change-points estimation. The algorithm requires an initial guess about the number and positions of the change-points or hinges, which can be obtained with different methods, and then proceeds by iteratively adjusting these hinges by displacements similar to those of Newton algorithm for function root finding. The algorithm can be applied to high volumes of data, with very fast convergence in most cases, and also allows for sufficiently close hinges to be identified, thus reducing the number of change-points, and so resulting in models of low complexity. Examples of applications to feature extraction from remote sensing vegetation indices time series data are presented.
Keywords: Continuous piecewise regression, Segmented regression, Multiple change-point models, Remote sensing, NDVI, MODIS
EXTENSION of the file: .pdf
Special (Invited) Session: HANDFIT: An Algorithm for Automatic Fitting of Continuous Piecewise Regression, with Application to Feature Extraction from Remote Sensing Time Series Data
Organizer of the Session: 594-314
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