Algebraic segmentation of short nonstationary time series based on evolutionary prediction algorithms
Algebraic segmentation of short nonstationary time series is presented in this paper. The proposed algorithm is based on the algebraic one step-forward predictor which is used to identify a temporal near-optimal algebraic model of the real-world time series. The nonparametric identification of quasistationary segments is performed without the employment of any statistical estimator.
segmentation time series prediction rank of a sequence