Mark up time series, demo

Time series has similar patterns. A pattern consists of several segments. Each segment could be represented as a simple parametric regression function. Thewhole pattern is the sequence of concantenated regression functions.The following information is given: One-dimensional time series and a set of the regression functions.Each function defines:

  • type of regression function (linear, exponential, gaussian, etc.);
  • parameters of the function;
  • minimal and maximal number of samples in the segment;
  • maximal value of the variance of the residuals.

One must compute starts of the segments. See the demo.

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