标题： 高效且稳健的噪声时间序列多线性分析 显示英文标题

标题： Efficient and Robust Polylinear Analysis of Noisy Time Series

摘要： 提出了一种方法，用于在时间序列数据上生成若干连接的线性趋势段的最佳拟合。为了能够高效处理多条线，该方法采用了随机搜索过程来确定最佳过渡点位置。传统方法采用穷举网格搜索，这严重限制了它们可以应用的问题规模。所提出的方法被应用于具有严重噪声的时间序列以证明其鲁棒性，然后作为一个说明性示例应用于真实的医学数据。 显示英文摘要

摘要： A method is proposed to generate an optimal fit of a number of connected linear trend segments onto time-series data. To be able to efficiently handle many lines, the method employs a stochastic search procedure to determine optimal transition point locations. Traditional methods use exhaustive grid searches, which severely limit the scale of the problems for which they can be utilized. The proposed approach is tried against time series with severe noise to demonstrate its robustness, and then it is applied to real medical data as an illustrative example.