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An exact dynamic programming approach to segmented isotonic regression
Bucarey, Víctor; Labbé, Martine; Morales-González, Juan Miguel; Pineda-Morente, Salvador
(Elsevier, 2021)
This paper proposes a polynomial-time algorithm to construct the monotone stepwise curve that minimizes the sum of squared errors with respect to a given cloud of data points. The fitted curve is also constrained on the ...