Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A Better Alternative to Piecewise Linear Time Series Segmentation   Time series are difficult to monitor, summarize and predict. Segmentation
organizes time series into few intervals having uniform characteristics
(flatness, linearity, modality, monotonicity and so on). For scalability, we
require fast linear time algorithms. The popular piecewise linear model can
determine where the data goes up or down and at what rate. Unfortunately, when
the data does not follow a linear model, the computation of the local slope
creates overfitting. We propose an adaptive time series model where the
polynomial degree of each interval vary (constant, linear and so on). Given a
number of regressors, the cost of each interval is its polynomial degree:
constant intervals cost 1 regressor, linear intervals cost 2 regressors, and so
on. Our goal is to minimize the Euclidean (l_2) error for a given model
complexity. Experimentally, we investigate the model where intervals can be
either constant or linear. Over synthetic random walks, historical stock market
prices, and electrocardiograms, the adaptive model provides a more accurate
segmentation than the piecewise linear model without increasing the
cross-validation error or the running time, while providing a richer vocabulary
to applications. Implementation issues, such as numerical stability and
real-world performance, are discussed.

30
The categories of this paper are: q-alg
31
The categories of this paper are: ao-sci
15
The categories of this paper are: nucl-ex
29
The categories of this paper are: funct-an
26
The categories of this paper are: bayes-an
32
The categories of this paper are: atom-ph
20
The categories of this paper are: acc-phys
24
The categories of this paper are: dg-ga
13
The categories of this paper are: quant-ph
34
The categories of this paper are: chem-ph
5
The categories of this paper are: gr-qc
28
The categories of this paper are: alg-geom
8
The categories of this paper are: hep-ex
7
The categories of this paper are: hep-th
12
The categories of this paper are: nucl-th
0
The categories of this paper are: hep-ph