A Time sequence segmentation implementation using Dynamic Programming in Matlab
Usage:
global C; global V;
%% initialize some A \in R^{m,n} %% specify some K, number of segments you want
[e,s,m] = dp_tseg_c(A,K,0);
%% e: total error %% s: segmentation, K-1 integers %% m: K means of the segments
%% problem statement: Given A and K,
find [A_1, A_2,... A_K] s.t. non-overlap, and min\sum_k(\sum_i A_i - \mu_k)
Update: 3/5/2014
Add mex interface for matlab and c++ file. around 10~15 times faster than matlab script.
syntax: [s,e]=dp_tseg(seq,K);