Picard, F.; Lebarbier, E.; Budinskà, E.; Robin, S. - In: Computational Statistics & Data Analysis 55 (2011) 2, pp. 1160-1170
The joint segmentation of multiple series is considered. A mixed linear model is used to account for both covariates and correlations between signals. An estimation algorithm based on EM which involves a new dynamic programming strategy for the segmentation step is proposed. The computational...