Piecewise Linear Representation Segmentation as a Multiobjective Optimization Problem

Abstract

Actual time series exhibit huge amounts of data which require an unaffordable computational load to be processed, leading to approximate representations to aid these processes. Segmentation processes deal with this issue dividing time series into a certain number of segments and approximating those segments with a basic function. Among the most extended segmentation approaches, piecewise linear representation is highlighted due to its simplicity. This work presents an approach based on the formalization of the segmentation process as a multiobjetive optimization problem and the resolution of that problem with an evolutionary algorithm.