Algorithm and code for segmenting sequential numerical data, or time series data, based on its characteristics.

1. Input experimental settings

   Create a settings file as below and input appropriate values.

    $ cp settings.m.sample settings.m
   

2. Format input data files

   Input data files should be formatted as below:

   datetime	row_id_1	row_id_2	given_partition	data_value
   2009-11-15 04:08:01	A	1	a	0.613631
   2009-11-15 04:08:02	A	1	a	0.613632
   2009-11-15 04:08:03	A	1	a	0.613630
   ...	...	...	...	...

In Matlab Command Window:

>> exe

Apache License v2.0

Eunjeong (Lucy) Park

Bruno Luong, Free-knot spline approximation, Matlab Central, 2009.