Improved identification of breakpoints in piecewise regression and its applications

ArXi:2408.13751v3 Announce Type: replace-cross Identifying breakpoints in piecewise regression is critical in enhancing the reliability and interpretability of data fitting. In this paper, we propose novel algorithms based on the greedy algorithm to accurately and efficiently identify breakpoints in piecewise polynomial regression. The algorithm updates the breakpoints to minimize the error by exploring the neighborhood of each breakpoint. It has a fast convergence rate and stability to find optimal breakpoints. Moreover, it can determine the optimal number of breakpoints.