Suppose you have some dataset where you know or suspect that the real generating function is actually a piecewise function with k pieces each of which is a standard linear model. How does you find these? This is the problem presented to me from a friend. I came up with this method:
Estimation of piecewise linear functions
Estimation of piecewise linear functions
Estimation of piecewise linear functions
Suppose you have some dataset where you know or suspect that the real generating function is actually a piecewise function with k pieces each of which is a standard linear model. How does you find these? This is the problem presented to me from a friend. I came up with this method: