Dear all, I am working on a regression problem with unknown number of switch points where the parameters change value. I have tested a model with 1 switch point which works very well on dummy data, as shown below. My problem is, the number of switch point is random (0+), is there any way to come up…

Random number of switch points in regression

BingKong1988 July 17, 2018, 7:27pm 3

Thanks, I think I will have to use this method then.

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