Abstract
A problem in the earth sciences is to reduce a sequence of observation vectors X1, X2, ..., XN to a set of internally homogeneous segments or zones. This paper uses the model that the observation vectors in the ith zone are a random sample from the multivariate normal N(ξi, Σi) distribution. It is demonstrated that the maximum likelihood estimates of the boundaries between zones may be determined by dynamic programming, and a FORTRAN algorithm to perform this estimation is given.
Original language | English (US) |
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Pages (from-to) | 189-194 |
Number of pages | 6 |
Journal | Computers and Geosciences |
Volume | 5 |
Issue number | 2 |
DOIs | |
State | Published - 1979 |
Keywords
- Dynamic programming
- FORTRAN
- Heteroscedastic model
- Homoscedastic model
- Maximum likelihood estimates
- Principal components