Prof. Stanley L. Sclove, Ph.D.
Information & Decision Sciences Dept.
University of Illinois at Chicago
The input to programs in IMPAC is a two-way array of numbers
The algorithm used in IMPAC goes as follows. (More formal presentations are found in Sclove's ARO Technical Reports.) The elements of the segmentation model are the class-conditional time series or distributions, with their parameters; the labels; and the transition probabilities between the labels. Correspondingly, the algorithm alternates between estimation of the distributional parameters, estimation of the labels, and estimation of the transition probabilities. That is, given a tentative labeling, one can obtain tentative estimates of the parameters of the class-conditional distributions and of the transition probabilities. One then relabels the observations, using these updated parameter estimates. The relabeling moves from upper left to lower right and uses a one-step ahead Bayesian classification. This is a greedy algorithm which is suboptimal. The programs will be updated to use the Viterbi algorithm.
Sclove, Stanley L. (1985). Technical Report for ARO Conference on Design of Experiments and Applied Statistics, Madison, WI, October, 1984.