TSPAC Homepage

Prof. Stanley L. Sclove     (312) 996-2681
IDS Dept.     (MC 294)       (312) 996-2676
601 S. Morgan St.
Chicago, IL   60607-7124


TSPAC (Time Series Segmentation Package) is a package of computer programs for time-series segmentation.

The current TSPAC programs use one-step ahead Bayesian classification.   This is a greedy algorithm which is suboptimal.   The programs will be further developed to include the Viterbi algorithm.

Some further documentation on the algorithm for TSPAC is available:  ASCII text version   MS Word version.

TSPAC programs

The programs are classified according to
the number of variables
1 or p
the mode
automatic: a range of values for K, the number of states, is input; not automatic: a single value of   K   is input
the transition matrix
sparse (transition allowed only to adjacent states) or not

Links to source code of individual programs

1 variable, common variance, automatic mode
1 variable, common variance, automatic mode, sparse transition matrix
1 variable, different variances
1 variable, different variances, automatic mode
P variables, different covariance matrices, automatic mode

TSPAC is part of a suite of programs called ISOPAC. The other components of the suite are

Created   1999: Dec 13         Latest update:   2003:   Jul 19