Piecewise linear representation of time series is a method of approximating a time series using linear functions over small intervals. In this article, we will discuss the algorithm of Bidirectional Piecewise Linear Representation of time series (BPLR), which was presented in the paper "Bidirectional piecewise linear representation of time series with application to collective anomaly detection". This method was proposed to solve problems related to finding anomalies in time series.
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