Algorithm 1 – CRPS-optimal K-partition
Phase 1 · Precompute cost matrix
FOR i = 1 to n
FOR j = i to n
c[i][j] ← LOO-CRPS(obs i..j)
Phase 2 · Fill DP table
FOR j = 2 to n
dp[1][j] ← c[1][j] split[1][j] ← 0
FOR k = 2 to K
FOR j = 2k to n
FOR i = 2(k-1) to j-2
v ← dp[k-1][i] + c[i+1][j]
if v < dp[k][j]: update
Phase 3 · Backtrack boundaries
k ← K j ← n
REPEAT K times
bk-1 ← split[k][j]
j ← bk-1 k ← k-1
Press ▶ Play or use the loop buttons to start.