Autoregressive segmentation of signal traces with applications to geological dipmeter measurements

A general method and algorithm for segmenting data traces according to changes in the shape and scale of their autoregressive frequency structure are discussed. The algorithm is based on the least-squares principle, which is utilized in several iterations and on several levels. In the underlying model, the transitions from one segment to another take place according to a Markov mechanism, but the algorithm works for any signal trace where the segmentwise characteristics occur in a repetitive manner. The method is illustrated on four-track geological dipmeter measurements from an unidentified oil-well drilling hole in the North Sea. How more precise boundaries between geological layers can be determined by using the algorithm is indicated. Extensive testing of the algorithm on simulated data is discussed