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A piecewise regression analysis with automatic change-point detection - MaRDI portal

A piecewise regression analysis with automatic change-point detection

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Publication:4421257

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DOI10.1016/S1088-467X(99)00006-2zbMath1046.90077MaRDI QIDQ4421257

Jing-Rung Yu, Han-Lin Li

Publication date: 1999

Published in: Intelligent Data Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Approximation methods and heuristics in mathematical programming (90C59) Combinatorial optimization (90C27)

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DEVELOPING TIME-BASED CLUSTERING NEURAL NETWORKS TO USE CHANGE-POINT DETECTION: APPLICATION TO FINANCIAL TIME SERIES

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