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

DOI10.1142/S0217595905000431zbMath1105.91053OpenAlexW2046550711MaRDI QIDQ4675889

Kyong Joo Oh, Myung-Sang Moon, Tae Hyup Roh

Publication date: 6 May 2005

Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0217595905000431

zbMATH Keywords

Clusteringlikelihood ratio testchange-point detectionChow testbackpropagation neural networksPettitt test

Mathematics Subject Classification ID

Clustering in the social and behavioral sciences (91C20) Economic time series analysis (91B84) Learning and adaptive systems in artificial intelligence (68T05)

Cites Work

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