Hybrid change point detection for time series via support vector regression and CUSUM method

Title
Hybrid change point detection for time series via support vector regression and CUSUM method
Authors
Keywords
SVR–ARMA model, ARMA forecasting, Change point test, Hybrid method, LSCUSUM test
Journal
APPLIED SOFT COMPUTING
Volume 89, Issue -, Pages 106101
Publisher
Elsevier BV
Online
2020-01-27
DOI
10.1016/j.asoc.2020.106101

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