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

出版年份 2020 全文链接

标题

作者

关键词

SVR–ARMA model, ARMA forecasting, Change point test, Hybrid method, LSCUSUM test

出版物

Volume 89, Issue -, Pages 106101

出版商

Elsevier BV

发表日期

2020-01-27

DOI

10.1016/j.asoc.2020.106101

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