Applying Grey Relational Analysis to Detect Change Points in Time Series
The goal of detecting change points is to recognize abrupt changes in time series data. This is suitable, for instance, to find events that characterize the financial market or to inspect data streams of stock returns. Regression models categorized as supervised methods have played a significant rol...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2022-01-01
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| Series: | Journal of Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2022/9242773 |
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