DEVELOPING TIME-BASED CLUSTERING NEURAL NETWORKS TO USE CHANGE-POINT DETECTION: APPLICATION TO FINANCIAL TIME SERIES (Q4675889)
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scientific article; zbMATH DE number 2166012
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DEVELOPING TIME-BASED CLUSTERING NEURAL NETWORKS TO USE CHANGE-POINT DETECTION: APPLICATION TO FINANCIAL TIME SERIES |
scientific article; zbMATH DE number 2166012 |
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DEVELOPING TIME-BASED CLUSTERING NEURAL NETWORKS TO USE CHANGE-POINT DETECTION: APPLICATION TO FINANCIAL TIME SERIES (English)
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6 May 2005
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Clustering
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change-point detection
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backpropagation neural networks
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Chow test
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Pettitt test
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likelihood ratio test
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