DEVELOPING TIME-BASED CLUSTERING NEURAL NETWORKS TO USE CHANGE-POINT DETECTION: APPLICATION TO FINANCIAL TIME SERIES
DOI10.1142/S0217595905000431zbMATH Open1105.91053OpenAlexW2046550711MaRDI QIDQ4675889FDOQ4675889
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
change-point detectionClusteringlikelihood ratio testChow testbackpropagation neural networksPettitt test
Learning and adaptive systems in artificial intelligence (68T05) Economic time series analysis (91B84) Clustering in the social and behavioral sciences (91C20)
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