An Extended Optimal Stopping Method for Structural Change Point Detection Problem
نویسندگان
چکیده
منابع مشابه
New Method for Structural Change Detection of Time Series as an Optimal Stopping Problem
In general, an appropriate prediction expression and/or model is constructed to fit a time series though, the model begins to unfit (or not to fit) the time series from some time point, especially in the field that relates to human activity and social phenomenon. In such case, it will be important not only to quickly detect the unfitting situation but also to rebuild the prediction model after ...
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ژورنال
عنوان ژورنال: Proceedings of International Conference on Artificial Life and Robotics
سال: 2017
ISSN: 2188-7829
DOI: 10.5954/icarob.2017.os19-3