Heteroscedasticity Detection and Estimation with Quantile Difference Method.
Wentao XiaWei XiongMaozai TianPublished in: J. Syst. Sci. Complex. (2016)
Keyphrases
- detection method
- segmentation algorithm
- estimation algorithm
- high precision
- synthetic data
- significant improvement
- computational cost
- parameter estimation
- support vector machine svm
- classification method
- clustering method
- detection algorithm
- optimization algorithm
- neural network
- anomaly detection
- high accuracy
- support vector machine
- experimental evaluation
- prior knowledge
- evolutionary algorithm
- feature extraction
- genetic algorithm