Detecting multiple mean breaks at unknown points in official time series.

Carmela CappelliRichard N. PennyWilliam S. ReaMarco Reale
Published in: Math. Comput. Simul. (2008)
Keyphrases
  • point sets
  • hidden markov models
  • feature points
  • database
  • databases
  • database systems
  • stock market
  • temporal data