Optimal Segmented Linear Regression for Financial Time Series Segmentation.
Chi-Jen WuWei-Sheng ZengJan-Ming HoPublished in: CoRR (2021)
Keyphrases
- linear regression
- financial time series
- least squares
- regression problems
- image segmentation
- regression methods
- non stationary
- stock market
- segmentation algorithm
- dynamic programming
- regression method
- linear regression model
- nonlinear regression
- locally weighted
- financial data
- turning points
- financial time series forecasting
- exchange rate
- segmentation method
- kernel function