Mixing Kohonen Algorithm, Markov Switching Model and Detection of Multiple Change-Points: An Application to Monetary History.
Marie-Thérèse Boyer-XambeuGhislain DeleplacePatrice GaubertLucien GillardMadalina OlteanuPublished in: IWANN (2007)
Keyphrases
- detection algorithm
- markov model
- recognition algorithm
- objective function
- probabilistic model
- theoretical analysis
- mathematical model
- algorithm employs
- multiple models
- optimal solution
- estimation algorithm
- classification algorithm
- cost function
- parameter estimation
- input data
- detection method
- final result
- k means
- preprocessing
- optimization model
- em algorithm
- neural network
- delaunay triangulation
- closed form
- convex hull
- search space
- learning algorithm
- similarity measure
- triangular mesh
- feature maps
- computational complexity
- np hard
- segmentation algorithm