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