A Novel and Effective Method for Quantifying the Performance of Time Series Volatility.
Binbin ShangPengjian ShangPublished in: IEEE Trans. Ind. Informatics (2024)
Keyphrases
- experimental evaluation
- support vector machine svm
- pairwise
- clustering method
- high precision
- computational cost
- decision trees
- objective function
- data sets
- computationally efficient
- highly efficient
- classification method
- segmentation method
- detection algorithm
- optimization algorithm
- model selection
- classification accuracy
- dynamic programming
- significant improvement
- preprocessing
- computational complexity