Detecting Structural Change Point in ARMA Models via Neural Network Regression and LSCUSUM Methods.

Xi-hame Ri Zhanshou Chen Yan Liang

Published in: Entropy (2023)

Keyphrases

neural network
statistical models
linear regression
preprocessing
model selection
monte carlo simulation
change point
data sets
evolutionary algorithm
statistical methods
classification and regression trees
genetic algorithm
data structure
regression method