Login / Signup
Unsupervised Change Point Detection and Trend Prediction for Financial Time-Series Using a New CUSUM-Based Approach.
Kyungwon Kim
Ji Hwan Park
Minhyuk Lee
Jae Wook Song
Published in:
IEEE Access (2022)
Keyphrases
</>
financial time series
change point detection
non stationary
turning points
stock market
change point
financial time series forecasting
financial data
sequential data
stock price
normalized maximum likelihood
exchange rate
semi supervised
cumulative sum
unsupervised learning
autoregressive
outlier detection
data structure
feature selection