Si-GARCH: Construction and validation of a new method for the detection of breaking points in models.
Djamel ZitouniBenjamin C. GuinhouyaPierre RavauxChristian VilhelmBruno SarrazinMohamed LemdaniHossein MehdaouiPublished in: Commun. Stat. Simul. Comput. (2017)
Keyphrases
- detection method
- high accuracy
- computational cost
- segmentation method
- pairwise
- prior knowledge
- object detection
- support vector machine
- wavelet analysis
- machine learning methods
- anomaly detection
- significant improvement
- multiscale
- neural network
- multiresolution
- detection algorithm
- preprocessing
- image segmentation
- statistical methods
- autoregressive
- decision trees