Optimal Segmented Linear Regression for Financial Time Series Segmentation-Reference-Cited by-同舟云学术

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Optimal Segmented Linear Regression for Financial Time Series Segmentation

Published:2021-12 Issue: Volume: Page:
ISSN:
Container-title:2021 International Conference on Data Mining Workshops (ICDMW)
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Author:

Wu Chi-Jen,Zeng Wei-Sheng,Ho Jan-Ming

Publisher

IEEE

Link

http://xplorestaging.ieee.org/ielx7/9679833/9679835/09679923.pdf?arnumber=9679923

Reference28 articles.

1. SEGMENTING TIME SERIES: A SURVEY AND NOVEL APPROACH

2. Approximate queries and representations for large data sequences

3. Coresets for k-segmentation of streaming data;rosman;NIPS,2014

4. Fast algorithms for segmented regression;acharya;ICML,2016

5. An enhanced representation of time series which allows fast and accurate classification, clustering and relevance feedback;keogh;KDD,1998

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1. Adaptive error bounded piecewise linear approximation for time-series representation;Engineering Applications of Artificial Intelligence;2023-11

2. An Improved Deep-Learning-Based Financial Market Forecasting Model in the Digital Economy;Mathematics;2023-03-17

3. Model Building for Diagnostic Variables during Aviation Equipment Maintenance;2022 IEEE 17th International Conference on Computer Sciences and Information Technologies (CSIT);2022-11-10

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