Non-parametric Segmentation of Regime-switching Time Series with Oblique Switching Trees

Alexei Bocharov, Bo Thiesson. Non-parametric Segmentation of Regime-switching Time Series with Oblique Switching Trees. In Pedro Latorre Carmona, J. Salvador Sánchez, Ana L. N. Fred, editors, ICPRAM 2012 - Proceedings of the 1st International Conference on Pattern Recognition Applications and Methods, Volume 2, Vilamoura, Algarve, Portugal, 6-8 February, 2012. pages 116-125, SciTePress, 2012.

Abstract

Abstract is missing.