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. Unsupervised Change Point Detection and Trend Prediction for Financial Time-Series Using a New CUSUM-Based Approach. IEEE Access, 10:34690-34705, 2022. [doi]

Abstract

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