Wavelet based Segmentation in Detecting Multiple Mean Changes in Time Series
Abdeslam Serroukh · Journal of Advances in Mathematics and Computer Science · 2016
Aims/ Objectives: Multiple mean break detection problem in time series is considered. A segmentation based on detecting turning points is applied to the original time series and its scaling coefficients series resulting from the maximal overlapped discrete wavelet transform (MODW...
Open access
Research Article
10.9734/BJMCS/2016/29102