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Keywords: Estimation window
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Journal Articles
Journal:
Data Technologies and Applications
Data Technologies and Applications (2024) 58 (5): 768–786.
Published: 13 June 2024
...Tae Yeon Kwon Purpose This paper introduces a novel method, Variance Rule-based Window Size Tracking (VR-WT), for deriving a sequence of estimation window sizes. This approach not only identifies structural change points but also ascertains the optimal size of the estimation window. VR-WT...
