A hybrid segmentation method for multivariate time series based on the dynamic factor model
Crossref DOI link: https://doi.org/10.1007/s00477-016-1323-6
Published Online: 2016-10-04
Published Print: 2017-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Sun, Zhubin
Liu, Xiaodong
Wang, Lizhu
Funding for this research was provided by:
National Natural Science Foundation of China (61533005, 61673082)
License valid from 2016-10-04