Segmentation of time series in up- and down-trends using the epsilon-tau procedure with application to USD/JPY

Arthur Matsuo Yamashita Rios de Sousa1, Hideki Takayasu1,2, Misako Takayasu1,3

  • 1Institute of Innovative Research, Tokyo Institute of Technology, Yokohama, Kanagawa, Japan.

Plos One
|September 18, 2020
PubMed

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