Detecting Change in a Volatile Curve United State Stock Market (US SM) with the Use of Automated Decomposition for Time Series Components
Ajare Emmanuel Oloruntoba, Adefabi Adekunle & Olorunpomi Temitope Olubunmi · Asian Journal of Research in Computer Science · 2024
The main reason for this investigation is to use manual process of identification of time series components with two types of automated decomposition for time series known as automated BFTSC (break for time series components) and, automated GFTSC (Group for time series components...
Open access
Research Article
10.9734/ajrcos/2024/v17i5440