한국데이터정보과학회:학술대회논문집
- 한국데이터정보과학회 2004년도 추계학술대회
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- Pages.25-32
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- 2004
Using Change-Point Detection Tests to detect the Korea Economic Crisis of 1997
초록
In this study, we use various change-point detection methods to detects Korea economic crisis of 1997, and then compares their performance. In change-point detection method, there are three major categories: (1) the parametric approach, (2) the nonparametric approach, and (3) the model-based approach. Through the application to Korea foreign exchange rate during her economic crisis, we compare the employed change-point detection methods and, furthermore, determine which of them performs better.