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

• Arthur Matsuo Yamashita Rios de Sousa,

  Roles Conceptualization, Formal analysis, Investigation, Methodology, Software, Validation, Visualization, Writing – original draft, Writing – review & editing

  Affiliation Institute of Innovative Research, Tokyo Institute of Technology, Yokohama, Kanagawa, Japan

  http://orcid.org/0000-0003-3813-1295

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• Hideki Takayasu,

  Roles Conceptualization, Methodology, Project administration, Supervision, Writing – review & editing

  Affiliations Institute of Innovative Research, Tokyo Institute of Technology, Yokohama, Kanagawa, Japan, Sony Computer Science Laboratories, Tokyo, Japan

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• Misako Takayasu

  Roles Conceptualization, Funding acquisition, Project administration, Supervision, Writing – review & editing

  * E-mail: takayasu.m.aa@m.titech.ac.jp

  Affiliations Institute of Innovative Research, Tokyo Institute of Technology, Yokohama, Kanagawa, Japan, Department of Mathematical and Computing Science, School of Computing, Tokyo Institute of Technology, Yokohama, Kanagawa, Japan

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