Forecasting and change point test for nonlinear heteroscedastic time series based on support vector regression

• HsinKai Wang,

  Roles Data curation, Formal analysis, Methodology, Software, Visualization, Writing – original draft

  Affiliation Department of Applied Mathematics, National Sun Yat-sen University, Kaohsiung, Taiwan

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• Meihui Guo,

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

  Affiliation Department of Applied Mathematics, National Sun Yat-sen University, Kaohsiung, Taiwan

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• Sangyeol Lee,

  Roles Investigation, Validation, Writing – review & editing

  Affiliation Department of Statistics, Seoul National University, Seoul, Korea

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• Cheng-Han Chua

  Roles Data curation, Methodology, Writing – review & editing

  * E-mail: hanchen921223@gmail.com

  Affiliation Department of Applied Mathematics, National Sun Yat-sen University, Kaohsiung, Taiwan

  https://orcid.org/0000-0003-3184-4364

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