CUSUM	cumulative sum
SPC	statistical process control
ARL	average run length
ARMA	autoregressive and moving average
ARCH	autoregressive conditionally heteroskedasticity
GARCH	generalized autoregressive conditionally heteroskedasticity
SVR	support vector regression
SVM	support vector machine
PSO	particle swarm optimization
iid	independent and identically distributed
MAE	mean absolute error
EWMA	exponentially weighted moving average
AGARCH	asymmetric GARCH
GJR-GARCH	Glosten, Jagannathan and Runkle-GARCH
BCTT-GARCH	Box-Cox transformed threshold GARCH
ARMA	autoregressive and moving average
QMLE	quasi-maximum likelihood estimator
KOSPI	Korea Composite Stock Price Index
ACF	autocorrelation function
PACF	partial ACF