This article investigates the detection and identification problems for changing of regimes about non-linear time series process. We apply the concept of genetic algorithm and AIC criterion to test the changing of regimes. This way is different from traditional detection methods According to our statistical decision procedure, the mean of moving average and the genetic detection for the underlying time series will be considered to decide change points. Finally, an empirical application about the detection and identification of change points for the Taiwan Business Cycle is illustrated.

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