Backcasting and forecasting time series using detrended cross-correlation analysis

DOI10.1016/J.PHYSA.2020.125109OpenAlexW3081610889MaRDI QIDQ2142296

Byron J. Idrovo-Aguirre, Javier E. Contreras-Reyes

Publication date: 27 May 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2020.125109

zbMATH Keywords

CUSUMforecastingdetrended cross-correlation analysisbackcastingcement production

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Uses Software

• pracma

Cites Work

• Multifractal detrended fluctuation analysis of nonstationary time series
• Analysis of detrended time-lagged cross-correlation between two nonstationary time series
• A new correlation coefficient for bivariate time-series data
• Statistical analysis of autoregressive fractionally integrated moving average models in R
• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• On a measure of lack of fit in time series models
• CONTINUOUS INSPECTION SCHEMES

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