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| DOI | 10.1016/J.PHYSA.2020.125109 | ||||
| Año | 2020 | ||||
| Tipo | artículo de investigación |
Citas Totales
Autores Afiliación Chile
Instituciones Chile
% Participación
Internacional
Autores
Afiliación Extranjera
Instituciones
Extranjeras
In this paper we addressed the problem of backcasting and forecasting non-stationary time series. Given that traditional backcasting are based on the classical cross-correlation function assuming two stationary time series, assumptions based on two non-stationary time series need a new approach. Thus, Detrended Cross-Correlation Analysis (DCCA) provides a fanned estimator for a correlation between two non-stationary time series, providing then the stationary time series. Therefore, we developed a backcaster estimator and a predictor for the obtained stationary time series. The practical example of a Chilean cement production time series (1991–2015) illustrates our results.
| Ord. | Autor | Género | Institución - País |
|---|---|---|---|
| 1 | CONTRERAS-REYES, JAVIER ESTEBAN | Hombre |
Universidad del Bío Bío - Chile
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| 2 | Idrovo-Aguirrel, Byron J. | Hombre |
Gerencia de Estudios Económicos - Chile
Camara Chilena Construcc - Chile |
| Fuente |
|---|
| Fondo Nacional de Desarrollo Científico y Tecnológico |
| FONDECYT (Chile) |
| Fondo Nacional de Desarrollo CientÃfico y Tecnológico |
| Instituto Nacional de Estadística |
| Agradecimiento |
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| We thank Instituto Nacional de Estadística (INE, Santiago, Chile) to permit us access to the monthly cement production data set (available at http://dx.doi.org/10.13140/RG.2.2.24649.36967). Contreras-Reyes's research was supported by Grant FONDECYT (Chile) No. 11190116. The authors thank the editor and two anonymous referees for their helpful comments and suggestions. The R codes used in this work are available upon request to the corresponding author. |
| We thank Instituto Nacional de Estadistica (INE, Santiago, Chile) to permit us access to the monthly cement production data set (available at http://dx.doi.org/10.13140/RG.2.2.24649.36967).Contreras-Reyes's research was supported by Grant FONDECYT (Chile) No. 11190116. The authors thank the editor and two anonymous referees for their helpful comments and suggestions. The R codes used in this work are available upon request to the corresponding author. |