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BACKCASTING AND FORECASTING TIME SERIES USING DETRENDED CROSS-CORRELATION ANALYSIS

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dc.creatorJAVIER ESTEBAN CONTRERAS REYES
dc.date2020
dc.date.accessioned2025-01-10T15:13:49Z
dc.date.available2025-01-10T15:13:49Z
dc.date.issued2020
dc.description.abstractIN 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.
dc.formatapplication/pdf
dc.identifier.doi10.1016/j.physa.2020.125109
dc.identifier.issn1873-2119
dc.identifier.issn0378-4371
dc.identifier.urihttps://repositorio.ubiobio.cl/handle/123456789/11030
dc.languagespa
dc.publisherPHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
dc.relation.uri10.1016/j.physa.2020.125109
dc.rightsPUBLICADA
dc.titleBACKCASTING AND FORECASTING TIME SERIES USING DETRENDED CROSS-CORRELATION ANALYSIS
dc.title.alternativeBACKCASTING Y PRONÓSTICO DE SERIES TEMPORALES UTILIZANDO ANÁLISIS DE CORRELACIÓN CRUZADA DESTENDADA
dc.typeARTÍCULO
dspace.entity.typePublication
ubb.EstadoPUBLICADA
ubb.Otra ReparticionDEPARTAMENTO DE ESTADISTICA
ubb.SedeCONCEPCIÓN
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