Prediction and independence

MaRDI QIDQ2730652zbMATH OpenFDO

Authors R. E. Maiboroda

Publication date 8 August 2001

Published in U Sviti Matematyky (Search for Journal in Brave)

zbMATH Keywords

correlationsindependenceleast squaresnonlinear forecastsPearson's sample correlation coefficientpredictionscatterplotsSpearman's correlation coefficient

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12) Inference from stochastic processes and prediction (62M20)

Review text

The author considers the problem of forecasting in the time domain. The method of least squares, linear regression and some nonlinear approaches are described. Measures of dependence such as Pearson's sample correlation coefficient and Spearman's correlation coefficient are examined. A problem of testing of independence is discussed.

Recommendations

• A TEST FOR NON-LINEARITY OF PREDICTION IN TIME SERIES
• Measures of Dependence and Tests of Independence
• Forecasting time series with multivariate copulas
• Tests for Serial Independence and Linearity Based on Correlation Integrals
• A test for independence based on the correlation dimension

Cited in

(4)

• Premonitory dependency of historical database and its mathematical properties
• scientific article; zbMATH DE number 1700021 (Why is no real title available?)
• Dependence analysis of regression models in time series
• scientific article; zbMATH DE number 1531998 (Why is no real title available?)

This page was built for publication: Prediction and independence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2730652)