Multi-horizon kNN forecast-error growth that fits Mittag–Leffler better than exponential is a preliminary diagnostic of fractional-memory dynamics in scalar time series.
A new approach to detect long memory by fractional integration or short memory by structural break
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.DS 1years
2026 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Mittag-Leffler-Type Forecast-Error Growth as a Diagnostic Indicator of Fractional Dynamics
Multi-horizon kNN forecast-error growth that fits Mittag–Leffler better than exponential is a preliminary diagnostic of fractional-memory dynamics in scalar time series.