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.
Advanced materials modelling via fractional calculus: challenges and perspectives
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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.