Rank-based statistics for testing the whiteness hypothesis of time series.

G. Dazi M. Azimmohseni F. Yaghmaie

Published in: Commun. Stat. Simul. Comput. (2019)

Keyphrases

test cases
dynamic time warping
non stationary
test set
data sets
autoregressive
neural network
training data
reinforcement learning
training set
statistical analysis
stock market