Structural self-similarity pattern in global food prices: Utilizing a segmented multifractal detrended fluctuation analysis-Reference-Cited by-同舟云学术

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Structural self-similarity pattern in global food prices: Utilizing a segmented multifractal detrended fluctuation analysis

Published:2024-08 Issue: Volume:184 Page:74-79
ISSN:0167-8655
Container-title:Pattern Recognition Letters
language:en
Short-container-title:Pattern Recognition Letters

Author:

Saâdaoui Foued^ORCID

Publisher

Elsevier BV

Reference22 articles.

1. Multiscaled neural autoregressive distributed lag: A new empirical mode decomposition model for nonlinear time series forecasting;Saâdaoui;Int. J. Neural Syst.,2020

2. Causality of geopolitical risk on food prices: Considering the Russo-Ukrainian conflict;Saâdaoui;Finance Res. Lett.,2022

3. Skewed multifractal scaling of stock markets during the COVID-19 pandemic;Saâdaoui;Chaos Solitons Fractals,2023

4. Segmented multifractal detrended fluctuation analysis in key economic sectors;Saâdaoui;Fluct. Noise Lett.,2024

5. A novel imputation methodology for time series based on pattern sequence forecasting;Bokde;Pattern Recognit. Lett.,2018

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