{"id":"W4280554166","doi":"10.1103/physreve.105.054129","title":"Detrending-moving-average-based multivariate regression model for nonstationary series","year":2022,"lang":"en","type":"article","venue":"Physical review. E","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"Wilfrid Laurier University","funders":"Natural Science Foundation of Hunan Province; National Natural Science Foundation of China","keywords":"Multivariate statistics; Linear regression; Dependency (UML); Bayesian multivariate linear regression; Regression analysis; Series (stratigraphy); Regression; Statistics; Econometrics; Mathematics; Computer science; Artificial intelligence","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003257826,0.001487158,0.001555722,0.001401917,0.0004986238,0.00139817,0.002722128,0.001507044,0.002421258],"category_scores_gemma":[0.006604072,0.0005517582,0.001900549,0.001679743,0.0009050756,0.001956193,0.001029796,0.002429848,0.0007938569],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001070751,"about_ca_system_score_gemma":0.0009410689,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.009845802,"about_ca_topic_score_gemma":0.006491414,"domain_scores_codex":[0.9986198,0.0004726189,0.00009694787,0.0004462054,0.0002333454,0.0001311144],"domain_scores_gemma":[0.9978411,0.001315321,0.0003423544,0.000122562,0.0003197403,0.00005892435],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00009738221,0.0001059582,0.005847814,0.0003108018,0.0003743887,0.0005298067,0.0002351604,0.8017888,0.003298197,0.1290233,0.002629637,0.05575868],"study_design_scores_gemma":[0.000003337357,0.00001720571,0.0005406998,0.00000715756,0.00002613444,0.00002862366,0.00000785659,0.9907459,0.0001445439,0.007920941,0.000544648,0.00001292817],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.02174597,0.000916136,0.9739463,0.0004846149,0.0001044943,0.00004458841,0.000289353,0.0005087305,0.001959872],"genre_scores_gemma":[0.8320277,0.003333291,0.1425656,0.0004096527,0.0003456949,0.0004841494,0.001587191,0.0003390813,0.01890767],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.009845802,"threshold_uncertainty_score":0.01957697,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05096543644998829,"score_gpt":0.3019303287193278,"score_spread":0.2509648922693395,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}