A robust functional time series forecasting method
نویسندگان
چکیده
منابع مشابه
Functional time series forecasting
We propose forecasting functional time series using weighted functional principal component regression and weighted functional partial least squares regression. These approaches allow for smooth functions, assign higher weights to more recent data, and provide a modeling scheme that is easily adapted to allow for constraints and other information. We illustrate our approaches using age-specific...
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ژورنال
عنوان ژورنال: Journal of Statistical Computation and Simulation
سال: 2019
ISSN: 0094-9655,1563-5163
DOI: 10.1080/00949655.2019.1572146