An innovations algorithm for the prediction of functional linear processes (Q512020): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62M20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62H25 / rank | |||
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| Property / zbMATH DE Number: 6688295 / rank | |||
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functional data analysis (FDA) | |||
| Property / zbMATH Keywords: functional data analysis (FDA) / rank | |||
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functional linear process | |||
| Property / zbMATH Keywords: functional linear process / rank | |||
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functional principal components | |||
| Property / zbMATH Keywords: functional principal components / rank | |||
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functional time series | |||
| Property / zbMATH Keywords: functional time series / rank | |||
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Hilbert space valued process | |||
| Property / zbMATH Keywords: Hilbert space valued process / rank | |||
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innovations algorithm | |||
| Property / zbMATH Keywords: innovations algorithm / rank | |||
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prediction | |||
| Property / zbMATH Keywords: prediction / rank | |||
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prediction error | |||
| Property / zbMATH Keywords: prediction error / rank | |||
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Revision as of 03:02, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An innovations algorithm for the prediction of functional linear processes |
scientific article |
Statements
An innovations algorithm for the prediction of functional linear processes (English)
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23 February 2017
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functional data analysis (FDA)
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functional linear process
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functional principal components
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functional time series
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Hilbert space valued process
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innovations algorithm
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prediction
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prediction error
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