A Functional Wavelet–Kernel Approach for Time Series Prediction

DOI10.1111/j.1467-9868.2006.00569.xzbMath1110.62122arXivmath/0505172MaRDI QIDQ3442941

Efstathios Paparoditis, Theofanis Sapatinas, Anestis Antoniadis

Publication date: 24 May 2007

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0505172

zbMATH Keywords

wavelets; alpha-mixing; smoothing splines; resampling; Besov spaces; exponential smoothing; time series prediction; functional kernel regression; pointwise prediction intervals; seasonal autoregressive integrated moving average models

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62G08: Nonparametric regression and quantile regression

65T60: Numerical methods for wavelets

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Uses Software

• fda (R)

Cites Work

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