On the Prediction of Stationary Functional Time Series
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Publication:5367373
DOI10.1080/01621459.2014.909317zbMath1373.62462arXiv1208.2892OpenAlexW2141154703MaRDI QIDQ5367373
Siegfried Hörmann, Alexander Aue, Diogo Dubart Norinho
Publication date: 13 October 2017
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1208.2892
time seriesdimension reductionforecastingvector autoregressionsfunctional principal componentsparticulate matterfinal prediction errorfunctional autoregressions
Inference from stochastic processes and prediction (62M20) Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)
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