Discussion: Forecasting functional time series

DOI10.1016/J.JKSS.2009.05.005MaRDI QIDQ2510694zbMATH OpenOpenAlexFDO

Authors Jeng-Min Chiou, Jane-Ling Wang, Hans-Georg Müller

Publication date 1 August 2014

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2009.05.005

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Mathematical geography and demography (91D20) Nonparametric statistical resampling methods (62G09) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to social sciences (62P25)

Cites work

• scientific article; zbMATH DE number 469335 (Why is no real title available?)
• scientific article; zbMATH DE number 1117641 (Why is no real title available?)
• Analysis of oldest-old mortality: lifetables revisited
• Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
• Functional Data Analysis for Sparse Longitudinal Data
• Functional data analysis
• Principal Modes of Variation for Processes with Continuous Sample Curves
• Principal components analysis of sampled functions
• Some Statistical Methods for Comparison of Growth Curves
• Stochastic processes and statistical inference

Cited in

(1)

• Forecasting time series by functional PCA. Discussion of several weighted approaches

Describes a project that uses

Uses Software

• fda (R)

This page was built for publication: Discussion: Forecasting functional time series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2510694)