Flow field forecasting for univariate time series

DOI10.1002/SAM.11191MaRDI QIDQ2870759zbMATH OpenOpenAlexFDO

Authors Kyle A. Caudle, Michael R. Frey

Publication date 21 January 2014

Published in Statistical Analysis and Data Mining (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/sam.11191

zbMATH Keywords

Gaussian process regressionnonuniformly spaced datapenalized spline regressionprediction errorupdating

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

Recommendations

• scientific article; zbMATH DE number 6304517
• Multivariate time series analysis and forecasting
• Time-Series Forecasting
• scientific article; zbMATH DE number 5035826
• A State Space Modeling Approach for Time Series Forecasting

Cites work

• Bounded optimal knots for regression splines
• Computing the update of the repeated median regression line in linear time
• Flow field forecasting for univariate time series
• Forecasting non-stationary time series by wavelet process modelling
• Gaussian processes for machine learning.
• Highly robust variogram estimation
• scientific article; zbMATH DE number 3155238 (Why is no real title available?)
• scientific article; zbMATH DE number 5520284 (Why is no real title available?)
• Miscellanea. On the optimal amount of smoothing in penalised spline regression
• Neural network method for determining embedding dimension of a time series
• Semiparametric Regression
• Significant motifs in time series
• Time series analysis. Forecasting and control
• Variogram fitting by generalized least squares using an explicit formula for the covariance structure

Cited in

(8)

• Predictive flow-field estimation
• Time-series forecasting by pattern imitation
• A differential geometric approach to time series forecasting
• Using multiple time series analysis for geosensor data forecasting
• Future profiling of time series behavior
• Flow field forecasting for univariate time series
• Signal diffusion mapping: optimal forecasting with time-varying lags
• A review of flow field forecasting: a high-dimensional forecasting procedure

Describes a project that uses

Uses Software

• ElemStatLearn
• forecast
• SemiPar
• Forecast

This page was built for publication: Flow field forecasting for univariate time series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2870759)