Forecasting functional time series
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functional datafunctional time seriesfunctional principal componentsdemographic forecastingfunctional partial least squares
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)
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Cites work
- scientific article; zbMATH DE number 3168214 (Why is no real title available?)
- scientific article; zbMATH DE number 46736 (Why is no real title available?)
- scientific article; zbMATH DE number 3458075 (Why is no real title available?)
- scientific article; zbMATH DE number 3518130 (Why is no real title available?)
- scientific article; zbMATH DE number 469124 (Why is no real title available?)
- scientific article; zbMATH DE number 469335 (Why is no real title available?)
- scientific article; zbMATH DE number 795281 (Why is no real title available?)
- Applied functional data analysis. Methods and case studies
- Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
- Best subset selection, persistence in high-dimensional statistical learning and optimization under \(l_1\) constraint
- Clusterwise PLS regression on a stochastic process
- Curve forecasting by functional autoregression
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- Monotonic Smoothing Splines Fitted by Cross Validation
- On Properties of Functional Principal Components Analysis
- PLS regression on a stochastic process
- Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization
- Prediction in functional linear regression
- Principal component estimation of functional logistic regression: discussion of two different approaches
- Properties of principal component methods for functional and longitudinal data analysis
- Robust forecasting of mortality and fertility rates: a functional data approach
- Smoothed functional principal components analysis by choice of norm
- Statistical demography and forecasting.
- Theory for high-order bounds in functional principal components analysis
- Using principal components for estimating logistic regression with high-dimensional multicollinear data
- Weighted least squares methods for prediction in the functional data linear model
Cited in
(57)- Functional time series forecasting: functional singular spectrum analysis approaches
- A journey from univariate to multivariate functional time series: a comprehensive review
- Functional data analysis: an introduction and recent developments
- Nonlinear prediction of functional time series
- Robust joint modelling of sparsely observed paired functional data
- Different PCA approaches for vector functional time series with applications to resistive switching processes
- Clustering and forecasting multiple functional time series
- Grouped multivariate and functional time series forecasting: an application to annuity pricing
- Proportional functional coefficient time series models
- Shape-preserving prediction for stationary functional time series
- Selecting the derivative of a functional covariate in scalar-on-function regression
- Multi-dimensional functional principal component analysis
- Intraday forecasts of a volatility index: functional time series methods with dynamic updating
- Dilemmas of robust analysis of economic data streams
- A survey of functional principal component analysis
- Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators
- Factor models for high‐dimensional functional time series II: Estimation and forecasting
- Detecting deviations from second-order stationarity in locally stationary functional time series
- High-dimensional functional time series forecasting: an application to age-specific mortality rates
- Dynamic principal component regression: application to age-specific mortality forecasting
- Nonparametric time series forecasting with dynamic updating
- On the evolution of the united kingdom price distributions
- A note on estimation in Hilbertian linear models
- Functional time series approach for forecasting very short-term electricity demand
- Sieve bootstrap for functional time series
- Feature extraction for functional time series: theory and application to NIR spectroscopy data
- A robust partial least squares approach for function-on-function regression
- A comparison of Hurst exponent estimators in long-range dependent curve time series
- Common functional principal component models for mortality forecasting
- Spatial correlation in weather forecast accuracy: a functional time series approach
- An innovations algorithm for the prediction of functional linear processes
- Dynamic functional data analysis with non-parametric state space models
- \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models
- The impact of special days in call arrivals forecasting: a neural network approach to modelling special days
- Forecasting time series by functional PCA. Discussion of several weighted approaches
- Robust regularized singular value decomposition with application to mortality data
- Bootstrap Prediction Bands for Functional Time Series
- Curve forecasting by functional autoregression
- Multi-population modelling and forecasting life-table death counts
- Bayesian change point detection for functional data
- A partial least squares approach for function-on-function interaction regression
- Forecasting Distributional Time Series
- Prediction theory for stationary functional time series
- Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density
- Bayesian bandwidth estimation for a functional nonparametric regression model with mixed types of regressors and unknown error density
- Estimating the conditional distribution in functional regression problems
- Functional dynamic factor models with application to yield curve forecasting
- Multipopulation mortality modelling and forecasting: the weighted multivariate functional principal component approaches
- On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity
- Dynamic principal component regression for forecasting functional time series in a group structure
- Combining interval time series forecasts. A first step in a long way (research agenda)
- Forecasting functional time series using weighted likelihood methodology
- Coherent mortality forecasting by the weighted multilevel functional principal component approach
- On the CLT for discrete Fourier transforms of functional time series
- A new approach for time domain analysis of multivariate and functional time series
- Resampling techniques for estimating the distribution of descriptive statistics of functional data
- On projection methods for functional time series forecasting
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