Functional time series forecasting: functional singular spectrum analysis approaches
From MaRDI portal
Cites work
- A family of minimax rates for density estimators in continuous time
- A robust functional time series forecasting method
- An innovations algorithm for the prediction of functional linear processes
- Analysis of time series structure. SSA and related techniques
- Autoregressive forecasting of some functional climatic variations
- Convolutional autoregressive models for functional time series
- Curve forecasting by functional autoregression
- Determining the order of the functional autoregressive model
- Dynamical functional prediction and classification, with application to traffic flow prediction
- Forecasting functional time series
- Forecasting functional time series using weighted likelihood methodology
- Forecasting intraday S\&P 500 index returns: a functional time series approach
- Functional data analysis.
- Functional singular spectrum analysis
- Inference and Prediction in Large Dimensions
- Inference for functional data with applications
- Long-range dependent curve time series
- Modeling seasonality and serial dependence of electricity price curves with warping functional autoregressive dynamics
- Multivariate functional principal component analysis for data observed on different (dimensional) domains
- Multivariate functional principal component analysis: A normalization approach
- Nonparametric time series prediction: A semi-functional partial linear modeling
- On projection methods for functional time series forecasting
- On the Concept of Depth for Functional Data
- On the prediction of stationary functional time series
- Robust forecasting of mortality and fertility rates: a functional data approach
- Seasonal functional autoregressive models
- Testing for stationarity of functional time series in the frequency domain
- Testing stationarity of functional time series
Cited in
(1)
This page was built for publication: Functional time series forecasting: functional singular spectrum analysis approaches
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6548881)