Forecasting binary longitudinal data by a functional PC-ARIMA model

DOI10.1016/J.CSDA.2007.09.015MaRDI QIDQ1023652zbMATH OpenOpenAlexFDO

Authors Ana M. Aguilera, Manuel Escabias, Mariano J. Valderrama

Publication date 12 June 2009

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2007.09.015

zbMATH Keywords

logistic regressionfunctional principal component analysisARIMA modelling

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12) Inference from stochastic processes and prediction (62M20)

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Cites work

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• Computational considerations in functional principal component analysis
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• Forecast comparison of principal component regression and principal covariate regression
• Forecasting PC-ARIMA models for functional data
• Forecasting time series by functional PCA. Discussion of several weighted approaches
• Forecasting with unequally spaced data by a functional principal component approach
• Functional PLS logit regression model
• Functional data analysis.
• Generalized Linear Models with Functional Predictors
• Modelling the mean of a doubly stochastic Poisson process by functional data analysis
• PLS classification on functional data
• PLS regression on a stochastic process
• Principal component estimation of functional logistic regression: discussion of two different approaches
• Robust forecasting of mortality and fertility rates: a functional data approach
• Statistics for functional data
• Time-dependent frequency domain principal components analysis of multichannel non-stationary signals
• Using principal components for estimating logistic regression with high-dimensional multicollinear data

Cited in

(7)

• Forecasting multivariate longitudinal binary data with marginal and marginally specified models
• Forecasting pollen concentration by a two-step functional model
• Forecasting PC-ARIMA models for functional data
• Testing linearity in semi-parametric functional data analysis
• Editorial: Some recent trends in applied stochastic modeling and multidimensional data analysis
• Autoregressive forecasting of some functional climatic variations
• Variational Bayesian functional PCA

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