Forecasting with unequally spaced data by a functional principal component approach

DOI10.1007/BF02595871MaRDI QIDQ1302071zbMATH OpenFDO

Authors Ana M. Aguilera, Francisco A. Ocaña, Mariano J. Valderrama

Publication date 12 October 2000

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02595871

zbMATH Keywords

Karhunen-Loeve expansionleast-squares linear predictionorthogonal projectionprincipal components

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Factor analysis and principal components; correspondence analysis (62H25) Inference from stochastic processes and prediction (62M20)

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Cites work

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• Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
• Computational approaches to estimation in the principal component analysis of a stochastic process
• Functional data analysis
• scientific article; zbMATH DE number 3936168 (Why is no real title available?)
• scientific article; zbMATH DE number 17221 (Why is no real title available?)
• scientific article; zbMATH DE number 47593 (Why is no real title available?)
• scientific article; zbMATH DE number 49702 (Why is no real title available?)
• Principal components analysis of sampled functions
• Principal Modes of Variation for Processes with Continuous Sample Curves

Cited in

(18)

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• Discussion of different logistic models with functional data. Application to systemic lupus erythematosus
• On the evolution of the united kingdom price distributions
• A partial least squares approach for function-on-function interaction regression
• Penalized function-on-function regression
• Penalized PCA approaches for B-spline expansions of smooth functional data
• Stochastic modelling for evolution of stock prices by means of functional principal component analysis
• Forecasting PC-ARIMA models for functional data
• Forecasting pollen concentration by a two-step functional model
• scientific article; zbMATH DE number 1129911 (Why is no real title available?)
• scientific article; zbMATH DE number 1489820 (Why is no real title available?)
• Principal component estimation of functional logistic regression: discussion of two different approaches
• P-spline estimation of functional classification methods for improving the quality in the food industry
• A robust partial least squares approach for function-on-function regression
• Functional wavelet-based modelling of dependence between lupus and stress
• Variational Bayesian functional PCA
• No effect and lack-of-fit permutation tests for functional regression

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