Forecasting time series by functional PCA. Discussion of several weighted approaches
DOI10.1007/S001800050025zbMATH Open0941.62102OpenAlexW2056977899MaRDI QIDQ1979102FDOQ1979102
Authors: Ana M. Aguilera, Francisco A. Ocaña, Mariano J. Valderrama 
Publication date: 24 May 2000
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001800050025
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principal componentstime seriesorthogonal expansionsinterpolating splinesweighted functional estimation
Factor analysis and principal components; correspondence analysis (62H25) Inference from stochastic processes and prediction (62M20)
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