Forecasting time series by functional PCA. Discussion of several weighted approaches

DOI10.1007/s001800050025zbMath0941.62102OpenAlexW2056977899MaRDI QIDQ1979102

Francisco A. Ocaña, Ana M. Aguilera, 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

zbMATH Keywords

time series orthogonal expansions principal components interpolating splines weighted functional estimation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Factor analysis and principal components; correspondence analysis (62H25)

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