Feature extraction for functional time series: theory and application to NIR spectroscopy data
From MaRDI portal
Publication:2078521
DOI10.1016/j.jmva.2021.104863zbMath1493.62327arXiv2106.01150OpenAlexW3183438449MaRDI QIDQ2078521
Han Lin Shang, Yang Yang, Yanrong Yang
Publication date: 1 March 2022
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.01150
functional principal component analysislong-run covariance estimationnear-infrared spectroscopy dataregularized wavelet approximation
Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Uses Software
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