Clustering and forecasting multiple functional time series
DOI10.1214/22-AOAS1602zbMath1498.62327arXiv2201.01024OpenAlexW4226514250MaRDI QIDQ2080765
Yanrong Yang, Han Lin Shang, Chen Tang
Publication date: 10 October 2022
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2201.01024
functional principal component analysisfunctional time seriesage-specific mortality forecastingfunctional panel datamultilevel functional data
Inference from stochastic processes and prediction (62M20) Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional data analysis (62R10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to social sciences (62P25)
Uses Software
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