Improvement of the nonparametric estimation of functional stationary time series using Yeo-Johnson transformation with application to temperature curves

DOI10.1155/2021/6676400MaRDI QIDQ2247643zbMATH OpenOpenAlexFDO

Authors Sameera Abdulsalam Othman, Haithem Taha Mohammed Ali

Publication date 17 November 2021

Published in Advances in Mathematical Physics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2021/6676400

zbMATH Keywords

functional stationary time series

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Functional data analysis (62R10) Meteorology and atmospheric physics (86A10)

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Cites work

• scientific article; zbMATH DE number 795292 (Why is no real title available?)
• scientific article; zbMATH DE number 3251902 (Why is no real title available?)
• A new family of power transformations to improve normality or symmetry
• Forecasting intraday S\&P 500 index returns: a functional time series approach
• Functional methods for time series prediction: a nonparametric approach
• Functional-coefficient models for nonstationary time series data
• Kernel density estimation of actuarial loss functions
• Modelling time series extremes
• Nonparametric Forecasting in Time Series - A Comparative Study
• Nonparametric functional data analysis. Theory and practice.
• On the prediction of stationary functional time series
• Properties of nonlinear transformations of fractionally integrated processes.
• Transformations and Bayesian density estimation
• Transformations in Density Estimation

Describes a project that uses

Uses Software

• R

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