Flow field forecasting for univariate time series

DOI10.1002/sam.11191zbMath1281.62213MaRDI QIDQ2870759

Micheal R. Frey, Kyle A. Caudle

Publication date: 21 January 2014

Published in: Statistical Analysis and Data Mining: The ASA Data Science Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/sam.11191

zbMATH Keywords

prediction error; updating; Gaussian process regression; penalized spline regression; nonuniformly spaced data

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

Related Items

Flow field forecasting for univariate time series

Uses Software

• forecast
• SemiPar
• Forecast
• ElemStatLearn

Cites Work

• Neural network method for determining embedding dimension of a time series
• Bounded optimal knots for regression splines
• Computing the update of the repeated median regression line in linear time
• Forecasting non-stationary time series by wavelet process modelling
• Flow field forecasting for univariate time series
• Semiparametric Regression
• Miscellanea. On the optimal amount of smoothing in penalised spline regression
• Significant motifs in time series
• Highly robust variogram estimation
• Variogram fitting by generalized least squares using an explicit formula for the covariance structure
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