Functional methods for time series prediction: a nonparametric approach
From MaRDI portal
Publication:3018664
Recommendations
- Nonparametric Forecasting in Time Series - A Comparative Study
- Nonparametric time series prediction: A semi-functional partial linear modeling
- A Functional Wavelet–Kernel Approach for Time Series Prediction
- Functional nonparametric model for time series: a fractal approach for dimension reduction
- Nonparametric sequential prediction of time series
Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 469330 (Why is no real title available?)
- A Functional Wavelet–Kernel Approach for Time Series Prediction
- A Review of Nonparametric Time Series Analysis
- An overview of bootstrap methods for estimating and predicting in time series
- Autoregressive forecasting of some functional climatic variations
- Bootstrap Prediction Intervals for Autoregression
- IMPROVED BOOTSTRAP PREDICTION INTERVALS FOR AUTOREGRESSIONS
- KERNEL REGRESSION SMOOTHING OF TIME SERIES
- Linear processes in function spaces. Theory and applications
- Local linear regression for estimating time series data.
- Local smoothing regression with functional data
- Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
- Nonparametric Forecasting in Time Series - A Comparative Study
- Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags
- Nonparametric curve estimation from time series
- Nonparametric forecasting: a comparison of three kernel-based methods
- Nonparametric regression estimation for dependent functional data: asymptotic normality
- Nonparametric regression for functional data: automatic smoothing parameter selection
- Nonparametric statistics for stochastic processes. Estimation and prediction.
- Nonparametric time series prediction: A semi-functional partial linear modeling
- Nonparametric vector autoregression
- Non‐parametric vs parametric forecasting in time series: A computational point of view
- Predicting Using Box-Jenkins, Nonparametric, and Bootstrap Techniques
- Prediction intervals for stationary time series using the sieve bootstrap method
- Some automated methods of smoothing time-dependent data
- Time series: theory and methods
Cited in
(37)- Functional Time Series Prediction Under Partial Observation of the Future Curve
- Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination
- A distribution-free method for forecasting non-Gaussian time series
- Sieve bootstrap for functional time series
- Choosing the most relevant level sets for depicting a sample of densities
- A Functional Wavelet–Kernel Approach for Time Series Prediction
- Nonparametric time series forecasting with dynamic updating
- Nonparametric prediction in time series analysis: some empirical results
- A functional linear model for time series prediction with exogenous variables
- On the prediction of stationary functional time series
- Shape-preserving prediction for stationary functional time series
- Functional principal component models for sparse and irregularly spaced data by Bayesian inference
- The effect of correlated errors on the performance of local linear estimation of regression function based on random functional design
- Predictive inference for locally stationary time series with an application to climate data
- scientific article; zbMATH DE number 2009861 (Why is no real title available?)
- Power-weighted densities for time series data
- On projection methods for functional time series forecasting
- Improvement of the nonparametric estimation of functional stationary time series using Yeo-Johnson transformation with application to temperature curves
- Combining endogenous and exogenous variables in a special case of non-parametric time series forecasting model
- Nonparametric Forecasting in Time Series - A Comparative Study
- Functional nonparametric model for time series: a fractal approach for dimension reduction
- Nonparametric trend estimation in functional time series with application to annual mortality rates
- Model-free prediction with application to functional data analysis
- Nonparametric Multistep-Ahead Prediction in Time Series Analysis
- A new approach for time domain analysis of multivariate and functional time series
- Time series prediction with periodic kernels
- Forecasting time series by functional PCA. Discussion of several weighted approaches
- Nonparametric time series prediction: A semi-functional partial linear modeling
- Problems of nonlinear dynamics: III. Local methods of time series forecasting
- Nonparametric sequential prediction of time series
- A combined parametric and nonparametric approach to time series analysis. Motivated by coastal upwelling prediction (Thesis, TU München)
- Conformal prediction bands for two-dimensional functional time series
- Bayesian nonparametric forecasting of monotonic functional time series
- Different PCA approaches for vector functional time series with applications to resistive switching processes
- Locally modelled regression and functional data
- Multi-step-ahead prediction interval for locally stationary time series with application to air pollutant concentration data
- Nonparametric estimation for a functional-circular regression model
This page was built for publication: Functional methods for time series prediction: a nonparametric approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3018664)
