Functional methods for time series prediction: a nonparametric approach
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Publication:3018664
DOI10.1002/FOR.1169zbMATH Open1217.91138OpenAlexW2059977044WikidataQ61849267 ScholiaQ61849267MaRDI QIDQ3018664FDOQ3018664
Authors: Germán Aneiros, Ricardo Cao, Juan Manuel Vilar-Fernández 
Publication date: 27 July 2011
Published in: Journal of Forecasting (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/for.1169
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Cited In (37)
- 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 prediction in time series analysis: some empirical results
- Nonparametric time series forecasting with dynamic updating
- A functional linear model for time series prediction with exogenous variables
- 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
- On the prediction of stationary functional time series
- Predictive inference for locally stationary time series with an application to climate data
- Shape-preserving prediction for stationary functional time series
- Title not available (Why is that?)
- On projection methods for functional time series forecasting
- Power-weighted densities for time series data
- 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
- Conformal prediction bands for two-dimensional functional time series
- Nonparametric sequential prediction of time series
- A combined parametric and nonparametric approach to time series analysis. Motivated by coastal upwelling prediction (Thesis, TU München)
- 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
- Functional Time Series Prediction Under Partial Observation of the Future Curve
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