Using robust FPCA to identify outliers in functional time series, with applications to the electricity market
zbMATH Open1356.62156MaRDI QIDQ3179380FDOQ3179380
Authors:
Publication date: 21 December 2016
Full work available at URL: http://www.idescat.cat/sort/sort402/40.2.5.vilar-etal.pdf
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outlier detectionfunctional data analysisfunctional principal component analysisfunctional time serieselectricity demand and price
Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)
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