Using robust FPCA to identify outliers in functional time series, with applications to the electricity market

MaRDI QIDQ3179380zbMATH OpenFDO

Authors

Publication date 21 December 2016

Full work available at URL http://www.idescat.cat/sort/sort402/40.2.5.vilar-etal.pdf

zbMATH Keywords

outlier detectionfunctional data analysisfunctional principal component analysisfunctional time serieselectricity demand and price

Mathematics Subject Classification ID

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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