Forecasting PC-ARIMA models for functional data

DOI10.1007/978-3-642-57489-4_3MaRDI QIDQ3298643zbMATHOpenAlexFDO

Authors Mariano J. Valderrama, Francisco A. Ocaña, Ana M. Aguilera

Publication date 15 July 2020

Published in Compstat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-57489-4_3

zbMATH Keywords

functional dataprincipal componentsARIMA\textit{El Niño}

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Inference from stochastic processes and prediction (62M20) Functional data analysis (62R10)

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Cites work

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Cited in

(6)

• Forecasting binary longitudinal data by a functional PC-ARIMA model
• Autoregressive forecasting of some functional climatic variations
• Variational Bayesian functional PCA
• Curve forecasting by functional autoregression
• A dynamic regression model for air pollen concentration
• Robust forecasting of mortality and fertility rates: a functional data approach

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• fda (R)

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