Forecasting PC-ARIMA Models for Functional Data

DOI10.1007/978-3-642-57489-4_3zbMath1439.62043OpenAlexW1511761393MaRDI QIDQ3298643

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

ARIMAprincipal componentsfunctional data\textit{El Niño}

Mathematics Subject Classification ID

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

Related Items (4)

A dynamic regression model for air pollen concentration ⋮ Variational Bayesian functional PCA ⋮ Robust forecasting of mortality and fertility rates: a functional data approach ⋮ Forecasting binary longitudinal data by a functional PC-ARIMA model

Uses Software

• fda (R)

Cites Work

• Forecasting with unequally spaced data by a functional principal component approach
• Functional data analysis
• Forecasting time series by functional PCA. Discussion of several weighted approaches
• Approximation spline de l'analyse en composantes principales d'une variable aléatoire hilbertienne
• Approximation of estimators in the PCA of a stochastic process using B-splines
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