Forecasting PC-ARIMA models for functional data

DOI10.1007/978-3-642-57489-4_3zbMATH Open1439.62043OpenAlexW1511761393MaRDI QIDQ3298643FDOQ3298643

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

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

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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)

Cites Work

• Functional data analysis
• Title not available (Why is that?)
• Forecasting with unequally spaced data by a functional principal component approach
• Title not available (Why is that?)
• Approximation of estimators in the PCA of a stochastic process using B-splines
• Forecasting time series by functional PCA. Discussion of several weighted approaches
• Title not available (Why is that?)
• Approximation spline de l'analyse en composantes principales d'une variable aléatoire hilbertienne

Cited In (6)

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

Uses Software

• fda (R)

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