A Functional Wavelet–Kernel Approach for Time Series Prediction

DOI10.1111/j.1467-9868.2006.00569.xzbMath1110.62122arXivmath/0505172MaRDI QIDQ3442941

Efstathios Paparoditis, Anestis Antoniadis, Theofanis Sapatinas

Publication date: 24 May 2007

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0505172

zbMATH Keywords

wavelets; alpha-mixing; smoothing splines; resampling; Besov spaces; exponential smoothing; time series prediction; functional kernel regression; pointwise prediction intervals; seasonal autoregressive integrated moving average models

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62G08: Nonparametric regression and quantile regression

65T60: Numerical methods for wavelets

Related Items

Modeling and Forecasting Daily Electricity Load Curves: A Hybrid Approach, CLUSTERING FUNCTIONAL DATA USING WAVELETS, Aspects of prediction, Fourier analysis of stationary time series in function space, Test of independence for functional data, Estimation error for blind Gaussian time series prediction, Bandwidth selection for functional time series prediction, Forecasting electricity consumption by aggregating specialized experts, Dependent functional data, Testing stationarity of functional time series, Determining the order of the functional autoregressive model, Nonstationary Time Series Forecasting Using Wavelets and Kernel Smoothing, Functional methods for time series prediction: a nonparametric approach

Uses Software

• fda (R)

Cites Work

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