A functional linear model for time series prediction with exogenous variables
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Publication:433596
DOI10.1016/J.SPL.2012.02.009zbMATH Open1241.62124OpenAlexW2094942690MaRDI QIDQ433596FDOQ433596
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Cited in
(13)- Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes
- Interaction models for functional regression
- Regularised forecasting via smooth-rough partitioning of the regression coefficients
- Classification methods for Hilbert data based on surrogate density
- Functional additive regression
- A control function approach for testing the usefulness of trending variables in forecast models and linear regression
- Choosing the most relevant level sets for depicting a sample of densities
- Combining endogenous and exogenous variables in a special case of non-parametric time series forecasting model
- Multivariate functional linear regression and prediction
- Generalized additive models for functional data
- Nonparametric time series prediction: A semi-functional partial linear modeling
- Peak-load forecasting using a functional semi-parametric approach
- Prediction of high-dimensional time series with exogenous variables using generalized Koopman operator framework in reproducing kernel Hilbert space
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