- Tytuł:
- Functional Regression in Short-Term Prediction of Economic Time Series
- Autorzy:
- Kosiorowski, Daniel
- Powiązania:
- https://bibliotekanauki.pl/articles/465836.pdf
- Data publikacji:
- 2014
- Wydawca:
- Główny Urząd Statystyczny
- Tematy:
-
functional data analysis
functional time series
prediction - Opis:
- We compare four methods of forecasting functional time series including fully functional regression, functional autoregression FAR(1) model, Hyndman & Shang principal component scores forecasting using one-dimensional time series method, and moving functional median. Our comparison methods involve simulation studies as well as analysis of empirical dataset concerning the Internet users behaviours for two Internet services in 2013. Our studies reveal that Hyndman & Shao predicting method outperforms other methods in the case of stationary functional time series without outliers, and the moving functional median induced by Frainman & Muniz depth for functional data outperforms other methods in the case of smooth departures from stationarity of the time series as well as in the case of functional time series containing outliers.
- Źródło:
-
Statistics in Transition new series; 2014, 15, 4; 611-626
1234-7655 - Pojawia się w:
- Statistics in Transition new series
- Dostawca treści:
- Biblioteka Nauki
Artykuł