A review study of functional autoregressive models with application to energy forecasting

A review study of functional autoregressive models with application to energy forecasting

In this data‐rich era, it is essential to develop advanced techniques to analyze and understand large amounts of data and extract the underlying information in a flexible way. We provide a review study on the state‐of‐the‐art statistical time series models for univariate and multivariate functional...

Full description

Saved in:
Bibliographic Details
Main Authors: CHEN, Ying, KOCH, Thorsten, LIM, Kian Guan, XU, Xiaofei, ZAKIYEVA, Nazgul
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2020
Subjects:
Statistical models
Semiparametric models
Time series
Stochastic processes
Functional data
Management Sciences and Quantitative Methods
Statistics and Probability
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/6688
https://ink.library.smu.edu.sg/context/lkcsb_research/article/7693/viewcontent/Review_study_of_functional_autoregressive_av.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/lkcsb_research/6688
https://ink.library.smu.edu.sg/context/lkcsb_research/article/7693/viewcontent/Review_study_of_functional_autoregressive_av.pdf

Similar Items