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...
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| Main Authors: | , , , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2020
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| Subjects: | |
| 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 |
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| Institution: | Singapore Management University |
| Language: | English |