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

• 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
• Institution: Singapore Management University

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...