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Functional Time Series Prediction Under Partial Observation of the Future Curve - MaRDI portal

Functional Time Series Prediction Under Partial Observation of the Future Curve (Q6107210)

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scientific article; zbMATH DE number 7705994
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Functional Time Series Prediction Under Partial Observation of the Future Curve
scientific article; zbMATH DE number 7705994

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    Functional Time Series Prediction Under Partial Observation of the Future Curve (English)
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    3 July 2023
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    dimension reduction
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    functional principal component
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    final prediction error
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    functional time series
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    intra-day fully functional linear regression model
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    long-term and short-term dynamics
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    updating prediction
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