Forecasting with unequally spaced data by a functional principal component approach

DOI10.1007/BF02595871zbMath0945.62095MaRDI QIDQ1302071

Ana M. Aguilera, Francisco A. Ocaña, Mariano J. Valderrama

Publication date: 12 October 2000

Published in: Test (Search for Journal in Brave)

zbMATH Keywords

principal componentsorthogonal projectionKarhunen-Loeve expansionleast-squares linear prediction

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Factor analysis and principal components; correspondence analysis (62H25) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (14)

Functional wavelet-based modelling of dependence between lupus and stress ⋮ Penalized PCA approaches for B-spline expansions of smooth functional data ⋮ Forecasting PC-ARIMA Models for Functional Data ⋮ Variational Bayesian functional PCA ⋮ Forecasting Pollen Concentration by a Two-Step Functional Model ⋮ No effect and lack-of-fit permutation tests for functional regression ⋮ A robust partial least squares approach for function-on-function regression ⋮ Principal component estimation of functional logistic regression: discussion of two different approaches ⋮ A partial least squares approach for function-on-function interaction regression ⋮ Functional PLS logit regression model ⋮ Forecasting binary longitudinal data by a functional PC-ARIMA model ⋮ Discussion of different logistic models with functional data. Application to systemic lupus erythematosus ⋮ P-spline Estimation of Functional Classification Methods for Improving the Quality in the Food Industry ⋮ Penalized function-on-function regression

Uses Software

• fda (R)

Cites Work

• Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
• Principal components analysis of sampled functions
• An introduction to stochastic processes and their applications
• Functional data analysis
• Approximation spline de l'analyse en composantes principales d'une variable aléatoire hilbertienne
• Approximation of estimators in the PCA of a stochastic process using B-splines
• Principal Modes of Variation for Processes with Continuous Sample Curves
• Computational approaches to estimation in the principal component analysis of a stochastic process
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