Forecasting time series by functional PCA. Discussion of several weighted approaches
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Publication:1979102
DOI10.1007/s001800050025zbMath0941.62102OpenAlexW2056977899MaRDI QIDQ1979102
Francisco A. Ocaña, Ana M. Aguilera, Mariano J. Valderrama
Publication date: 24 May 2000
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001800050025
time seriesorthogonal expansionsprincipal componentsinterpolating splinesweighted functional estimation
Inference from stochastic processes and prediction (62M20) Factor analysis and principal components; correspondence analysis (62H25)
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