Shape-preserving prediction for stationary functional time series

DOI10.1214/21-EJS1882zbMath1487.37096arXiv1910.12046OpenAlexW3187037230MaRDI QIDQ2233562

Hernando Ombao, Shuhao Jiao

Publication date: 11 October 2021

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.12046

zbMATH Keywords

predictionstate-space modelshape spacefunctional time seriesnonlinear dimension reductionfunctional registrationspherical \(K\)-means clustering

Mathematics Subject Classification ID

Functional data analysis (62R10) Time series analysis of dynamical systems (37M10)

Related Items (1)

Functional Time Series Prediction Under Partial Observation of the Future Curve

Uses Software

• fda (R)
• skmeans

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