Nonparametric time series forecasting with dynamic updating
From MaRDI portal
Publication:543446
DOI10.1016/j.matcom.2010.04.027zbMath1215.62098OpenAlexW2070074071WikidataQ58288614 ScholiaQ58288614MaRDI QIDQ543446
Publication date: 17 June 2011
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2010.04.027
ridge regressionfunctional principal component analysispenalized least squaresfunctional time seriesseasonal time series
Inference from stochastic processes and prediction (62M20) Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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