High-dimensional functional time series forecasting

2017 ◽  
pp. 131-136
Author(s):  
Yuan Gao ◽  
Hanlin L. Shang ◽  
Yanrong Yang
Keyword(s):  
Time Series ◽  
Time Series Forecasting ◽  
High Dimensional ◽  
Functional Time Series

scholarly journals On projection methods for functional time series forecasting

2021 ◽  
pp. 104890
Author(s):  
Antonio Elías ◽  
Raúl Jiménez ◽  
Han Lin Shang
Keyword(s):  
Time Series ◽  
Projection Methods ◽  
Time Series Forecasting ◽  
Functional Time Series

Optimal dimension reduction for high-dimensional and functional time series

2018 ◽  
Vol 21 (2) ◽  
pp. 385-398 ◽  
Author(s):  
Marc Hallin ◽  
Siegfried Hörmann ◽  
Marco Lippi
Keyword(s):  
Time Series ◽  
Dimension Reduction ◽  
High Dimensional ◽  
Optimal Dimension ◽  
Functional Time Series
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