High-dimensional functional time series forecasting

Contributions to Statistics - Functional Statistics and Related Fields ◽

10.1007/978-3-319-55846-2_17 ◽

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

Download Full-text

High-dimensional functional time series forecasting: An application to age-specific mortality rates

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2018.10.003 ◽

2019 ◽

Vol 170 ◽

pp. 232-243 ◽

Author(s):

Yuan Gao ◽

Han Lin Shang ◽

Yanrong Yang

Keyword(s):

Time Series ◽

Mortality Rates ◽

Time Series Forecasting ◽

High Dimensional ◽

Functional Time Series ◽

Specific Mortality

Download Full-text

Differentiable Neural Architecture Search for High-Dimensional Time Series Forecasting

IEEE Access ◽

10.1109/access.2021.3055555 ◽

2021 ◽

Vol 9 ◽

pp. 20922-20932

Author(s):

Renlong Jie ◽

Junbin Gao

Keyword(s):

Time Series ◽

Time Series Forecasting ◽

High Dimensional ◽

Neural Architecture

Download Full-text

Functional time series forecasting of extreme values

Communications in Statistics Case Studies Data Analysis and Applications ◽

10.1080/23737484.2020.1869629 ◽

2021 ◽

pp. 1-18

Author(s):

Han Lin Shang ◽

Ruofan Xu

Keyword(s):

Time Series ◽

Extreme Values ◽

Time Series Forecasting ◽

Functional Time Series

Download Full-text

On projection methods for functional time series forecasting

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2021.104890 ◽

2021 ◽

pp. 104890

Author(s):

Antonio Elías ◽

Raúl Jiménez ◽

Han Lin Shang

Keyword(s):

Time Series ◽

Projection Methods ◽

Time Series Forecasting ◽

Functional Time Series

Download Full-text

Optimal dimension reduction for high-dimensional and functional time series

Statistical Inference for Stochastic Processes ◽

10.1007/s11203-018-9172-1 ◽

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

Download Full-text

Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates

Risks ◽

10.3390/risks5020021 ◽

2017 ◽

Vol 5 (2) ◽

pp. 21 ◽

Author(s):

Yuan Gao ◽

Han Shang

Keyword(s):

Time Series ◽

Mortality Rates ◽

Time Series Forecasting ◽

Functional Time Series ◽

Specific Mortality

Download Full-text

High-dimensional Multivariate Time Series Forecasting using Self-Organizing Maps and Fuzzy Time Series

2021 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE) ◽

10.1109/fuzz45933.2021.9494496 ◽

2021 ◽

Author(s):

Matheus Cascalho dos Santos ◽

Frederico Gadelha Guimaraes ◽

Petronio Candido de Lima e Silva

Keyword(s):

Time Series ◽

Multivariate Time Series ◽

Time Series Forecasting ◽

Fuzzy Time Series ◽

High Dimensional ◽

Self Organizing Maps ◽

Self Organizing

Download Full-text

A robust functional time series forecasting method

Journal of Statistical Computation and Simulation ◽

10.1080/00949655.2019.1572146 ◽

2019 ◽

Vol 89 (5) ◽

pp. 795-814 ◽

Author(s):

Han Lin Shang

Keyword(s):

Time Series ◽

Time Series Forecasting ◽

Functional Time Series ◽

Forecasting Method

Download Full-text

Clustering-Based Improvement of Nonparametric Functional Time Series Forecasting: Application to Intra-Day Household-Level Load Curves

IEEE Transactions on Smart Grid ◽

10.1109/tsg.2013.2277171 ◽

2014 ◽

Vol 5 (1) ◽

pp. 411-419 ◽

Author(s):

Mohamed Chaouch

Keyword(s):

Time Series ◽

Time Series Forecasting ◽

Household Level ◽

Functional Time Series

Download Full-text

Functional time series forecasting with dynamic updating: An application to intraday particulate matter concentration

Econometrics and Statistics ◽

10.1016/j.ecosta.2016.08.004 ◽

2017 ◽

Vol 1 ◽

pp. 184-200 ◽

Author(s):

Han Lin Shang

Keyword(s):

Time Series ◽

Particulate Matter ◽

Time Series Forecasting ◽

Functional Time Series ◽

Particulate Matter Concentration ◽

Dynamic Updating ◽

Matter Concentration

Download Full-text