Assessing the finite dimensionality of functional data
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DOI: 10.1111/j.1467-9868.2006.00562.x
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Citations
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Cited by:
- Wong, Raymond K.W. & Zhang, Xiaoke, 2019. "Nonparametric operator-regularized covariance function estimation for functional data," Computational Statistics & Data Analysis, Elsevier, vol. 131(C), pages 131-144.
- Cho, Haeran & Goude, Yannig & Brossat, Xavier & Yao, Qiwei, 2013. "Modeling and forecasting daily electricity load curves: a hybrid approach," LSE Research Online Documents on Economics 49634, London School of Economics and Political Science, LSE Library.
- Han Lin Shang & Yang Yang, 2021. "Forecasting Australian subnational age-specific mortality rates," Journal of Population Research, Springer, vol. 38(1), pages 1-24, March.
- Joakim Westerlund, 2020. "A cross‐section average‐based principal components approach for fixed‐T panels," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 776-785, September.
- Shang, Han Lin & Kearney, Fearghal, 2022.
"Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces,"
International Journal of Forecasting, Elsevier, vol. 38(3), pages 1025-1049.
- Han Lin Shang & Fearghal Kearney, 2021. "Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces," Papers 2107.14026, arXiv.org.
- Saart, Patrick W. & Xia, Yingcun, 2022. "Functional time series approach to analyzing asset returns co-movements," Journal of Econometrics, Elsevier, vol. 229(1), pages 127-151.
- Faheem Jan & Ismail Shah & Sajid Ali, 2022. "Short-Term Electricity Prices Forecasting Using Functional Time Series Analysis," Energies, MDPI, vol. 15(9), pages 1-15, May.
- Han Lin Shang & Rob J Hyndman, 2016. "Grouped functional time series forecasting: An application to age-specific mortality rates," Monash Econometrics and Business Statistics Working Papers 4/16, Monash University, Department of Econometrics and Business Statistics.
- Horta, Eduardo & Ziegelmann, Flavio, 2018. "Conjugate processes: Theory and application to risk forecasting," Stochastic Processes and their Applications, Elsevier, vol. 128(3), pages 727-755.
- Rodney V. Fonseca & Aluísio Pinheiro, 2020. "Wavelet estimation of the dimensionality of curve time series," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(5), pages 1175-1204, October.
- Yang, Yang & Yang, Yanrong & Shang, Han Lin, 2022. "Feature extraction for functional time series: Theory and application to NIR spectroscopy data," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
- Cees Diks & Bram Wouters, 2023. "Noise reduction for functional time series," Papers 2307.02154, arXiv.org.
- Horta, Eduardo & Ziegelmann, Flavio, 2018. "Dynamics of financial returns densities: A functional approach applied to the Bovespa intraday index," International Journal of Forecasting, Elsevier, vol. 34(1), pages 75-88.
- Poskitt, D.S. & Sengarapillai, Arivalzahan, 2013.
"Description length and dimensionality reduction in functional data analysis,"
Computational Statistics & Data Analysis, Elsevier, vol. 58(C), pages 98-113.
- D. S. Poskitt & Arivalzahan Sengarapillai, 2009. "Description Length and Dimensionality Reduction in Functional Data Analysis," Monash Econometrics and Business Statistics Working Papers 13/09, Monash University, Department of Econometrics and Business Statistics.
- Fremdt, Stefan & Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef G., 2014. "Functional data analysis with increasing number of projections," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 313-332.
- Han Lin Shang & Jiguo Cao & Peijun Sang, 2022. "Stopping time detection of wood panel compression: A functional time‐series approach," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 71(5), pages 1205-1224, November.
- Yuan Gao & Han Lin Shang, 2017. "Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates," Risks, MDPI, vol. 5(2), pages 1-18, March.
- Han Lin Shang & Yang Yang & Fearghal Kearney, 2019. "Intraday forecasts of a volatility index: functional time series methods with dynamic updating," Annals of Operations Research, Springer, vol. 282(1), pages 331-354, November.
- Shang, Han Lin, 2017. "Functional time series forecasting with dynamic updating: An application to intraday particulate matter concentration," Econometrics and Statistics, Elsevier, vol. 1(C), pages 184-200.
- González, Javier & Muñoz, Alberto, 2010. "Representing functional data in reproducing Kernel Hilbert Spaces with applications to clustering and classification," DES - Working Papers. Statistics and Econometrics. WS ws102713, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Han Shang, 2014.
"A survey of functional principal component analysis,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 98(2), pages 121-142, April.
- Han Lin Shang, 2011. "A survey of functional principal component analysis," Monash Econometrics and Business Statistics Working Papers 6/11, Monash University, Department of Econometrics and Business Statistics.
- Aubin, Jean-Baptiste & Bongiorno, Enea G. & Goia, Aldo, 2022. "The correction term in a small-ball probability factorization for random curves," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
- Philip T. Reiss & Jeff Goldsmith & Han Lin Shang & R. Todd Ogden, 2017. "Methods for Scalar-on-Function Regression," International Statistical Review, International Statistical Institute, vol. 85(2), pages 228-249, August.
- Horta, Eduardo & Ziegelmann, Flavio, 2016. "Identifying the spectral representation of Hilbertian time series," Statistics & Probability Letters, Elsevier, vol. 118(C), pages 45-49.
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