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EconomicsMathematics

Forecasting functional time series

Rob J Hyndman, H. Shang

2009.9.1JOURNAL OF THE KOREAN STATISTICAL SOCIETY

DOI: 10.1016/j.jkss.2009.06.002

tlooto Summary

This work proposes forecasting functional time series using weighted functional principal component regression and weighted functional partial least squares regression, and shows that these weighted methods improve forecast accuracy in comparison to their unweighted counterparts.

Abstract

Abstract is not available.

Citation format

HYNDMAN, Rob J; SHANG, H. Forecasting functional time series. JOURNAL OF THE KOREAN STATISTICAL SOCIETY, 2009, 38: 199–211.