Modeling functional time series and mixed-type predictors with partially functional autoregressions
Year of publication: |
2024
|
---|---|
Authors: | Xu, Xiaofei ; Chen, Ying ; Zhang, Ge ; Koch, Thorsten |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 42.2024, 2, p. 349-366
|
Subject: | Energy forecasting | Functional time series | High dimensionality | Mixed-type covariates | Two-layer sparsity | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory |
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