Aguilera, Ana M.; Escabias, Manuel; Valderrama, Mariano J. - In: Computational Statistics & Data Analysis 52 (2008) 6, pp. 3187-3197
In order to forecast time evolution of a binary response variable from a related continuous time series a functional logit model is proposed. The estimation of this model from discrete time observations of the predictor is solved by using functional principal component analysis and ARIMA...