Classical time series models have serious difficulties in modeling and forecasting the enormous fluctuations of electricity spot prices. Markov regime switch models belong to the most often used models in the electric- ity literature. These models try to capture the fluctuations of electricity...

Natural gas prices show a non-linear, non-stationary, and time variant behaviour. In this study, we build a regression function for daily natural gas prices using ε-SVR and v-SVR and experiment with different kernels. We compare the proposed methods with artificial neural networks, RBF networks...

Daily evapotranspiration is a major component in crops water consumption management plans. Consequently, forecasting of daily evapotranspiration is the keystone of any effective water resources management plans in fragile environment similar to the Nile Delta region. The estimation of daily...

Die Prognose von makroökonomischen Zeitreihen steht häufig vor dem Problem, dass die verwendeten Indikatoren und die Zielzeitreihe in verschiedenen Frequenzen vorliegen. So ist das Bruttoinlandsprodukt nur auf Quartalsbasis verfügbar, während die meisten Indikatoren, wie z.B. das ifo...

Consider a one-way layout where random samples of data are available from k populations, where the distributions of the data from each population are considered to be completely unknown. This paper discusses a methodology for investigating whether it can be concluded that the k unknown...

We introduce a modeling and mathematical framework in which the problem of registering a functional data set can be consistently set. In detail, we show that the introduction, in a functional data analysis, of a metric/semi-metric and of a group of warping functions, with respect to which the...

We explore the use of principal differential analysis as a tool for performing dimensional reduction of functional data sets. In particular, we compare the results provided by principal differential analysis and by functional principal component analysis in the dimensional reduction of three...

A functional classification methodology, based on the Reproducing Kernel Hilbert Space (RKHS) theory, is proposed for discrimination of gene expression profiles. The parameter function involved in the definition of the functional logistic regression is univocally and consistently estimated, from...