This work deals with a generalization of the Total Least Squares method in the context of the functional linear model. We first propose a smoothing splines estimator of the functional coefficient of the model without noise in the covariates and we obtain an asymptotic result for this estimator....

Scalar-on-function regression problems with continuous outcomes arise naturally in many settings, and a wealth of estimation methods now exist. Despite the clear differences in regression model assumptions, tuning parameter selection, and the incorporation of functional structure, it remains...

Findings from previous studies indicate that the long-run stationarity of the real exchange rate in different time horizons remains unclear. In order to shed light on this problem, we have adopted a new method which is widely used to analyze signals, the so-called wavelet transformation. This...

Findings from previous studies indicate that the long-run stationarity of the real exchange rate in different time horizons remains unclear. In order to shed light on this problem, we have adopted a new method which is widely used to analyze signals, the so-called wavelet transformation. This...

Predicting the wind speed at multiple time points over a time span between two and 4 h typically requires a multi-input/multi-output model. This study investigates a wind speed forecasting method based on spectral clustering (SC) and echo state networks (ESNs). A wavelet transformation was used...

В статье произведен анализ поведения фондовых индексов и курсов валют до и во время кризисных явлений с целью выявления ключевых признаков предкризисного...