All Questions
Tagged with functional-data-analysis forecasting
5 questions
4
votes
2
answers
57
views
Forecasting a series that comes with uncertainty
I have a time series resulting from a spatiotemporal aggregation on the spatial domain.
As a result, I have a central measurement (let's say mean average) and a dispersion (let's say standard ...
1
vote
1
answer
83
views
How can I use functional time series or functional principal component regression for forecasting this type of data?
Lets say I have this type of data. For one of the series, I observed data until day 300. Can I use functional principal component regression to forecast next 50 observations? What is the best way to ...
- 71
1
vote
0
answers
67
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Forecasting using functional data analysis with parametric models for the functions
I have collected data at regularly spaced time intervals, and at each time, the observed data is commonly fit by a simple parametric functional form involving several parameters.
A naive approach to ...
- 261
2
votes
2
answers
525
views
Forecasting ranges for multiple observations with quarterly data
I have 90 markets with quarterly results, with data from 2014 Q1 to 2016 Q2. I'd like to predict 2016 Q4 results. With a time-series in R, as I understand, you need a single observation over multiple ...
- 192
10
votes
3
answers
1k
views
Forecasting of density function
I am doing some research about forecasting time series of probability density functions. We are aiming to forecast a PDF given historically observed (usually, estimated) PDF. The forecasting method we ...
- 101