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A functional linear model for time series prediction with exogenous variables

✍ Scribed by Aldo Goia


Book ID
116890455
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
287 KB
Volume
82
Category
Article
ISSN
0167-7152

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Functional methods for time series predi
✍ Germán Aneiros-Pérez; Ricardo Cao; Juan M. Vilar-Fernández 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 284 KB

## Abstract The problem of prediction in time series using nonparametric functional techniques is considered. An extension of the local linear method to regression with functional explanatory variable is proposed. This forecasting method is compared with the functional Nadaraya–Watson method and wi