Variable Selection for the Prediction of C[0,1]-Valued Autoregressive Processes using Reproducing Kernel Hilbert Spaces
| Autor: | Johannes Klepsch, Beatriz Bueno-Larraz |
|---|---|
| Rok vydání: | 2018 |
| Předmět: |
Statistics and Probability
021103 operations research Series (mathematics) Applied Mathematics Dimensionality reduction 0211 other engineering and technologies Hilbert space Feature selection 02 engineering and technology 01 natural sciences 010104 statistics & probability symbols.namesake Autoregressive model Modeling and Simulation Kernel (statistics) symbols Applied mathematics 0101 mathematics Mathematics Reproducing kernel Hilbert space |
| Zdroj: | Technometrics. 61:139-153 |
| ISSN: | 1537-2723 0040-1706 |
| DOI: | 10.1080/00401706.2018.1505660 |
| Popis: | A model for the prediction of functional time series is introduced, where observations are assumed to be continuous random functions. We model the dependence of the data with a nonstandard autoregr... |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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