[HTML][HTML] Forecasting: theory and practice

F Petropoulos, D Apiletti, V Assimakopoulos… - International Journal of …, 2022 - Elsevier
Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

Second-generation functional data

S Koner, AM Staicu - Annual review of statistics and its …, 2023 - annualreviews.org
Modern studies from a variety of fields record multiple functional observations according to
either multivariate, longitudinal, spatial, or time series designs. We refer to such data as …

[LLIBRE][B] Introduction to functional data analysis

P Kokoszka, M Reimherr - 2017 - taylorfrancis.com
Introduction to Functional Data Analysis provides a concise textbook introduction to the field.
It explains how to analyze functional data, both at exploratory and inferential levels. It also …

Extensions of some classical methods in change point analysis

L Horváth, G Rice - Test, 2014 - Springer
A common goal in modeling and data mining is to determine, based on sample data,
whether or not a change of some sort has occurred in a quantity of interest. The study of …

[HTML][HTML] Uncovering a stability signature of brain dynamics associated with meditation experience using massive time-series feature extraction

NW Bailey, BD Fulcher, B Caldwell, AT Hill… - Neural networks, 2024 - Elsevier
Previous research has examined resting electroencephalographic (EEG) data to explore
brain activity related to meditation. However, previous research has mostly examined power …

Detecting and dating structural breaks in functional data without dimension reduction

A Aue, G Rice, O Sönmez - … the Royal Statistical Society Series B …, 2018 - academic.oup.com
Methodology is proposed to uncover structural breaks in functional data that is 'fully
functional'in the sense that it does not rely on dimension reduction techniques. A thorough …

Long-range dependent curve time series

D Li, PM Robinson, HL Shang - Journal of the American Statistical …, 2020 - Taylor & Francis
We introduce methods and theory for functional or curve time series with long-range
dependence. The temporal sum of the curve process is shown to be asymptotically normally …

Prediction of functional ARMA processes with an application to traffic data

J Klepsch, C Klüppelberg, T Wei - Econometrics and Statistics, 2017 - Elsevier
For a functional ARMA (p, q) process an approximating vector model, based on functional
PCA, is presented. Sufficient conditions are given for the existence of a stationary solution to …

A kernel two-sample test for functional data

G Wynne, AB Duncan - Journal of Machine Learning Research, 2022 - jmlr.org
We propose a nonparametric two-sample test procedure based on Maximum Mean
Discrepancy (MMD) for testing the hypothesis that two samples of functions have the same …

Grouped functional time series forecasting: An application to age-specific mortality rates

HL Shang, RJ Hyndman - Journal of Computational and Graphical …, 2017 - Taylor & Francis
Age-specific mortality rates are often disaggregated by different attributes, such as sex, state,
and ethnicity. Forecasting age-specific mortality rates at the national and sub-national levels …