Search Results - subject:"Functional Data"

Functional data analysis of generalized quantile regressions

Guo, Mengmeng; Zhou, Lhan; Huang, Jianhua Z.; Härdle, … - 2013

. We develop a functional data analysis approach to jointly estimate a family of generalized quantile regressions. Our …

Persistent link: https://www.econbiz.de/10010319200

Modeling and Forecasting Electricity Spot Prices: A Functional Data Perspective

Liebl, Dominik - Volkswirtschaftliche Fakultät, … - 2013

as two alternative functional data models. …

Persistent link: https://www.econbiz.de/10011111745

A Kendall correlation coefficient for functional dependence

García, Dalia Jazmín Valencia; Lillo, Rosa E.; Romo, Juan - Departamento de Estadistica, Universidad Carlos III de … - 2013

Measuring dependence is a basic question when dealing with functional observations. The usual correlation for curves is not robust. Kendall's coefficient is a natural description of dependence between finite dimensional random variables. We extend this concept to functional observations. Given a...

Persistent link: https://www.econbiz.de/10010861860

Spearman coefficient for functions

García, Dalia Jazmín Valencia; Lillo, Rosa E.; Romo, Juan - Departamento de Estadistica, Universidad Carlos III de … - 2013

We present a notion of Spearman's coefficient for functional data that extends the classical bivariate concept to …

Persistent link: https://www.econbiz.de/10010861863

The Mahalanobis distance for functional data with applications to classification

Joseph, Esdras; Galeano, Pedro; Lillo, Rosa E. - Departamento de Estadistica, Universidad Carlos III de … - 2013

This paper presents a general notion of Mahalanobis distance for functional data that extends the classical … known functional classification procedures are developed using the Mahalanobis distance for functional data as a measure of … compared with those methods used in conjunction with the Mahalanobis distance for functional data, with positive results …

Persistent link: https://www.econbiz.de/10010861878

Dependency evolution in Spanish disabled population : a functional data analysis approach

Lozano, Irene Albarrán; González, Pablo Alonso; Gil, … - Departamento de Estadistica, Universidad Carlos III de … - 2013

functional data, where for each individual we get a curve only observed at those points in which changes in the condition of his …/her dependency occur. We use functional data analysis techniques such as curve registration, functional data depth or distance …

Persistent link: https://www.econbiz.de/10010861887

Functional Data Analysis of Generalized Quantile Regressions

Guo, Mengmeng; Zhou, Lhan; Huang, Jianhua Z.; Härdle, … - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2013

. We develop a functional data analysis approach to jointly estimate a family of generalized quantile regressions. Our …

Persistent link: https://www.econbiz.de/10010603885

Forecasting of a hierarchical functional time series on example of macromodel for the day and night air pollution in Silesia region : a critical overview

Kosiorowski, Daniel; Mielczarek, Dominik; Rydlewski, … - In: Central European journal of economic modelling and … 10 (2018) 1, pp. 53-73

Persistent link: https://www.econbiz.de/10011918128

Relationship between oil price and exchange rate by FDA and copula

Kim, Jong-Min; Jung, Hojin - In: Applied economics 50 (2018) 22, pp. 2486-2499

Persistent link: https://www.econbiz.de/10011850251

The impact of special days in call arrivals forecasting : a neural network approach to modelling special days

Barrow, Devon; Kourentzes, Nikolaos - In: European journal of operational research : EJOR 264 (2018) 3, pp. 967-977

Persistent link: https://www.econbiz.de/10011802132