Search Results - subject:"Functional data"

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

Forecasting implied volatility in foreign exchange markets : a functional time series approach

Kearney, Fearghal; Cummins, Mark; Murphy, Finbarr - In: The European journal of finance 24 (2018) 1/3, pp. 1-18

Persistent link: https://www.econbiz.de/10012244257

K-centres functional clustering : a person-centered approach to modeling complex nonlinear growth trajectories

Hofmans, Joeri; Vantilborgh, Tim; Solinger, Omar N. - In: Organizational research methods : ORM 21 (2018) 4, pp. 905-930

Persistent link: https://www.econbiz.de/10011933950

Distributions of GDP across versions of the Penn World Tables : a functional data analysis approach

Chen, Tao; DeJuan, Joseph P.; Tian, Renfang - In: Economics letters 170 (2018), pp. 179-184

Persistent link: https://www.econbiz.de/10012019633

Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns

Gooijer, Jan G. De; Diks, Cees G. H.; Gątarek, Łukasz T. - In: Central European Journal of Economic Modelling and … 4 (2012) 1, pp. 23-44

overnight foreign price pattern, brings the prediction exercise in the realm of functional data analysis. Both parametric and … non-parametric functional data analysis are considered, and compared with a simple linear benchmark model. The information …

Persistent link: https://www.econbiz.de/10010875633

Point and interval forecasts of age-specific life expectancies

Shang, Han Lin - In: Demographic Research 27 (2012) 21, pp. 593-644

This paper considers forecasting life table, and proposes a model averaging approach to improve point and interval forecast accuracy. Illustrated by data of eleven countries, we compare point and interval forecasts among ten principal component and two random walk methods. Based on averaged...

Persistent link: https://www.econbiz.de/10010851056

Model effect on projected mortality indicators

Debòn, A.; Haberman, S.; Montes, F.; Otranto, E. - Centro Ricerche Nord Sud (CRENoS) - 2012

three sets of predictions so obtained are compared using a mixture of block-bootstrap techniques and functional data …

Persistent link: https://www.econbiz.de/10011147867