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  • Search: subject:"Functional data analysis"
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Year of publication
Subject
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Functional data analysis 88 functional data analysis 50 Theorie 36 Theory 36 Forecasting model 25 Prognoseverfahren 25 Time series analysis 16 Functional Data Analysis 15 Zeitreihenanalyse 15 Estimation theory 14 Schätztheorie 14 Volatility 13 Volatilität 13 Nonparametric statistics 12 Estimation 11 Schätzung 11 Nichtparametrisches Verfahren 10 Principal component analysis 7 Welt 7 World 7 Yield curve 7 Zinsstruktur 7 Aktienmarkt 6 Hauptkomponentenanalyse 6 Multivariate Analyse 6 Multivariate analysis 6 Stock market 6 Bootstrap approach 5 Bootstrap-Verfahren 5 Börsenkurs 5 China 5 Close-to-open gap forecasting 5 Cluster analysis 5 Electricity 5 Elektrizität 5 Energiekonsum 5 Energy consumption 5 Functional principal component analysis 5 International stock markets 5 Share price 5
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Online availability
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Undetermined 85 Free 64 CC license 5
Type of publication
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Article 114 Book / Working Paper 48 Other 1
Type of publication (narrower categories)
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Article in journal 59 Aufsatz in Zeitschrift 59 Working Paper 24 Arbeitspapier 16 Graue Literatur 16 Non-commercial literature 16 Article 7 Thesis 6 research-article 2 Bibliografie enthalten 1 Bibliography included 1 Lehrbuch 1 Statistik 1 Textbook 1
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Language
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English 103 Undetermined 59 German 1
Author
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Kokoszka, Piotr 5 Liu, Zhenya 5 Das, Sonali 4 Gallón, Santiago 4 Gatarek, Lukasz T. 4 Rhoden, Imke 4 Voit, Ann-Katrin 4 Weller, Daniel 4 Cummins, Mark 3 Diks, Cees G.H. 3 Galeano, Pedro 3 Gooijer, Jan G. de 3 Gupta, Rangan 3 Härdle, Wolfgang 3 Härdle, Wolfgang Karl 3 Kearney, Fearghal 3 Kneip, Alois 3 Maennig, Wolfgang 3 Mangisa, Siphumlile 3 Mueller, Steffen Q. 3 Murphy, Finbarr 3 Romo, Juan 3 Shang, Han Lin 3 Vantini, Simone 3 Vieu, Philippe 3 Wang, Shixuan 3 Aguilera, Ana 2 Benko, Michal 2 Boubaker, Sabri 2 Burdejova, Petra 2 Carey, Michelle 2 Carroll, Raymond J. 2 Cañón, Carlos Iván 2 Chiaromonte, Francesca 2 Diks, Cees G. H. 2 Erbas, Bircan 2 Escabias, Manuel 2 Esposito, Christian 2 Fagiolo, Giorgio 2 Gath, Eugene G. 2
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Institution
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Departamento de Estadistica, Universidad Carlos III de Madrid 4 Department of Econometrics and Business Statistics, Monash Business School 3 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Centro Ricerche Nord Sud (CRENoS) 1 Department of Accountancy, Economics and Finance, School of Management and Languages 1 EconWPA 1 IGI Global 1 Society for Computational Economics - SCE 1 Tinbergen Institute 1 Tinbergen Instituut 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Computational Statistics & Data Analysis 8 Computational Statistics 6 Journal of Multivariate Analysis 4 Statistics and Econometrics Working Papers 4 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 4 International journal of forecasting 3 Monash Econometrics and Business Statistics Working Papers 3 Psychometrika 3 SFB 649 Discussion Paper 3 Statistics & Probability Letters 3 Working papers 3 AStA Advances in Statistical Analysis 2 Advances in Data Analysis and Classification 2 Applied economics 2 Energy economics 2 European journal of operational research : EJOR 2 Journal of Classification 2 Journal of forecasting 2 Journal of time series econometrics 2 Marketing science 2 Metrika 2 Quantitative finance 2 Research in international business and finance 2 SFB 649 Discussion Papers 2 SFB 649 discussion paper 2 Statistical Papers 2 Statistics & Risk Modeling 2 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 2 Tinbergen Institute Discussion Papers 2 Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 1 Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society 1 Central European Journal of Economic Modelling and Econometrics 1 Central European journal of economic modelling and econometrics 1 Computational and mathematical organization theory 1 Computational economics 1 Computing in Economics and Finance 2005 1 Demographic Research 1 Department of Economics working paper series 1 Discussion paper / Tinbergen Institute 1 ECARES working paper 1
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Source
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ECONIS (ZBW) 77 RePEc 62 EconStor 15 BASE 7 Other ZBW resources 2
Showing 101 - 110 of 163
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A Darling–Erdős-type CUSUM-procedure for functional data
Torgovitski, Leonid - In: Metrika 78 (2015) 1, pp. 1-27
The focus of the paper is nonparametric detection of changes in the mean of <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$m$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>m</mi> </math> </EquationSource> </InlineEquation>-dependent stationary functional data via a cumulative sum (CUSUM) procedure. We consider a projection-based quasi-maximum likelihood CUSUM-procedure which relies on a Darling–Erdős-type limit theorem....</equationsource></equationsource></inlineequation>
Persistent link: https://www.econbiz.de/10011151402
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Forecasting density function : application in finance
Sen, Rituparna; Ma, Changie - In: Journal of mathematical finance 5 (2015) 5, pp. 433-447
Persistent link: https://www.econbiz.de/10011440098
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Valuation of large variable annuity portfolios under nested simulation : a functional data approach
Gan, Guojun; Lin, X. Sheldon - In: Insurance / Mathematics & economics 62 (2015), pp. 138-150
Persistent link: https://www.econbiz.de/10011312079
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An analysis of implied volatility jump dynamics : novel functional data representation in crude oil markets
Kearney, Fearghal; Murphy, Finbarr; Cummins, Mark - In: The North American journal of economics and finance : a … 33 (2015), pp. 199-216
Persistent link: https://www.econbiz.de/10011535207
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Interpretable support vector machines for functional data
Martin-Barragan, Belen; Lillo, Rosa; Romo, Juan - In: European Journal of Operational Research 232 (2014) 1, pp. 146-155
Support Vector Machines (SVMs) is known to be a powerful nonparametric classification technique even for high-dimensional data. Although predictive ability is important, obtaining an easy-to-interpret classifier is also crucial in many applications. Linear SVM provides a classifier based on a...
Persistent link: https://www.econbiz.de/10010738147
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A functional approach to monitor and recognize patterns of daily traffic profiles
Guardiola, I.G.; Leon, T.; Mallor, F. - In: Transportation Research Part B: Methodological 65 (2014) C, pp. 119-136
Functional Data Analysis (FDA) is a collection of statistical techniques for the analysis of information on curves or …
Persistent link: https://www.econbiz.de/10010786540
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Approximate inference for spatial functional data on massively parallel processors
Rakêt, Lars Lau; Markussen, Bo - In: Computational Statistics & Data Analysis 72 (2014) C, pp. 227-240
With continually increasing data sizes, the relevance of the big n problem of classical likelihood approaches is greater than ever. The functional mixed-effects model is a well established class of models for analyzing functional data. Spatial functional data in a mixed-effects setting is...
Persistent link: https://www.econbiz.de/10011056417
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Exploratory time varying lagged regression: Modeling association of cognitive and functional trajectories with expected clinic visits in older adults
Şentürk, Damla; Ghosh, Samiran; Nguyen, Danh V. - In: Computational Statistics & Data Analysis 73 (2014) C, pp. 1-15
Motivated by a longitudinal study on factors affecting the frequency of clinic visits of older adults, an exploratory time varying lagged regression analysis is proposed to relate a longitudinal response to multiple cross-sectional and longitudinal predictors from time varying lags. Regression...
Persistent link: https://www.econbiz.de/10011056419
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Variable and boundary selection for functional data via multiclass logistic regression modeling
Matsui, Hidetoshi - In: Computational Statistics & Data Analysis 78 (2014) C, pp. 176-185
Penalties with an ℓ1 norm provide solutions in which some coefficients are exactly zero and can be used for selecting variables in regression settings. When applied to the logistic regression model, they also can be used to select variables which affect classification. We focus on the form of...
Persistent link: https://www.econbiz.de/10011056462
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A robust algorithm for template curve estimation based on manifold embedding
Dimeglio, Chloé; Gallón, Santiago; Loubes, Jean-Michel; … - In: Computational Statistics & Data Analysis 70 (2014) C, pp. 373-386
The problem of finding a template function that represents the common pattern of a sample of curves is considered. To address this issue, a novel algorithm based on a robust version of the isometric featuring mapping (Isomap) algorithm is developed. When the functional data lie on an unknown...
Persistent link: https://www.econbiz.de/10011056513
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