Search Results - subject:"Functional linear regression"

Mixing Frequencies : Stock Returns as a Predictor of Real Output Growth

Tay, Anthony S. - East Asian Bureau of Economic Research (EABER) - 2006

We investigate two methods for using daily stock returns to forecast, and update forecasts of, quarterly real output growth. Both methods aggregate daily returns in some manner to form a single stock market variable. We consider (i) augmenting the quarterly AR(1) model for real output growth...

Persistent link: https://www.econbiz.de/10009363915

Functional linear regression after spline transformation

Wang, Guochang; Lin, Nan; Zhang, Baoxue - In: Computational Statistics & Data Analysis 56 (2012) 3, pp. 587-601

Functional linear regression has been widely used to model the relationship between a scalar response and functional … in functional linear regression and propose a nonparametric transformation model in which we use spline functions to …

Persistent link: https://www.econbiz.de/10010871344

Electricity consumption prediction with functional linear regression using spline estimators

Antoch, Jaromir; Prchal, Lubos; Rosa, Maria Rosaria De; … - In: Journal of Applied Statistics 37 (2010) 12, pp. 2027-2041

A functional linear regression model linking observations of a functional response variable with measurements of an …

Persistent link: https://www.econbiz.de/10008773826