Search Results - subject:"Functional principal component analysis"

Spatiotemporal patterns and prediction of multi-region house prices via functional mixed effects model

Chen, Yilin; Zheng, Haitao - In: International journal of strategic property management 29 (2025) 2, pp. 102-113

Persistent link: https://www.econbiz.de/10015445808

Nonstationary functional time series forecasting

Shang, Han Lin; Yang, Yang - In: Journal of forecasting 44 (2025) 4, pp. 1347-1362

Persistent link: https://www.econbiz.de/10015464647

Using density forecast for growth-at-risk to improve transmission mechanisms mean forecast of GDP growth in Korea

Chang, Yoosoon; Kim, Yong Gun; Kwak, Boreum; Park, Joon Y. - 2024

Persistent link: https://www.econbiz.de/10015053925

Using density forecast for growth-at-risk to improve mean forecast of GDP growth in Korea

Chang, Yoosoon; Kim, Yong Gun; Kwak, Boreum; Park, Joon Y. - 2024

Persistent link: https://www.econbiz.de/10015053950

Forecasting intraday financial time series with sieve bootstrapping and dynamic updating

Shang, Han Lin; Ji, Kaiying - In: Journal of forecasting 42 (2023) 8, pp. 1973-1988

Persistent link: https://www.econbiz.de/10014432826

Modeling and forecasting serially dependent yield curves

Li, Hao - In: Journal of financial econometrics 23 (2025) 3, pp. 1-42

Persistent link: https://www.econbiz.de/10015425419

Functional data analysis for Brazilian term structure of interest rate

Vaz, Lucélia Viviane; Raad, Rodrigo Jardim - In: Revista Brasileira de Finanças : RBFin 20 (2022) 1, pp. 82-104

Persistent link: https://www.econbiz.de/10013257699

Forecasting Australian fertility by age, region, and birthplace

Yang, Yang; Shang, Han Lin; Raymer, James - In: International journal of forecasting 40 (2024) 2, pp. 532-548

Persistent link: https://www.econbiz.de/10014547181

Functional data analysis for Brazilian term structure of interest rate

Vaz, Lucélia; Raad, Rodrigo Jardim - 2021

Persistent link: https://www.econbiz.de/10013207456

A dynamic separable network model with actor heterogeneity: An application to global weapons transfers*

Lebacher, Michael; Thurner, Paul W.; Kauermann, Göran - In: Journal of the Royal Statistical Society: Series A … 184 (2020) 1, pp. 201-226

quantifies the corresponding effects. Additionally, we subject the time-varying heterogeneity effects to a functional principal … component analysis. This analysis serves as an exploratory tool and allows us to identify countries with exceptional increases …

Persistent link: https://www.econbiz.de/10012509503