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Modeling and Forecasting High-dimensional Functional Data

Gao, Yuan


This thesis summarizes the research developed along this Ph.D. trajectory. The aim of this thesis is to develop new techniques for modeling and forecasting high-dimensional functional data. The first contribution of this thesis is to propose a functional error correction model (VECM) for the forecast of multivariate functional time series data. The model utilizes functional principal component analysis to reduce the infinite-dimensional functions to low-order principal component scores; the...[Show more]

CollectionsOpen Access Theses
Date published: 2020
Type: Thesis (PhD)
DOI: 10.25911/DHWR-8F76


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