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Modeling and Forecasting High-dimensional Functional Data

Gao, Yuan

Description

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)
URI: http://hdl.handle.net/1885/216627
DOI: 10.25911/DHWR-8F76

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