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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2402.06574 |
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| _version_ | 1866916119478009856 |
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| author | Álvarez-Liébana, Javier Ruiz-Medina, M. Dolores |
| author_facet | Álvarez-Liébana, Javier Ruiz-Medina, M. Dolores |
| contents | This work adopts a Banach-valued time series framework for component-wise estimation and prediction, from temporal correlated functional data, in presence of exogenous variables. The strong-consistency of the proposed functional estimator and associated plug-in predictor is formulated. The simulation study undertaken illustrates their large-sample size properties. Air pollutants PM10 curve forecasting, in the Haute-Normandie region (France), is addressed by implementation of the functional time series approach presented |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2402_06574 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Prediction of air pollutants PM10 by ARBX(1) processes Álvarez-Liébana, Javier Ruiz-Medina, M. Dolores Applications Methodology This work adopts a Banach-valued time series framework for component-wise estimation and prediction, from temporal correlated functional data, in presence of exogenous variables. The strong-consistency of the proposed functional estimator and associated plug-in predictor is formulated. The simulation study undertaken illustrates their large-sample size properties. Air pollutants PM10 curve forecasting, in the Haute-Normandie region (France), is addressed by implementation of the functional time series approach presented |
| title | Prediction of air pollutants PM10 by ARBX(1) processes |
| topic | Applications Methodology |
| url | https://arxiv.org/abs/2402.06574 |