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Recent studies on long-term time series forecasting have shown that simple linear models and MLP-based predictors can achieve strong performance without increasingly complex architectures. However, many competitive baselines still rely on…

Machine Learning · Computer Science 2026-05-14 Zhenan Yu , Guangxin Jiang , Jin Yang

Functional linear regression is one of the fundamental and well-studied methods in functional data analysis. In this work, we investigate the functional linear regression model within the context of reproducing kernel Hilbert space by…

Statistics Theory · Mathematics 2024-12-12 Naveen Gupta , S. Sivananthan , Bharath K. Sriperumbudur

Accurate curve forecasting is of vital importance for policy planning, decision making and resource allocation in many engineering and industrial applications. In this paper we establish a theoretical foundation for the optimal short-term…

Methodology · Statistics 2023-07-19 Yan Cui , Zhou Zhou

The paper considers functional linear regression, where scalar responses $Y_1,...,Y_n$ are modeled in dependence of random functions $X_1,...,X_n$. We propose a smoothing splines estimator for the functional slope parameter based on a…

Statistics Theory · Mathematics 2009-02-26 Christophe Crambes , Alois Kneip , Pascal Sarda

Functional time series whose sample elements are recorded sequentially over time are frequently encountered with increasing technology. Recent studies have shown that analyzing and forecasting of functional time series can be performed…

Methodology · Statistics 2020-09-22 Ufuk Beyaztas , Han Lin Shang

Motivated by the remarkable success of Bayesian additive regression trees (BART) in regression modelling, we propose a novel nonparametric Bayesian method, termed Functional BART (FBART), tailored specifically for function-on-scalar…

Methodology · Statistics 2025-06-03 Jiahao Cao , Shiyuan He , Bohai Zhang

Traditional linear methods for forecasting multivariate time series are not able to satisfactorily model the non-linear dependencies that may exist in non-Gaussian series. We build on the theory of learning vector-valued functions in the…

Machine Learning · Computer Science 2017-06-28 Magda Gregorová , Alexandros Kalousis , Stéphane Marchand-Maillet

The high variability of weather parameters is making photovoltaic energy generation intermittent and narrowly controllable. Threatened by the sudden discontinuity between the load and the grid, energy management for smart grid systems…

Signal Processing · Electrical Eng. & Systems 2019-10-23 Mohamed Massaoudi , Ines Chihi , Lilia Sidhom , Mohamed Trabelsi , Shady S. Refaat , Fakhreddine S. Oueslati

This paper addresses the prediction of stationary functional time series. Existing contributions to this problem have largely focused on the special case of first-order functional autoregressive processes because of their technical…

Methodology · Statistics 2014-04-01 Alexander Aue , Diogo Dubart Norinho , Siegfried Hörmann

This paper introduces a robust estimation strategy for the spatial functional linear regression model using dimension reduction methods, specifically functional principal component analysis (FPCA) and functional partial least squares…

Methodology · Statistics 2024-10-28 Ufuk Beyaztas , Abhijit Mandal , Han Lin Shang

In this paper, we propose two nonparametric methods used in the forecasting of functional time-dependent data, namely functional singular spectrum analysis recurrent forecasting and vector forecasting. Both algorithms utilize the results of…

Machine Learning · Statistics 2021-01-28 Jordan Trinka , Hossein Haghbin , Mehdi Maadooliat

We consider a spatial functional linear regression, where a scalar response is related to a square integrable spatial functional process. We use a smoothing spline estimator for the functional slope parameter and establish a finite sample…

Statistics Theory · Mathematics 2019-08-07 Stéphane Bouka , Sophie Dabo-Niang , Guy Martial Nkiet

The uncertainty of the energy generated by photovoltaic systems incurs an additional cost for a guaranteed, reliable supply of energy (i.e., energy storage). This investigation aims to decrease the additional cost by introducing…

Machine Learning · Computer Science 2023-01-19 Guillermo Terrén-Serrano , Manel Martínez-Ramón

This paper presents $\mathbf{OLinear}$, a $\mathbf{linear}$-based multivariate time series forecasting model that operates in an $\mathbf{o}$rthogonally transformed domain. Recent forecasting models typically adopt the temporal forecast…

Machine Learning · Computer Science 2025-05-15 Wenzhen Yue , Yong Liu , Haoxuan Li , Hao Wang , Xianghua Ying , Ruohao Guo , Bowei Xing , Ji Shi

We propose a novel functional approach to surrogate modeling of dynamical systems with exogenous inputs. This approach, named Functional Nonlinear AutoRegressive with eXogenous inputs (F-NARX), approximates the system response based on…

Methodology · Statistics 2025-07-08 Styfen Schär , Stefano Marelli , Bruno Sudret

We propose a functional linear model to predict a response using multiple functional and longitudinal predictors and to estimate the effect lags of predictors. The coefficient functions are written as the expansion of a basis system (e.g.…

Methodology · Statistics 2019-07-24 Haiyan Liu , Georgios Aivaliotis , Jeanine Houwing-Duistermaat

Accurate mechanisms for forecasting solar irradiance and insolation provide important information for the planning of renewable energy and agriculture projects as well as for environmental and socio-economical studies. This research…

Machine Learning · Computer Science 2021-06-15 Laura S. Hoyos-Gómez , Jose F. Ruiz-Muñoz , Belizza J. Ruiz-Mendoza

Traditional solar flare forecasting approaches have mostly relied on physics-based or data-driven models using solar magnetograms, treating flare predictions as a point-in-time classification problem. This approach has limitations,…

Machine Learning · Computer Science 2024-09-10 Anli Ji , Chetraj Pandey , Berkay Aydin

Motivated by the study of how daily temperature affects soybean yield, this article proposes a simultaneous functional quantile regression (FQR) model featuring a locally sparse bivariate slope function indexed by both quantile and time and…

Methodology · Statistics 2026-02-03 Boyi Hu , Jiguo Cao

With an ever-increasing share of intermittent renewable energy in the world's energy mix,there is an increasing need for advanced solar power forecasting models to optimize the operation and control of solar power plants. In order to…