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Related papers: Nonstationary functional time series forecasting

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We numerically investigate the stationary and non-equilibrium critical dynamics in three-dimensional isotropic Heisenberg antiferromagnets. Since the non-conserved staggered magnetization couples dynamically to the conserved magnetization…

Statistical Mechanics · Physics 2019-02-27 Riya Nandi , Uwe C. Täuber

Functional concurrent, or varying-coefficient, regression models are commonly used in biomedical and clinical settings to investigate how the relation between an outcome and observed covariate varies as a function of another covariate. In…

The increasing life expectancy enhances the importance of mortality forecasting. Most developing nations, including Tanzania, forecast mortality rates using static life tables. However, these tables exaggerate death probabilities by…

Optimization and Control · Mathematics 2023-12-22 Samya Suleiman , Karl Lundengård , John Andongwisye , Emmanuel Evarest

In this paper, we consider the time-inhomogeneous nonlinear time series regression for a general class of locally stationary time series. On one hand, we propose sieve nonparametric estimators for the time-varying regression functions which…

Statistics Theory · Mathematics 2021-12-17 Xiucai Ding , Zhou Zhou

This paper addresses the estimation of locally stationary long-range dependent processes, a methodology that allows the statistical analysis of time series data exhibiting both nonstationarity and strong dependency. A time-varying…

Statistics Theory · Mathematics 2010-11-12 Wilfredo Palma , Ricardo Olea

In this study, a novel non-negative tensor factorization (NTF)-based method for vibration-based local damage detection in rolling element bearings is proposed. As the diagnostic signal registered from a faulty machine is non-stationary, the…

Signal Processing · Electrical Eng. & Systems 2024-03-20 Mateusz Gabor , Rafal Zdunek , Radoslaw Zimroz , Jacek Wodecki , Agnieszka Wylomanska

The problem of prediction in functional linear regression is conventionally addressed by reducing dimension via the standard principal component basis. In this paper we show that an alternative basis chosen through weighted least-squares,…

Methodology · Statistics 2009-02-20 Aurore Delaigle , Peter Hall , Tatiyana V. Apanasovich

We introduce computational methods that allow for effective estimation of a flexible, parametric non-stationary spatial model when the field size is too large to compute the multivariate normal likelihood directly. In this method, the field…

Computation · Statistics 2018-09-20 Amanda Muyskens , Joseph Guinness , Montserrat Fuentes

Nonstationary Gaussian processes (GPs) are essential for modeling complex, locally heterogeneous spatial data. A common modeling approach is the spatial deformation method that warps the domain to recover isotropy. However, this static…

Machine Learning · Computer Science 2026-05-01 Minghao Gu , Weizhi Lin , Qiang Huang

Nonstationary time series forecasting suffers from the distribution shift issue due to the different distributions that produce the training and test data. Existing methods attempt to alleviate the dependence by, e.g., removing low-order…

Machine Learning · Computer Science 2026-02-20 Xihao Piao , Zheng Chen , Lingwei Zhu , Yushun Dong , Yasuko Matsubara , Yasushi Sakurai

In many environmental applications involving spatially-referenced data, limitations on the number and locations of observations motivate the need for practical and efficient models for spatial interpolation, or kriging. A key component of…

Methodology · Statistics 2015-09-15 Mark D. Risser , Catherine A. Calder

In a variety of systems which exhibit aging, the two-time response function scales as $R(t,s)\approx s^{-1-a} f(t/s)$. We argue that dynamical scaling can be extended towards conformal invariance, obtaining thus the explicit form of the…

High Energy Physics - Theory · Physics 2012-10-18 Malte Henkel , Michel Pleimling , Claude Godreche , Jean-Marc Luck

We propose a new class of univariate nonstationary time series models, using the framework of modulated time series, which is appropriate for the analysis of rapidly-evolving time series as well as time series observations with missing…

Designing a covariance function that represents the underlying correlation is a crucial step in modeling complex natural systems, such as climate models. Geospatial datasets at a global scale usually suffer from non-stationarity and…

Machine Learning · Statistics 2015-07-10 Chintan A. Dalal , Vladimir Pavlovic , Robert E. Kopp

We study short-horizon forecasting in financial time series under strict causal constraints, treating the market as a non-stationary stochastic system in which any predictive observable must be computable online from information available…

Computational Finance · Quantitative Finance 2026-01-01 Lucas A. Souza

This paper studies linear reconstruction of partially observed functional data which are recorded on a discrete grid. We propose a novel estimation approach based on approximate factor models with increasing rank taking into account…

Statistics Theory · Mathematics 2024-05-22 Maximilian Ofner , Siegfried Hörmann

Although there are many methods for functional data analysis (FDA), little emphasis is put on characterizing variability among volatilities of individual functions. In particular, certain individuals exhibit erratic swings in their…

Applications · Statistics 2012-12-04 Bin Zhu , David B. Dunson

In the last few decades, building regression models for non-scalar variables, including time series, text, image, and video, has attracted increasing interests of researchers from the data analytic community. In this paper, we focus on a…

Machine Learning · Computer Science 2020-12-01 Qiyao Wang , Haiyan Wang , Chetan Gupta , Aniruddha Rajendra Rao , Hamed Khorasgani

This paper introduces a new spatial scan statistic designed to adjust cluster detection for longitudinal confounding factors indexed in space. The functional-model-adjusted statistic was developed using generalized functional linear models…

Methodology · Statistics 2019-03-05 Michael Genin , Mohamed-Salem Ahmed

In mixed longitudinal studies, a group of subjects enter the study at different ages (cross-sectional) and are followed for successive years (longitudinal). In the context of such studies, we consider nonparametric covariance estimation…

Methodology · Statistics 2020-12-02 Anru R. Zhang , Kehui Chen
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