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Hypothesis testing procedures are developed to assess linear operator constraints in function-on-scalar regression when incomplete functional responses are observed. The approach enables statistical inferences about the shape and other…

Methodology · Statistics 2022-12-06 Yeonjoo Park , Kyunghee Han , Douglas G. Simpson

We study regression models for the situation where both dependent and independent variables are square-integrable stochastic processes. Questions concerning the definition and existence of the corresponding functional linear regression…

Statistics Theory · Mathematics 2011-02-28 Guozhong He , Hans-Georg Müller , Jane-Ling Wang , Wenjing Yang

We observe two sequences of curve which are connected via an integral operator. Our model includes linear models as well as autoregressive models in Hilbert spaces. We wish to test the null hypothesis that the operator did not change during…

Statistics Theory · Mathematics 2012-02-07 Lajos Horvath , Ron Reeder

Functional data describe a wide range of processes, such as growth curves and spectral absorption. In this study, we analyze air pollution data from the In-service Aircraft for a Global Observing System, focusing on the spatial interactions…

Methodology · Statistics 2024-11-14 Rita Fici , Gianluca Sottile , Luigi Augugliaro , Ernst-Jan Camiel Wit

A multivariate quantile regression model with a factor structure is proposed to study data with many responses of interest. The factor structure is allowed to vary with the quantile levels, which makes our framework more flexible than the…

Methodology · Statistics 2020-01-22 Shih-Kang Chao , Wolfgang Karl Härdle , Ming Yuan

A reduced-rank mixed effects model is developed for robust modeling of sparsely observed paired functional data. In this model, the curves for each functional variable are summarized using a few functional principal components, and the…

Methodology · Statistics 2023-08-08 Huiya Zhou , Xiaomeng Yan , Lan Zhou

Accurate and reliable electricity price forecasting has significant practical implications for grid management, renewable energy integration, power system planning, and price volatility management. This study focuses on enhancing…

Econometrics · Economics 2024-12-12 Joseph Nyangon , Ruth Akintunde

This paper focuses on a semiparametric regression model in which the response variable is explained by the sum of two components. One of them is parametric (linear), the corresponding explanatory variable is measured with additive error and…

Methodology · Statistics 2024-11-20 Silvia Novo , Germán Aneiros , Philippe Vieu

We propose an extensive framework for additive regression models for correlated functional responses, allowing for multiple partially nested or crossed functional random effects with flexible correlation structures for, e.g., spatial,…

Methodology · Statistics 2013-11-26 Fabian Scheipl , Ana-Maria Staicu , Sonja Greven

Function-on-function linear regression is important for understanding the relationship between the response and the predictor that are both functions. In this article, we propose a reproducing kernel Hilbert space approach to…

Statistics Theory · Mathematics 2021-09-29 Holger Dette , Jiajun Tang

This paper presents a regression-based method for estimating voltages and voltage sensitivities for volt-var control on distribution circuits with limited data. The estimator uses power flow results for representative load and PV output…

Systems and Control · Electrical Eng. & Systems 2020-10-26 Catie McEntee , Ning Lu , David Lubkeman

Changes on temperature patterns, on a local scale, are perceived by individuals as the most direct indicators of global warming and climate change. As a specific example, for an Atlantic climate location, spring and fall seasons should…

Methodology · Statistics 2022-11-22 Andrea Meilán-Vila , Rosa M. Crujeiras , Mario Francisco-Fernández

We develop a fully Bayesian framework for function-on-scalars regression with many predictors. The functional data response is modeled nonparametrically using unknown basis functions, which produces a flexible and data-adaptive functional…

Methodology · Statistics 2018-10-25 Daniel R. Kowal , Daniel C. Bourgeois

We introduce a high-dimensional factor model with time-varying loadings. We cover both stationary and nonstationary factors to increase the possibilities of applications. We propose an estimation procedure based on two stages. First, we…

With an increasing high penetration of solar photovoltaic generation in electric power grids, voltage phasors and branch power flows experience more severe fluctuations. In this context, probabilistic power flow (PPF) study aims at…

Systems and Control · Electrical Eng. & Systems 2022-05-03 Kejun Chen , Yu Zhang

We develop a general framework for distribution-free predictive inference in regression, using conformal inference. The proposed methodology allows for the construction of a prediction band for the response variable using any estimator of…

Methodology · Statistics 2017-03-09 Jing Lei , Max G'Sell , Alessandro Rinaldo , Ryan J. Tibshirani , Larry Wasserman

In this paper, we consider a functional linear regression model, where both the covariate and the response variable are functional random variables. We address the problem of optimal nonparametric estimation of the conditional expectation…

Statistics Theory · Mathematics 2022-03-02 Gaëlle Chagny , Anouar Meynaoui , Angelina Roche

The paper introduces a flexible model for the analysis of multivariate nonlinear time series data. The proposed Functional Coefficients Network Autoregressive (FCNAR) model considers the response of each node in the network to depend in a…

Methodology · Statistics 2024-02-13 Hang Yin , Abolfazl Safikhani , George Michailidis

We propose a generalized functional linear regression model for a regression situation where the response variable is a scalar and the predictor is a random function. A linear predictor is obtained by forming the scalar product of the…

Statistics Theory · Mathematics 2007-06-13 Hans-Georg Muller , Ulrich Stadtmuller

We study linear panel regression models in which the unobserved error term is an unknown smooth function of two-way unobserved fixed effects. In standard additive or interactive fixed effect models the individual specific and time specific…

Econometrics · Economics 2022-08-15 Hugo Freeman , Martin Weidner
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