J. Álvarez Liébana, M. D. Ruiz-Medina

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 strongconsistency of the proposed functional estimator and associated plugin 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.

Keywords: Air pollutants forecasting, Banach spaces, functional time series, meteorological variables, strong consistency


RM-2 Ramiro Melendreras Award
September 3, 2019  6:30 PM
I3L1. Georgina Blanes building

Other papers in the same session

Cookie policy

We use cookies in order to be able to identify and authenticate you on the website. They are necessary for the correct functioning of it, and therefore they can not be disabled. If you continue browsing the website, you are agreeing with their acceptance, as well as our Privacy Policy.

Additionally, we use Google Analytics in order to analyze the website traffic. They also use cookies and you can accept or refuse them with the buttons below.

You can read more details about our Cookie Policy and our Privacy Policy.