Sparsely Observed Functional Time Series: Estimation and Prediction

• Published in: arXiv.org
• Main Authors: Rubín, Tomáš, Panaretos, Victor M
• Format: Paper Journal Article
• Language: English
• Published: Ithaca Cornell University Library, arXiv.org 09.12.2019
• Subjects: Atmospheric electricity; Confidence; Frequency domain analysis; Predictions; Smoothness; Statistics - Methodology; Time series

Functional time series analysis, whether based on time of frequency domain methodology, has traditionally been carried out under the assumption of complete observation of the constituent series of curves, assumed stationary. Nevertheless, as is often the case with independent functional data, it may...