Clustering and forecasting multiple functional time series
Author:
Affiliation:
1. Research school of Finance, Actuarial Studies and Statistics, The Australian National University
2. Department of Actuarial Studies and Business Analytics, Macquarie University
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability
Reference73 articles.
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4. Bouveyron, C., Côme, E. and Jacques, J. (2015). The discriminative functional mixture model for a comparative analysis of bike sharing systems. Ann. Appl. Stat. 9 1726–1760.
5. Aue, A., Norinho, D. D. and Hörmann, S. (2015). On the prediction of stationary functional time series. J. Amer. Statist. Assoc. 110 378–392.
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