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Functional Samples and Bootstrap for Predicting Sulfur Dioxide Levels

In this article we give enhancements of several functional techniques to forecast sulfur dioxide levels near a power plant. The data are considered as a time series of curves. Assuming a lag-one dependence, the predictions are computed using the functional kernel (with local bandwith) and the linear...

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Published in:Technometrics 2005-05, Vol.47 (2), p.212-222
Main Authors: de Castro, B. Fernández, Guillas, S, Manteiga, W. González
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creator de Castro, B. Fernández
Guillas, S
Manteiga, W. González
description In this article we give enhancements of several functional techniques to forecast sulfur dioxide levels near a power plant. The data are considered as a time series of curves. Assuming a lag-one dependence, the predictions are computed using the functional kernel (with local bandwith) and the linear autoregressive Hilbertian model. We carry out the estimation with a so-called "historical matrix," which is a subsample that emphasizes uncommon shapes. We introduce a bootstrap method to evaluate the range of the forecasts, which uses Fraiman and Muniz's order for functional data. Finally, we compare our functional techniques with neural networks and semiparametric methods, and find that the former models are often more effective.
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subjects Air pollutant
Air pollution
Artificial neural networks
Bootstrap method
Bootstrap methods
Data depth
Estimators
Exact sciences and technology
Forecasting models
Functional data
Inference from stochastic processes
time series analysis
Mathematics
Matrices
Modeling
Power plants
Probability and statistics
Regression analysis
Sciences and techniques of general use
Statistical forecasts
Statistics
Sulfur
Sulfur dioxide
Time series
Time series forecasting
Weather forecasting
title Functional Samples and Bootstrap for Predicting Sulfur Dioxide Levels
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