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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 |
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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. |
doi_str_mv | 10.1198/004017005000000067 |
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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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