{"title":"Simultaneous predictive bands for functional time series using minimum entropy sets","authors":"Nicolás Hernández, Jairo Cugliari, Julien Jacques","doi":"10.1080/03610918.2024.2391869","DOIUrl":null,"url":null,"abstract":"Functional Time Series (FTS) are sequences of dependent random elements taking values on some functional space. Most of the research on this domain focuses on producing a predictor able to forecast...","PeriodicalId":55240,"journal":{"name":"Communications in Statistics-Simulation and Computation","volume":"24 1","pages":""},"PeriodicalIF":0.8000,"publicationDate":"2024-08-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Communications in Statistics-Simulation and Computation","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/03610918.2024.2391869","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
Abstract
Functional Time Series (FTS) are sequences of dependent random elements taking values on some functional space. Most of the research on this domain focuses on producing a predictor able to forecast...
期刊介绍:
The Simulation and Computation series intends to publish papers that make theoretical and methodological advances relating to computational aspects of Probability and Statistics. Simulational assessment and comparison of the performance of statistical and probabilistic methods will also be considered for publication. Papers stressing graphical methods, resampling and other computationally intensive methods will be particularly relevant. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.