کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
8919545 1642895 2017 22 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Prediction of functional ARMA processes with an application to traffic data
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Prediction of functional ARMA processes with an application to traffic data
چکیده انگلیسی
For a functional ARMA(p, q) process an approximating vector model, based on functional PCA, is presented. Sufficient conditions are given for the existence of a stationary solution to both the functional and the vector model equations, and the structure of the approximating vector model is investigated. The stationary vector process is used to predict the functional process, where bounds for the difference between vector and functional best linear predictor are given. Finally, functional ARMA processes are applied for the modeling and prediction of highway traffic data.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Econometrics and Statistics - Volume 1, January 2017, Pages 128-149
نویسندگان
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