Article ID Journal Published Year Pages File Type
415419 Computational Statistics & Data Analysis 2008 12 Pages PDF
Abstract

Two new forecasting methods of time series are introduced. They are both based on a factorial analysis method called spline principal component analysis with respect to instrumental variables (spline PCAIV). The first method is a straightforward application of spline PCAIV while the second one is an adaptation of spline PCAIV. In the modified version, the used criteria according to the unknown value that need to be predicted are differentiated. Those two forecasting methods are shown to be well adapted to time series.

Related Topics
Physical Sciences and Engineering Computer Science Computational Theory and Mathematics
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