Abstract
A new estimation method and forecasting of monotone sample curves is performed from observations in a finite set of time points without a previous transformation of the original data. Monotone spline cubic interpolation is proposed for the reconstruction of the sample curves. Then, the interpolation basis is adapted to apply FPCA and forecasting is done by means of principal components prediction.
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© 2011 Springer-Verlag Berlin Heidelberg
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Bouzas, P.R., Ruiz-Fuentes, N. (2011). Modeling and Forecasting Monotone Curves by FDA. In: Ferraty, F. (eds) Recent Advances in Functional Data Analysis and Related Topics. Contributions to Statistics. Physica-Verlag HD. https://doi.org/10.1007/978-3-7908-2736-1_9
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DOI: https://doi.org/10.1007/978-3-7908-2736-1_9
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Publisher Name: Physica-Verlag HD
Print ISBN: 978-3-7908-2735-4
Online ISBN: 978-3-7908-2736-1
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