Modeling and Forecasting Monotone Curves by FDA

Conference paper
Part of the Contributions to Statistics book series (CONTRIB.STAT.)

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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Copyright information

© Springer-Verlag Berlin Heidelberg 2011

Authors and Affiliations

  1. 1.University of GranadaGranadaSpain
  2. 2.University of JaénJaénSpain

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