预测高维函数时间序列：国家以下各年龄段死亡率的应用

IF 1.4 2区数学 Q2 STATISTICS & PROBABILITY

Journal of Computational and Graphical Statistics Pub Date : 2024-02-20 DOI:10.1080/10618600.2024.2319166

Cristian F. Jiménez-Varón, Ying Sun, Han Lin Shang

引用次数: 0

摘要

我们研究了高维函数时间序列（HDFTS）的建模和预测，这些序列可能具有横截面相关性和时间依赖性。我们引入了对高维函数时间序列的分解。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Forecasting high-dimensional functional time series: Application to sub-national age-specific mortality

We study the modeling and forecasting of high-dimensional functional time series (HDFTS), which can be cross-sectionally correlated and temporally dependent. We introduce a decomposition of the HDF...

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来源期刊

Journal of Computational and Graphical Statistics 数学-统计学与概率论

CiteScore

3.50

自引率

8.30%

发文量

153

审稿时长

>12 weeks

期刊介绍： The Journal of Computational and Graphical Statistics (JCGS) presents the very latest techniques on improving and extending the use of computational and graphical methods in statistics and data analysis. Established in 1992, this journal contains cutting-edge research, data, surveys, and more on numerical graphical displays and methods, and perception. Articles are written for readers who have a strong background in statistics but are not necessarily experts in computing. Published in March, June, September, and December.