利用最小熵集同时预测功能时间序列带

IF 0.8 4区数学 Q3 STATISTICS & PROBABILITY

Communications in Statistics-Simulation and Computation Pub Date : 2024-08-23 DOI:10.1080/03610918.2024.2391869

Nicolás Hernández, Jairo Cugliari, Julien Jacques

引用次数: 0

摘要

函数时间序列 (FTS) 是在某个函数空间取值的依赖性随机元素序列。该领域的大部分研究都集中在生成一个能预测...

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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Simultaneous predictive bands for functional time series using minimum entropy sets

Functional Time Series (FTS) are sequences of dependent random elements taking values on some functional space. Most of the research on this domain focuses on producing a predictor able to forecast...

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来源期刊

Communications in Statistics-Simulation and Computation 数学-统计学与概率论

CiteScore

2.50

自引率

11.10%

发文量

240

审稿时长

6 months

期刊介绍： The Simulation and Computation series intends to publish papers that make theoretical and methodological advances relating to computational aspects of Probability and Statistics. Simulational assessment and comparison of the performance of statistical and probabilistic methods will also be considered for publication. Papers stressing graphical methods, resampling and other computationally intensive methods will be particularly relevant. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.