6533b7d3fe1ef96bd1260efe

RESEARCH PRODUCT

Functional linear regression with functional rensponse application to prediction of electricity consumption

J AntochL PrchalMaria Rosaria De RosaP Sarda

subject

Functional linear regression functional response ARH(1) penalized least squares B-splines electricity consumption in Sardegna.

description

Functional linear regression model linking observations of a functional response variable with measurements of an explanatory functional variable is considered. The slope function is estimated with a tensor product splines. Some computational issues are addressed by means of a simulation study. This model serves to analyze a real data set concerning electricity consumption in Sardinia. The interest lies in predicting either incoming weekend or incoming weekdays consumption curves if actual weekdays consumption is known.

http://hdl.handle.net/10447/64314