Search results for " penalized least squares"

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

2008

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.